Capital IQ, a Standard & Poor's business, and a leading provider of financial research solutions, today announced the formation of SystematIQ Research, a new independent institutional quantitative research group specializing in value-added content and quantitative market insight.
The new group offers clients a wide range of quantitative research and consulting services, including its newly launched web-based signal library AlphaWorks(TM), dynamic stock selection models, and ClariFI(R) consulting and factor packs.
SystematIQ Research's AlphaWorks is the first-ever fully transparent collection of global stock selection trading signals and alpha models built using a global point-in-time dataset. With direct links into ClariFI's ModelStation(R) -- the industry-standard investment management platform for research and production -- this on-line encyclopedia provides statistical profiles and formulaic transparency into over 250 stock selection signals. The team is also developing a variety of stock selection models and quality written research for its institutional client-base.
"Increasingly our clients are looking for ways to improve and differentiate their investment strategies using new, unique datasets and advanced analytics," said Randall Winn, Executive Managing Director of Capital IQ. "Having the in-house expertise of SystematIQ Research helps us to better serve a rapidly growing segment of our business, while providing an important feedback loop into Capital IQ's strategic initiatives."
Additionally, SystematIQ Research utilizes Capital IQ-Compustat(R) Global Point-In-Time(TM), Compustat's new weekly Point-in-Time, and a variety of third party datasets in search of alpha. The new group also serves as the exclusive consulting partner for ClariFI and its market leading strategy development application, ModelStation.
Gioel Molinari, Managing Director of ClariFI said, "We are very excited to formally introduce SystematIQ Research to our current and prospective clients, as this new group fills a major void in the industry left by the consolidation of sell-side research and fragmentation across independent research providers." He continued, "Being able to offer clients such in-depth, high quality institutional quantitative insight not only sets us apart from the competition, but also helps us add significant value to investment professionals by enabling them to do more with less."
Based in Chicago and led by Carson Boneck, CFA, the SystematIQ Research team is comprised of experienced quantitative research professionals, PhDs, and data technology specialists.