A set of unique factors for behavioral analysis of equity returns. Useful for forecasting, risk, and categorizational models. This is a foundation for modeling non-rational price movements.

A set of classic factors for analyzing returns, but better implemented. Includes content-shaped, engineered distributions (ranks) for immediate use in your modeling processes.

A model of returns based on behavioral categorization and multi-stage, nonlinear, factor-based forecasting. Augments existing selection algorithms or use with a risk model for stand-alone portfolio construction.

An effective risk model using standard and behavioral factors. Useful for constrained optimal portfolio selection, mandate adherence, and illustrations of risk. Behavioral factors make for more accurate isolation of classic risk. Optional optimizer service and/or setup.

A fundamental quant NPV model using our earnings, firm lifecycle, and CT risk models for projection and discounting. Breakout of growth and value components. Computed daily for over 1500 U.S. exchange-traded equities.

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