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Quant Factor Library

Solution by FactSet

Added to Marketplace: April 4, 2022

Overview

Detect investment themes across global equity markets and gain industry-level insight with comprehensive factors to power your portfolio construction process. Ensure you are accessing reliable, accurate data by taking advantage of FactSet processes, which cleanse and validate factor values, including raw data, rankings, and z-scores. Leverage our calculation engines to eliminate look-ahead bias.

Manage custom calculations through a private formula development environment based on your needs. Quickly search across the entire factor library and build specific reports using robust screening tools.

Seamlessly integrate factor values into FactSet’s industry-leading portfolio analytics suite or leverage its Portfolio Simulation solution to build optimized, factor-aware portfolios over time. Rely on FactSet’s Alpha Testing to research factors and identify new sources of alpha through advanced multi-factor signal generation. Access the Quant Factor Library through the FactSet Workstation, Analytics APIs, or customized FTP deliverable data feeds.

Solution Coverage

Solution Details

FactSet’s Quant Factor Library provides cost-effective access to over 2,300 pre-calculated global equity data items rooted in decades of financial theory. Benefit from trusted technology that delivers data for 70,000+ securities in 127 countries and across more than 200 exchanges. Access raw values, normalized exposures, and composite scores for traditional factor groups such as Value and Quality and evaluate them against newer characteristics such as Insider Activity, Corporate Governance, and Crowding.

Firm Information

FactSet creates data and technology solutions for investment professionals around the world, providing instant access to financial data and analytics that investors use to make crucial decisions. We combine our unique proprietary datasets, your in-house data, and third-party unstructured data to help you see and seize opportunity sooner.

Product Resources

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Product Tags

Indices / Indexing
Market Data
Analytics

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