ClearInvest

Large scale automated fundamental financial statement analysis across thousands of tickers and economic indicators. Create custom metrics like rolling P/E ratios, beta, correlations, etc.

Run regressions, time series analysis, and other statistical models to discover relationships and forecast financial performance, price action, and volatility.

Portfolio optimization on different asset combinations through Mean Variance Optimization (MVO) and Monte Carlo Simulations. Optimize for different metrics such as sharpe ratio, sortino ratio, max drawdown, low volatility, etc.

Broad market detection of pair-trading signals such as cointegrated pairs, and mean reversion signals on stationary time series. Create custom trading signals on request.

Using classification models such as logistic regression to detect regime change in specific assets and the broad market. Regime change indicates possible fundamental changes in the underlying asset(s).

AI/ML Algorithms can be fine-tuned with standard and custom features as an added layer to complement classification and prediction models.

Utilize pre-built models such as correlation matrix generators, return distribution analyzers, rolling price ratios, fundamental heatmaps, MVO long only and long/short optimizer, stable beta screener, etc.

Custom models can created and applied to thousands of assets and economic data sets. Receive daily analysis results to complement your idea generation and portfolio management process.