QuantDesk^® Event Analyzer

Evaluate how events influence future price action

What is Event Analyzer?

The QuantDesk® Event Analyzer helps construct multi-factor scans to identify peak times for securities entry or exit based on an impending price action. Our robust database of more than 950 factors, describe the historical state of any equity traded across all major exchanges. The Event Analyzer constructs a predictive scan that can empirically validate stock selection hypotheses. A visual representation is provided to show how stocks that met the criteria in the past moved predictably following the point in which they were identified. The analyzer supports:

• Long only scans
• Short only scans
• Feature selection and min/max threshold optimization
• Machine-learning based classifier to select the best features from a wide array of features.

How Event Analyzer Works

Select the universe of assets to forecast:

Select a portfolio, an index of stocks, a scanned list or a canned list to assess how events impact future price action.

Choose your indicator-set model and analysis period:

An easy-to-use interface identifies event scan factors and time periods to conduct the scan.

Click "Search for Events" and inspect the results:

Next, QuantDesk® provides a tabular and graphical summary of the event scan. Aggregate price move behavior is depicted one day to one year after any event was triggered. Tweak the scan by utilizing the Event-Study graph or the sector returns heat map.

Use Machine Learning to recommend additional indicators:

The Event Analyzer has built-in Machine Learning algorithms to automatically recommend additional factors to improve the predictive nature of your study.

Why use Event Analyzer?

Instant system alerts when an event is triggered: Once the event has been defined and backtested, QuantDesk® executes event scans throughout the day. You will receive an automatic notification at the optimal time to enter or exit the signaled position.

Test scenarios and discover new factors: Analyze and test events then utilize our Machine Learning algorithms to discover additional factors, form new events or enhance existing ones.

Unique features:

1. Actionable heat map to identify and filter the industry sectors or sub-sectors most likely to react predictably to the event.

2. Blend multiple data sources and custom indicator sets into the study most suitable for your scenario.

3. Discover the most predictive set of indicators for your security basket.

4. Validate the predictive nature of any custom data set.

5. Learn which events result in favorable returns relative to the market and set up alerts to flag such events.

Discover more:

QUANTDESK® MODULES

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QuantDesk® Event Analyzer