âHaving a high-performance and versatile optimizer that offers a unique combination of speed, accuracy, and consistency is a critical a component of investing success in todayâs fast moving and competitive financial marketplace,â said Gioel Molinari, ClariFIâs Founder and Managing Director. âBased on client demand, we are offering ModelStation users a new optimization choice created with the highest standards in mind. We firmly believe that integrating the ClariFI Portfolio Optimizer into our existing suite of applications greatly enhances the value of ModelStation and further extends our ability to help simplify and streamline the entire investment management process, giving clients more time to focus on delivering winning strategies.â
Additionally, ModelStation v3.4 brings numerous performance and usability improvements throughout the system and significant advances in factor backtesting and strategy simulation, including:
â¢ Automated Batch Workflows â ability to run any workflow as a template over multiple portfolios, universes, and time periods which allows for the rapid testing of investment ideas across a wide range of cross-sectional and time-series regimes to ensure robust results and accelerate research throughput.
â¢ Factor Backtest Reporting â improved ways to quickly identify alpha generating factors, including the ability to detect seasonal effects and determine whether factors have more predictive power during certain time periods.
â¢ Expanded Strategy Simulation Script Library â new scripts to construct sector and industry exposure-constrained portfolios using heuristics, as well as capitalization-weighted portfolios, allowing for broader coverage of real world portfolio construction methods.
Donovan Goodreau, ClariFIâs Vice President of Sales and Business Development stated, âThis new version embodies several customer-driven enhancements that set us apart from our competitors, and underlines our commitment to not only providing current and prospective clients with the most comprehensive and flexible analytics solution in the market, but to back our offering with consistent top-level development, innovation, and support.â He continued, âWe plan to keep this momentum going and are very much looking forward to the global rollout of ModelStation v3.4.â