Quantitative Investing Made Easy
Institutional Quality Data
It's all about the data. The Portfolio123 engines use the best data in the business to create Point-In-Time values starting in 1999. Currently the USA and Canadian exchanges are covered.
Portfolio123 uses Compustat and other stock market data vendors (shown above), considered to be the highest (institutional) quality historical fundamental data.
Data Key Features
- A point-in-time database (licensed from Compustat)
- Graveyard companies are included up till the time when their stocks ceased to trade. (i.e. no survivorship bias)
- A complete set of pre-built custom ratios and functions
- Quickly find what you need with english-like searches
- Historically correct industry classification (GICS) from S&P
- Custom built benchmark for every GICS group
- A comprehensive set of data for: estimates, short interest, insider
- ValueLine Smallcap & Midcap Ranks available for simulations
Stock and ETF Screener
Built on the rules, writings and philosophies of famous investors like Buffett, Greenblatt, and Graham, Portfolio123 has created screens to show you what they might be thinking right now.
You can also combine ranking with screening to build the exact portfolio size you need. For example you may want to follow stocks that pass a Graham strategy, but only buy the top 10 stocks based on a momentum score.
Portfolio123 allows you to test a strategy in the past to see how it would have performed. You can now run backtests of your screens or portfolio strategies with unprecedented realism and speed.
Simulator Key Features:
- Test your system from January 1999 with a complete dataset
- No survivorship or look-ahead biases: Analysis is Point-In-Time
- Include realistic assumptions from trades: commission and slippage
- Accurately accounts for splits and dividends
- See all transactions, risk and performance statistics, and much more
- No computer code required. Strategies are expressed in Excel™ like formulas and rules
Take a strategy and launch it "live" as a Portfolio. Your portfolio is updated every day, and changes to the holdings are emailed automatically. Simply pick the strategy you want to follow and the starting capital and you will get a list of stocks to buy and the number of shares. When it's time to rebalance you will be so notified and told what to sell and what replacement stocks to buy. Performance data will be tracked as well as a record of all transactions.