Take advantage of on-the-fly results using an intuitive custom query builder across factor data with the security search interface. Security Search is located under the “Market” tab in the top menu and can be used to find names that satisfy certain factor criteria which can then be used to hedge out certain risks.
A query can filter down names by
- security descriptors (country, market cap, liquidity)
- security universe (membership in portfolios, watchlists, and ETFs)
- factor risk values
- factor exposure characteristics
For example, a security query can include the following filters:
- Securities in S&P500
- MarketCap between $20B - 50B
- Average Daily Volume over $200M
- Total Risk less than 35%
- Specific Risk is greater than 75% (risk decomposition)
- Growth exposure is greater than 0.1 (z-score)
Search Results Configuration
Once search results are generated, the security search displays securities in a table for easy comparison along various metrics. This table can be customized by selecting on the columns icon, which allows the removal and additional of up to 12 columns to view and sort by.
Group Results By Sector, Country, Currency
In addition, all search results are automatically counted by sector, country, and currency, as seen on the panel to the left. Clicking on one or more of these groups will further filter down the results table to show the securities that relate to all selected groups. In the picture below, the search results displays the 4 securities that belong to the union of the Tech Sector that are in the US.
Save Securities to a Watchlist
Clicking on a checkbox, or select all securities by clicking the checkbox in the header row, will display the actions toolbar. This toolbar includes a watchlist icon, that once clicked, allows you to save the selected securities to a watchlist or to create a new watchlist.
Ever thought about wanting to create a dynamic universe based solely on factor criteria? Now when performing a security search, the selected search filters can be saved. This function saves the search filters and make these searches more easily accessible to run on any day. With a saved search, it is easy to create a truly dynamic rules-based universe.
After adding filters to a new search or existing search, clicking on the + icon will save these filters.
Previously saved searches can be found by clicking on the recent history icon, and then loaded by selecting it from the saved searches list.