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QuantDesk® Event Analyzer

Evaluate how events influence future price action

What is Event Analyzer?

The QuantDesk® Event Analyzer helps construct multi-factor scans designed to identify opportune time for securities entry or exit based on an impending price action. QuantDesk® maintains a robust database of more than 950 factors, each describing 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 and provide a visual representation of how stocks that met the criteria in the past moved predictably following the point in which they were identified. The Event 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

Choose The Universe Of Assets To Forecast:
Choose the universe of assets to forecast:

Choose 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:
Choose your indicator-set model and analysis period:

An easy-to-use interface helps to identify event scan factors and time period in which to conduct the scan.

Click "Search for Events" and inspect the results:

QuantDesk® provides a tabular and graphical summary of the event scan, depicting aggregate price move behavior one day to 1 one year after any event was triggered. You can then tweak the scan visually utilizing the Event-Study graph or the sector returns heat map.

Use Machine Learning To Recommend Additional Indicators:
Use Machine Learning to recommend additional indicators:

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

Why use Event Analyzer?

Instant system alert when an event is triggered: Once the event has been defined and backtested, QuantDesk® can execute event
scans throughout the day. An automatic notification will be sent to you 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 and form new events or enhance your 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 one study, most suitable for your test scenario.

3. Utilize the Event Analyzer to 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:

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