Moody’s Analytics Knowledge Services Equity Quants team works with portfolio managers and market strategists to help develop, validate, refine, and upgrade alpha discovery strategies. We support clients with data aggregation, validation, adjustment for corporate actions, and ready databases for analysis. This is followed by model building, factor selection and factor back-testing, portfolio simulation, and performance analysis support. Our Technology Solutions team then helps automate stock screens based on fundamental, technical, and other client-specified parameters.
Our Equity Quants analysts are supported by time-series econometricians and data specialists who are familiar with a wide range of third-party equity databases and a variety of statistical packages such as S Plus, R, Matlab, and SAS.
Our Other offerings under Quantitative Services: