Data Extraction, Transformation, and Analysis

All quantitative investment processes begin with the acquisition, cleansing, and management of extensive time series and cross sectional data. Quantitative analysts know that dataset construction is one of the most cumbersome tasks in both the research and production lifecycles. The volume of data, the need to learn complex proprietary languages, and the chance of errors when formulating complex expressions all make for a time consuming and error prone effort.

ModelStation® Data Management

An integral part of the ModelStation infrastructure is a robust data extraction and transformation system that allows for native connectivity to market leading vendors such as FACTSET®, ThomsonQA®, FAME®, and SP Xpressfeed® as well as in-house or proprietary sources such as SQL databases and flat files. Complex cross sectional and time series datasets can easily be defined and extracted using ModelStation's unique Visual Query Language and can then be used to drive downstream analytics and charting, or exported to flat files and relational databases for external use.

Key Benefits:

• Reduce data integration time and errors in handling
• Create complex datasets with no programming
• Improve the quality of analysis and data set transparency
• Easily scrub, prepare, export, and chart complex datasets
• Ensure dataset quality before modeling

Feature Summary:

• Native FACTSET®, FAME®, ThomsonQA®, and SP Xpressfeed® database support
• Customizable security master with single identifier support and dynamic mapping
• Flexible rules-based screening for the creation of custom universes
• Automated scrubbing, data validation, and realignment
• Data inspection tools to evaluate the effect of transformations on raw items
• Diagnostics logging to discover outliers and transformation problems when building large cross sectional datasets
• Fast matrix caching for pre-processing queries and calculations
• Scheduling & batching of queries & calculations
• Built in time series statistics & visualization tools
• Flexible support of custom industries, sectors, and arbitrary classification schemes
• Direct import/export with relational databases such as SQL Server and Oracle