Choose the package that suits your needs

Starter

  • A demo version of the entity store with a small sample of equities and equity indices.

  • Single user license


























                Free

Professional

  • S&P 500 Entity Store
  • Over 1,000 US equities
  • Includes current and former members of the S&P 500 index

  • Factor Model entity store

  • Sector Indices entity store
  •  Equity Analytics book pdf
  • Mathematica notebook
  •  Software library
  • Quarterly updates
  • Technical support
  • 12-month subscription
  • Single user license









$125/month (billed annually)

Enterprise

  • Equities Entity Store
  • Over 7,700 US equities
  • S&P 500 Entity Store
  • Includes current and former members of the S&P 500 index

  • Factor Model entity store

  • Sector Indices entity store
  • 400 US equity indices

  • Over 2,500 ETFs
  • Real-time connectivity to IB TWS
  • Equity Analytics book:
    Hardback and pdf
  • Mathematica notebook
  • Software library
  • Monthly updates
  • Technical support
  • 12-month subscription
  • Single user license


$250/month (billed annually) 

NOTE:  all subscriptions require a license for Wolfram Mathematica - see: https://www.wolfram.com/mathem...

Compare the Packages (note: all packages are for a single user license)


Starter

Professional

Enterprise

Equities Entity Store

Sample

S&P 500 Entity Store

Equities Entity Store

Equities

100

Over 1,000

Over 7.700

Index Entity Store (400+ indices)

Not Included

Not Included

Included

ETF Entity Store (2,500+ ETFs)

Not Included

Not Included

Included

Sector  Indices Entity Store

Not Included

Included

Included

Factor Model Entity Store

Not Included

Included

Included

Updates

Not Included

Quarterly

Monthly

Software Library

Not Included

Included

Included

Equities Analytics Hardback Book

Not Included

Not Included

Included

Technical Support

Not Included

Included

Included

Equities Entity Store FAQ

What is the Equities Entity Store?

The Equities Entity Store is a comprehensive resource designed to facilitate equity research and analysis. It serves as a repository of fundamental and technical equity, index and ETF data, providing a robust platform for quantitative research in the field of finance. The Equities Entity Store utilizes the Wolfram Language to store, process, and analyze fundamental and technical stock data. It is designed to provide high-quality computable data and a robust computational language that incorporates a vast analytical toolkit of pre-built computational algorithms.

What is the purpose of the Equities Entity Store?

The Equities Entity Store is designed to provide not just data, but also a framework of research procedures that can be applied to the data. These procedures are encapsulated in executable code, providing a foundation for analysts to develop their unique approach to equity analytics. It is intended to aid in equity research and analysis, providing a comprehensive platform for quantitative research in finance.

What are the different types of entity stores provided by the Equity Entity Store product?

The Equity Entity Store product provides five different types of entity stores: 

- Equities Entity Store

-  Index Entity Store

-  ETF Entity Store

-  Sector Index Entity Store

-  Factor Model Entity Store. 

What are the principal entity types in the Equities Entity Store?

The principal entity types in the Equities Entity Store are equity indices, individual equities and ETFs. Equity and ETF entities contain more data than the equity index entities, which do not contain fundamental data, for example. 

What is the concept of computable data in the context of the Equities Entity Store?

The concept of computable data can be extended beyond the data included as standard in the Wolfram technology stack by enabling the user to define their own types of computable data in containers known as Entity Stores. An Entity Store contains user-defined objects (called “entities”) with specified properties and methods. 

What kind of data does an Equity in the Entity Store contain?

The major categories of information contained in equities entities are:

Company Information: This includes details such as the company's address, description, and officers.

Factor Weights: This includes inception, 60-months, 36-months, 12-months, 9-months, 6-months, 3-months, 1-month data.

Fundamentals: This includes data such as market capitalization, EBITDA, P/E ratio, PEG ratio, Wall Street target price, book value, dividend per share, dividend yield, earnings per share, etc.


Historical Data: This includes fundamental data, price data, returns data, volatility data, sentiment data, performance data, and factor weights.

Performance: This includes technical and fundamental data.

Sector Information: This includes RIC sector, RIC industry, GICS sector, GICS group, GICS industry, GICS sub-industry, SIC code, SIC sector.

Stock Information: This includes analyst ratings, dividend count, stockholders, insider transactions, shares outstanding, splits & dividends.

Symbol Information: This includes symbol, exchange, type, name, currency code, currency name, currency symbol, country ISO, ISIN, CUSIP, CIK, IPO date, delisted, first date, last date, index memberships (DOW30, SP500, Russell 1000).

Technicals: This includes beta, 52-week high, 52-week low, 50-day MA, 200-day MA, shares short, shares short prior month, short ratio, short percent.

How does the Equities Entity Store facilitate equity research?

The Equities Entity Store is designed to aid equity research and analysis in several ways:

  • Data Storage and Processing: It provides a structured and efficient way to store and process large volumes of stock data, making it easier for researchers and analysts to manage and manipulate the data for their analyses.
  • Quantitative Research Frameworks: The Equities Entity Store contains various quantitative research frameworks that can be used to conduct sophisticated analyses. These include models for single-stock analytics, pairs trading, portfolio analytics, and statistical arbitrage. These frameworks provide a foundation for conducting rigorous and systematic research, enabling users to generate insights that can inform investment decisions.
  • Equity Strategies Development: The Equities Entity Store facilitates the development of various equity strategies. For instance, it supports the implementation of long-short strategies, market-neutral strategies, and cross-sectional strategies. These strategies can help investors profit from market inefficiencies and imbalances, providing a competitive edge in the financial markets.
  • Advanced Analytics: The Equities Entity Store enables the development of advanced machine learning and artificial intelligence models to enhance the predictive accuracy of stock price movements. This can lead to more profitable trading strategies.
  • Integration of Alternative Data Sources: The Equities Entity Store allows for the incorporation of alternative data sources, such as news sentiment, social media activity, and macroeconomic indicators, to improve the accuracy and robustness of the analytics models.
  • Extensibility: The analytical frameworks presented in the Equities Entity Store can be extended to other financial instruments, such as options, futures, and cryptocurrencies, thereby diversifying the user's research and investment portfolio.

The Equities Entity Store is a powerful tool that can significantly enhance the process of equity research and analysis. By providing a comprehensive and versatile platform for data storage, processing, and analysis, it enables finance professionals to conduct rigorous research, develop sophisticated strategies, and make informed investment decisions.

What are some of the quantitative research frameworks the Equities Entity Store contains?

The Equities Entity Store contains various quantitative research frameworks, including single-stock analytics, pairs trading, portfolio analytics, and statistical arbitrage. These frameworks provide numerous examples and practical applications, with a wealth of notes and references to further enrich the reader's understanding and expand their research possibilities.

What are some of the strategies developed using the Equities Entity Store?

The Equities Entity Store has been used to develop a variety of strategies. Here are some of them:

  • Long-Short Strategies: These strategies involve taking both long and short positions in stocks. The investor buys stocks that they believe will increase in value over time (long positions) and sell stocks that they believe will decrease in value over time (short positions). The goal is to profit from the difference in returns between the long and short positions. Long-short equity strategies can take many forms, focusing on specific sectors or industries, or using a quantitative approach to identify opportunities for long and short positions.
  • Market Neutral Strategies: These strategies involve taking both long and short positions in stocks, but with the goal of creating a neutral position with respect to the broader market. This means that the investor will aim to have a zero net exposure to market risk, by balancing long and short positions in such a way that the overall portfolio is not significantly impacted by changes in the broader market.
  • Cross-Sectional Strategies: These are quantitative trading strategies that focus on exploiting differences in the expected returns of individual stocks, or groups of stocks, based on various factors or signals, rather than trying to predict the overall market direction. These strategies can be designed using several approaches, including factor-based models, statistical arbitrage, machine learning and artificial intelligence, event-driven strategies, and custom signals and alpha generation.
  • Pairs Trading Strategy: This strategy involves identifying pairs of stocks that are highly correlated, and then taking long and short positions in those pairs with the goal of generating a market neutral position. This strategy was implemented using a Kalman filter model and backtested using the functionality provided in the Equities Entity Store.
  • Advanced Machine Learning and AI Models: With the advancement of technology, more advanced machine learning and artificial intelligence models can be developed to enhance the predictive accuracy of stock price movements, leading to more profitable trading strategies.
  • Incorporating Alternative Data Sources: Alternative data sources, such as news sentiment, social media activity, and macroeconomic indicators, can be incorporated to improve the accuracy and robustness of the analytics models.
  • Extending Analytical Frameworks: The analytical frameworks presented in the book can be extended to other financial instruments, such as options, futures, and cryptocurrencies, to diversify the reader's research and investment portfolio.
  • Investigating Market Microstructure and High-Frequency Trading Strategies: The impact of market microstructure and high-frequency trading strategies on the performance of the various analytics methods discussed in the book can be investigated.

These strategies are not exhaustive and there are many more potential avenues to explore using the Equities Entity Store.

What are the system requirements for the Equities Entity Store?

The following is the recommended minimum configuration for running the Equities Analytics notebook and Equities Entity Store data product:

◼ Windows PC running Windows 10 or 11
◼ Minimum 32GB of RAM, 64GB recommended ◼ Minimum 8 processors, 16 recommended
◼ Wolfram Mathematica version 13.3 or higher

It is possible to run the software on machines with smaller amounts of RAM, fewer processors and earlier versions of Mathematica; but this may limit the amount of data you can store in-memory and could prevent some of the functions that use the latest Wolfram technology from operating correctly.

Contact Us

LEGAL DISCLAIMER

PLEASE READ THIS DISCLAIMER CAREFULLY BEFORE USING THE "EQUITY ANALYTICS" BOOK, ACCOMPANYING WOLFRAM MATHEMATICA NOTEBOOK AND THE EQUITIES ENTITY STORE DATA PRODUCTS.

The book, "Equity Analytics", along with the accompanying Wolfram Language Software Package, Mathematica Notebook and Equities Entity Store data products (collectively referred to as "The Materials"), are provided "as is", without any guarantee, warranty, or representation of any kind, either express or implied, including but not limited to the implied warranties of merchantability, fitness for a particular purpose, or non-infringement.

The author(s) and publisher(s) of The Materials (collectively referred to as "The Providers") do not guarantee the accuracy, validity, timeliness, or completeness of any information or data made available to you for any particular purpose. Neither The Providers, nor any of their affiliates, directors, officers, employees, agents, contractors, successors or assignees shall be liable for any direct, indirect, incidental, compensatory, punitive, special, or consequential damages, costs, expenses, legal fees, or losses (including lost income or profits and opportunity costs or losses caused by negligence) in connection with any use of The Materials.

The investment strategies and trading algorithms included in The Materials are presented for informational and illustrative purposes only and are not to be construed as financial advice. The Providers do not assume any responsibility or liability for any investment decisions or trading or investment results, based on, or resulting from, the content provided in The Materials. Any decisions that users of The Materials make based on the information contained therein are solely their own responsibility.

The use of The Materials for trading or investing does not guarantee any particular results or performance. Past performance of any trading system or methodology does not necessarily indicate future results. Users should be aware of the inherent risk involved in trading and investing, including the risk of loss of the entire investment.

The user acknowledges and agrees that he/she is responsible for conducting due diligence and fully understanding the risks involved before implementing any strategies or algorithms found in The Materials. The user agrees to assume full responsibility for the results of any trading or investment decisions made in whole or in part by using The Materials.

By using The Materials, you acknowledge that you have read and understood this disclaimer and agree to be bound by its terms. If you do not agree with the terms of this disclaimer, you are advised to not use The Materials. Your use of The Materials indicates your acceptance of this disclaimer and your acknowledgement that the information contained in The Materials does not constitute financial advice.

THIS DISCLAIMER IS GOVERNED BY THE LAWS OF THE JURISDICTION IN WHICH THE PROVIDERS ARE BASED. YOU AGREE TO ABIDE BY THESE LAWS AND THE JURISDICTION OF THE COURTS OF THAT JURISDICTION.

END-USER LICENSE AGREEMENT (EULA) FOR EQUITY ENTITY STORE SUBSCRIPTION SERVICE

ENHANCED END-USER LICENSE AGREEMENT (EULA) FOR EQUITY ENTITY STORE SUBSCRIPTION SERVICE

This End-User License Agreement ("EULA") is a legal agreement between you (either an individual or a single entity) and Innovation Factory LLC ("Licensor") for the Equity Entity Store subscription service, which includes computer software (Equity Analytics software and Notebook), associated media, printed materials, and electronic documentation and data products (Equities Entity Store data product) (collectively, the "Product").

By installing, copying, or otherwise using the Product, you agree to be bound by the terms of this EULA. If you do not agree to the terms of this EULA, do not install or use the Product.

  1. GRANT OF LICENSE: This EULA grants you the following rights: a. Installation and Use: You may install and use one copy of the Product on a single computer. b. Backup Copies: You may make copies of the Product as necessary for backup and archival purposes.
  2. CONFIDENTIALITY: The data and software provided in the Product are confidential and proprietary to the Licensor. You agree not to disclose or share any part of the data or software with third parties without prior written consent from the Licensor.
  3. INTELLECTUAL PROPERTY RIGHTS: All intellectual property rights in the Product, including but not limited to patents, copyrights, trademarks, and trade secrets, are owned by the Licensor. You acknowledge and agree not to challenge or contest the Licensor's intellectual property rights.
  4. USE RESTRICTIONS: a. The Product is licensed, not sold, and you are granted a non-exclusive, non-transferable, and revocable license to use the Product. b. You may not modify, adapt, translate, or create derivative works based on the Product without express permission from the Licensor. c. You may not extract, scrape, or reproduce the data provided in the Product for any purpose other than the intended use within the Product. d. You must implement appropriate security measures to prevent unauthorized access, use, or disclosure of the data.
  5. REVERSE ENGINEERING AND DECOMPILATION: You may not reverse engineer, decompile, or disassemble the Product, except and only to the extent that such activity is expressly permitted by applicable law notwithstanding this limitation. Any attempt to reverse engineer or derive the source code of the software will be considered a material breach of this EULA
  6. COPYRIGHT: All title and copyrights in and to the Product (including but not limited to any images, photographs, animations, video, audio, music, text, and "applets" incorporated into the Product), the accompanying printed materials, and any copies of the Product are owned by the Licensor or its suppliers. The Product is protected by copyright laws and international treaty provisions. Therefore, you must treat the Product like any other copyrighted material.
  7. AUDIT AND MONITORING: The Licensor reserves the right to audit and monitor your use of the Product to ensure compliance with this EULA. You agree to cooperate with any audit or investigation related to the use of the Product.
  8. TERMINATION AND REMEDIES: Any violation of this EULA, including unauthorized distribution or reverse engineering, will result in immediate termination of the license. The Licensor reserves the right to seek legal remedies, including injunctive relief and damages, in case of any breach of this EULA.
  9. GOVERNING LAW AND JURISDICTION: This EULA shall be governed by and construed in accordance with the laws of the State of Illinois. Any legal action or proceeding arising out of or relating to this EULA shall be brought exclusively in the courts of the State of Illinois, and you consent to the jurisdiction of such courts.
  10. ENTIRE AGREEMENT AND AMENDMENTS: This EULA constitutes the entire agreement between you and the Licensor regarding the Product and supersedes all prior or contemporaneous understandings, agreements, or representations, whether written or oral. The Licensor reserves the right to update or modify this EULA at any time, with notice to you.
  11. LIMITED WARRANTY: The Licensor expressly disclaims any warranty for the Product. The Product and any related documentation are provided "as is" without warranty of any kind, either express or implied, including, without limitation, the implied warranties of merchantability, fitness for a particular purpose, or noninfringement.

    By using the Product, you acknowledge that you have read this EULA, understand it, and agree to be bound by its terms and conditions
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