CalibreAlpha_

A vital partner in Quantitative Analysis

CalibreAlpha_ is specifically designed to reduce the complexity of quantitative analysis and at the same time facilitate more in depth research. It provides access to normalized sets of time series or cross sectional data for further research using your tools of choice.

Automatic Unbiased Statistical Testing: The Calibre database has been designed to avoid survivorship and look-ahead bias allowing accurate back testing of factors.

Automatic Normalisation of Data: Calibre automatically handles the normalization of your underlying data including adjustment factors, security codes changes, foreign exchange conversion, custom consensus calculations and sector/portfolio aggregation of any factors.

Custom Ratios: CalibreEV_ allows analysts to easily create new ratios using our Excel Macro-like scripting language.

Statistical Packages: All standard Calibre functionality is available through native integration with third party statistical packages – S-Plus, R and Matlab.

Programming Libraries: Facilitates the creation of proprietary applications through CalibreAlpha’s programming libraries. Access to all facets of the Calibre Financial Calculation Engine is available through these libraries.

Only CalibreAlpha_ provides

• Access to detailed proprietary broker forecasts direct from the broker for use in backtesting
• The ability to use Market Consensus or a user defined ‘Smart Consensus’ as part of your analysis.