Unlock the Power of Equity Analytics with the Equities Entity Store
Introducing the Equities Entity Store, a groundbreaking solution that revolutionizes the way you store, process, and analyze fundamental and technical stock data. Harnessing the unparalleled power of the Wolfram Language, this cutting-edge tool combines high-quality computable data, an extensive library of pre-built computational algorithms, and a framework of research procedures encapsulated in executable code. With the Equities Entity Store, you can accelerate your equity research and strategy development to new heights.
Comprehensive Data at Your Fingertips The Equities Entity Store provides a meticulously curated dataset of high-quality, computable data for equities, equity indices, and ETFs. This wealth of information serves as a solid foundation for conducting in-depth fundamental or quantitative analysis. With access to a wide range of financial metrics, historical prices, and market indicators, you can uncover valuable insights and make informed investment decisions.
Lightning-Fast Analysis for Rapid Insights Experience unparalleled performance with the Equities Entity Store's lightning-fast analysis capabilities. By leveraging in-memory data storage and a highly optimized analytics library, the system harnesses a comprehensive array of computational resources, including advanced compilation techniques and parallel processing. This enables you to process vast amounts of financial data with exceptional speed and efficiency, empowering you to make timely and well-informed decisions in rapidly changing market conditions.
Accelerate Your Learning and Research The Equities Entity Store is designed to accelerate your progress in mastering equity analytics and pursuing live research. Whether you are an academic seeking to expand your knowledge or a professional aiming to stay ahead of the curve, this tool provides a structured framework that facilitates learning and enables you to apply advanced analytical techniques with ease. With the Equities Entity Store, you can unlock new possibilities and push the boundaries of your research.
Empower Your Research and Strategy Development Harness the full potential of the Wolfram Language and its ongoing advancements with the Equities Entity Store. This powerful framework empowers you to develop sophisticated research methodologies and implement innovative trading strategies. With access to a rich set of computational tools and a flexible programming environment, you can create customized analytics, backtest your strategies, and optimize your investment approach. The Equities Entity Store opens up a world of possibilities, enabling you to stay at the forefront of equity research and strategy development.
$125/month (billed annually)
$250/month (billed annually)
NOTE: all subscriptions require a license for Wolfram Mathematica - see: https://www.wolfram.com/mathem...
| 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 |
The Equities Entity Store Advantage
High-Quality Computable Data for Seamless Research Integration
The Equities Entity Store offers a comprehensive collection of high-quality data that is readily accessible in-memory, enabling seamless integration into your research workflow. Unlike traditional data sources that merely provide electronic formats, the data in the Equities Entity Store undergoes a rigorous multi-stage process to ensure its computability. This means that you can instantly consume and utilize the data as an integral part of your research process, without the need for time-consuming data preprocessing or transformation.
The Equities Entity Store goes beyond standard metrics, offering a rich array of data points to fuel your analysis. In addition to essential information such as sector classifications, index memberships, price data, and financial statements, the store provides an extensive set of pre-computed data series. These include returns, volatility measures, and an impressive collection of approximately 30 additional technical indicators, empowering you to conduct in-depth technical analysis with ease.
Furthermore, the Equities Entity Store offers a wealth of fundamental data, including financial ratios, factor weights, analyst ratings, and sentiment indicators. These valuable insights allow you to assess company performance, evaluate risk factors, and gauge market sentiment, enabling you to make informed investment decisions based on a holistic view of the equity landscape.
By providing high-quality, computable data that seamlessly integrates into your research process, the Equities Entity Store eliminates the barriers between data acquisition and analysis. You can focus on what truly matters – uncovering valuable insights, developing innovative strategies, and making data-driven decisions with confidence. With the Equities Entity Store, you have the power to revolutionize your equity research and unlock new opportunities in the market.
Powerful Computational Engine for Unparalleled Data Analysis
At the core of the Equities Entity Store lies the Wolfram Language, a cutting-edge computational language that serves as the foundation for its robust analytical infrastructure. With the Wolfram Language, you gain access to an unparalleled toolkit of pre-built computational algorithms, including mathematical, statistical, econometric, and state-of-the-art machine learning techniques. These powerful tools enable you to dive deep into complex data sets, uncover hidden relationships, and reveal meaningful insights with ease.
The Wolfram Language's intuitive syntax and seamless integration with the Equities Entity Store allow you to effortlessly manipulate, visualize, and analyze your data. From basic data transformations to sophisticated predictive modeling, the language's versatility and extensive library of pre-built functions empower you to explore your data from every angle and make data-driven decisions. Whether you are a seasoned data scientist or new to the field, the Wolfram Language's user-friendly interface and comprehensive documentation make it accessible to users of all skill levels, enabling you to unlock the full potential of your equity data and gain a competitive edge in the market.
Powerful Analytics Library and Research Framework for Comprehensive Equity Analysis
The Equities Entity Store provides a robust analytics library and a comprehensive research framework, empowering analysts to apply a wide range of procedures to their equity data. This framework encapsulates research procedures in executable code, offering a solid foundation for analysts to develop and implement their unique approaches to equity analytics. By leveraging this library, analysts can streamline their research process, saving valuable time and effort while ensuring the reliability and reproducibility of their results.
The analytics library covers a broad spectrum of statistical and econometric procedures, catering to various aspects of equity analysis. Whether you are focused on forecasting, short-term trading strategies, strategy backtesting, statistical arbitrage, equity analysis, portfolio construction, or optimization, the library provides the tools you need to excel. With a wide array of pre-built functions and algorithms at your disposal, you can quickly and efficiently analyze your data, uncover valuable insights, and make informed investment decisions. Additionally, the library supports real-time market data capture and trade execution, enabling you to seamlessly integrate your analysis with live market conditions and implement your strategies with precision and speed.
New Analytics in Release 2: The second release provides a significant upgrade to the Equities Entity Store, increasing the number of equities and adding new entity stores with data for over 3,000 equity ETFs and Indices.
Release 2 also provides a significant number of completely new analytical tools including:
- Equity Convexity factor modeling
- Vectorized backtesting with compiled functions
- Market Timing with ETFs
- Dynamic Time Warping
- Swing trading strategies
- Pairs Trading with Fractional Differencing
Cutting-Edge AI Analytical Capabilities for Equity Analytics
With the Equities Entity Store, analysts can seamlessly integrate deep learning models into their research workflow, leveraging the platform's data and computational resources to achieve unprecedented levels of accuracy and efficiency.
The Wolfram Language also offers advanced natural language processing (NLP) capabilities, enabling users to analyze and interpret unstructured textual data. With built-in functions for tasks such as named entity recognition, sentiment analysis, and topic modeling, analysts can extract valuable insights from news articles, financial reports, and social media data. The Equities Entity Store's integration with the Wolfram Language's NLP capabilities allows users to incorporate qualitative data into their analysis, gaining a more comprehensive understanding of market sentiment and trends.The Power of Wolfram GPT for Enhanced Equity Analytics
The integration of Wolfram GPT with the Equities Entity Store revolutionizes the way users interact with financial data and leverage the capabilities of the Wolfram Language. Wolfram GPT, a state-of-the-art language model, acts as an intelligent assistant, empowering users to streamline their workflows, uncover valuable insights, and make data-driven decisions with unprecedented efficiency. Users can ask questions or express their analysis requirements in plain English, and Wolfram GPT will provide meaningful responses and generate relevant code snippets, making it accessible to analysts with varying levels of technical expertise.
Wolfram GPT assists users in navigating the vast amounts of financial data available in the Equities Entity Store. It identifies the most relevant data sets, suggests appropriate analysis techniques, and provides guidance on interpreting the results, saving valuable time and effort. Moreover, Wolfram GPT aids users in developing and refining their trading strategies through interactive conversations, providing personalized recommendations, suggesting improvements, and generating optimized code for backtesting and implementation.
Wolfram GPT enhances the user experience by seamlessly integrating with the Wolfram Language's visualization capabilities. Users can request Wolfram GPT to generate insightful visualizations and interactive dashboards based on their analysis results, effectively communicating their findings to stakeholders and making compelling data-driven presentations.
The integration of Wolfram GPT with the Equities Entity Store and the Wolfram Language creates a powerful synergy that empowers users to unlock the full potential of equity analytics. By leveraging the vast knowledge and natural language processing capabilities of Wolfram GPT, users can streamline their workflows, uncover hidden insights, and make informed decisions with unparalleled efficiency. This innovative integration positions the Equities Entity Store at the forefront of AI-driven financial analysis, providing users with a competitive edge in today's fast-paced and data-intensive market environment.
New in Release 2: Real-Time Algorithmic Trading
The second edition of the book introduces a significant enhancement to the Equities Entity Store: seamless connectivity to the Interactive Brokers Trader Workstation (TWS) platform. This powerful integration allows users to access real-time market data and leverage sophisticated order routing functionalities directly from within Mathematica. Users can effortlessly retrieve live quotes, access order and position data, and execute both simple and complex algorithmic orders.
The real-time connectivity enables users to dynamically update model parameters based on current market conditions, adapting to changing market dynamics and making more accurate forecasts. The integration also facilitates the creation of simulated trading environments, allowing users to thoroughly test and validate their strategies before deploying them in live markets. By leveraging historical data and real-time market feeds, users can assess the performance of their algorithms under various market scenarios.
Real-time monitoring capabilities empower users to track the performance of their trading strategies in real-time. With access to live position and execution data, users can promptly identify and address any issues, ensuring the smooth operation of their algorithmic trading systems. The combination of Mathematica's analytical prowess and Interactive Brokers' robust trading infrastructure opens up new possibilities for researchers, quantitative analysts, and traders alike.
This integration also streamlines the workflow for quantitative researchers and traders by providing a unified platform for data analysis, strategy development, and trade execution. Users can seamlessly transition from backtesting their strategies using historical data to implementing them in live markets, all within the familiar and powerful Mathematica environment. This eliminates the need for multiple tools and platforms, enhancing efficiency and reducing the potential for errors in the trading process.
The Equities Entity Store as a Productivity Multiplier
The Equities Entity Store is designed to be a game-changer for equity analysts, acting as a powerful productivity multiplier that revolutionizes the way research is conducted. By seamlessly combining high-quality computable data with the unparalleled capabilities of the Wolfram Language, the platform empowers users to accelerate their research process and achieve remarkable results. The Equities Entity Store eliminates the time-consuming tasks of data gathering, preprocessing, and transformation, allowing analysts to focus their efforts on what truly matters – uncovering valuable insights and developing innovative trading strategies.
With the Equities Entity Store, users can effortlessly navigate through vast amounts of equity data, leveraging the platform's intuitive interface and powerful computational tools. The combination of readily accessible, high-quality data and the Wolfram Language's extensive analytical capabilities enables analysts to conduct complex analyses, test hypotheses, and generate actionable insights with unprecedented speed and precision. The platform's ability to produce high-quality, reliable output directly feeds into the creation of production-ready trading systems, streamlining the entire research lifecycle. By using the Equities Entity Store, analysts can significantly boost their productivity, achieve breakthrough results, and gain a competitive edge in the fast-paced world of equity markets.
Stay Ahead of the Curve with Regular Updates
The Equities Entity Store understands the critical importance of staying up-to-date in the dynamic world of equity markets. That's why the platform offers a convenient subscription service that provides regular monthly updates to ensure users always have access to the latest computational data. These updates encompass a wide range of entity stores, including factor models, equities, ETFs, and indices, guaranteeing that analysts can work with the most current and relevant information available. By subscribing to this service, users can confidently make informed decisions based on the most recent market developments and maintain a competitive edge in their research and trading endeavors.
Expand Your Horizons with Seamless Integration
The Equities Entity Store's innovative framework is designed to be highly adaptable and extensible, allowing for the seamless integration of data from various markets and sources. The entity store concept can be easily applied to other markets, such as non-US equities, futures, or foreign exchange, enabling analysts to expand their research scope and diversify their investment strategies.
Moreover, the platform's flexible architecture facilitates the effortless incorporation of alternative data, such as sentiment data or synthetic market data, enriching the analytical possibilities and providing users with a more comprehensive understanding of market dynamics. By leveraging the Equities Entity Store's adaptability and integration capabilities, analysts can break down silos, explore new opportunities, and gain a holistic view of the investment landscape.
Scalable Computational Power
The Equities Entity Store is designed to scale seamlessly, harnessing the vast computational resources available through Amazon Web Services (AWS). By leveraging the power of AWS, the platform can dynamically allocate and utilize virtually unlimited distributed computational power, ensuring that users can tackle even the most demanding analytical tasks with ease. Whether you're working with massive datasets, running complex simulations, or deploying resource-intensive machine learning models, the Equities Entity Store's scalable infrastructure empowers you to push the boundaries of what's possible in equity analytics.
With the ability to scale computational resources on-demand, the Equities Entity Store eliminates the constraints of local hardware limitations. Analysts can effortlessly process and analyze large volumes of data, perform real-time simulations, and execute sophisticated algorithms without worrying about computational bottlenecks. The platform's seamless integration with AWS ensures that users have access to the right amount of computational power when they need it, allowing them to focus on generating insights and making data-driven decisions. By leveraging the Equities Entity Store's scalability, analysts can unlock the full potential of their research, tackle complex problems with confidence, and deliver results faster than ever before.
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:
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:
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.
Thank you for getting in touch!
One of our colleagues will get back to you shortly.
Have a great day!
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.
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.