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.