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SOFTWARE MODULE AND FEATURE SUMMARY

The Alpha Vee Software platform is built in a modular fashion utilizing state of the art hardware, memory, algorithmic solutions to solve complex index development, research, analytics and full execution of a portfolio solutions. This open architecture web-built solution allows the financial developer or researcher to design their own simple to quite next generation indices rapidly. Behind the user is a team of world class developers and product managers to train and support the user needs.

 

Equity Valuation Modeler Option - USEVM

The module enables a graphical view and fundamental modeling of US Equity Market listings (including ADRs) to refine your investment universe by cap size, sector, sub sector, industry and exchanges. Ability to use any combination of over 250 pre defined, yet adjustable, factors for growth and value, absolute and/or relative modes, and determine the percentage criteria for each factor to build a valuation formula. Ability to create USA equity investment models on almost a near infinite combination of generic and unique proprietary factors. This also includes the ability to research each stock individually and all of the fundamental data going back 20+ years

Prerequisite: None

 

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Global Equity Valuation Modeler GEVM

Module enables a graphical view and fundamental modeling of the Global Market to filter your investment universe by cap size, sector, industry, sub sector, currency and exchanges. Ability to use any combination of over 250 pre defined, yet adjustable, factors for growth and value, absolute and/or relative modes, and determine the percentage criteria for each factor to build a valuation formula. Ability to create Global equity investment models on almost a near infinite combination of generic (or proprietary) indicators / factors. This also includes the ability to research each stock individually and all of the fundamental data going back 15+ years. Includes 23,000+ world stocks with all their fundamentals, prices, dividends, and liquidity history. Ability to create global equity investment models on almost a near infinite combination of generic and proprietary factors. This also includes the ability to research each stock individually and all of the fundamental data going back 15+ years in many markets.

Prerequisite: None

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User Defined Factor Option UDFO

Alpha Vee provides advanced users the ability to create their own customized factors using the Custom Grade option in Grade Set Up. The user can choose a combination of factors from the underlying data and apply math operations. Very easy to use and does not require programming and is graphically oriented.

Prerequisite: USEVM or GEVM

 

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Multi Strategy Model Option MSM

This option gives the advanced user the ability to combine multiple single strategies together to create an optimized, back testable model. For example a user might desire to model certain sectors and then combine them. Or model certain equities and combine with bond ETFs. The user may choose from over 1,400 ETFs. The option to hedge the portfolio or develop shorting strategies is available in this option. Imagine combining sectors valuations with bond ETFs or shorts and back test in one easy to use graphical interface. Prerequisite: USEVM or GEVM, SE

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Dynamic Strategy Model Option DSM

Alpha Vee provides advanced users the ability to create their own customized factors using the Custom Grade option in Grade Set Up. The user can choose a combination of factors from the underlying data and apply math operations. Very easy to use and does not require programming and is graphically oriented.

Prerequisite: USEVM or GEVM

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Simulation Engine - SE

The Simulation Engine is capable of back testing up to 15+ years in less than 10 minutes on average. The user is able to define the simulation parameters (number of stocks (fixed or max based on quality), investment amount, currency, weighting, and more), fully transparent trade log and P&L through simulation run, and full analysis of risk and return attribution. Easily exportable to the industries leading risk model providers. Ability to back test single, multi and dynamic strategies and compare multiple simulations to one another. Automated reporting of every simulation may be customized by the user

Prerequisite: USEVM or GEVM

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Historical Simulation with Tax Analysis Option SEWT

This option gives the user the ability to run an investment strategy with tax calculations enabled. The user is able to load the assumed tax rates such as long, short and dividend rates, run the simulation, and see the estimated tax implications for every strategy. Turnover percentage is also calculated in every simulation. The user has the ability to compare the two strategies with taxes turned on and off as well

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Simulation with Dynamic Portfolio Management option SEDPM

The user can set the simulation parameters to include additional criteria including: take profit, stop loss, trailing stop loss, cool down period, etc. This includes the ability to run the simulation with management fees and trade commissions. Dynamic simulation requires AVMI or AVSI data license and separate product deployment agreement.

Prerequisite: USEVM or GEVM, SE, PD Agreement

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Multi Factor Group Backtest Analysis SEMFGB

This option gives the user the ability to generate a multi factor backtest report output. User is able to select a predefined number of groups in a universe and then compare the statistics of each group. Functionality allows the user to capture cumulative active return, percentage return, top-bottom return spread analysis, turnover percentage and other statistics customized to the users selection. The user also has the ability to create charts, tables and spreadsheets for further analysis.

Prerequisite: USEVM or GEVM, SE

Factor group backtest

 

 

Portfolio Management - PM

Model Portfolio Management and Rebalance Module allows the user to run the continuous portfolio management based on the predefined Investment Model and Simulation parameters. All back test rules and assumptions are converted and applied to ensure proper go forward stock selection and trade execution. The option to rebalance is available monthly, quarterly, semi annual, annually, bi annual or can be adjusted by the user. Every day the Growth, Value and Grade rankings are updated. The user can also import trades that are made into the portfolio, manually adjust transactions, and input option trades. All charts, P&L, trade instructions are fully transparent.

Prerequisite USEVM or GEVM, SE

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Import Existing Portfolio Option PMIMP

This option allows the user to load a pre-existing portfolio or trade log into the system to grade that portfolio based, review statistical exposure of the portfolio, and/or use going forward in portfolio management.

Prerequisite: USEVM or GEVM, SE, PM

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Portfolio Management Research Report Option PMRR

This report is customized for the user provides a periodic update of the portfolio. Includes the current portfolio status, which may include statistics such as: Daily percentage change, Total Return, CAGR, Active Return, and Standard Deviation, sector allocation, Current position of Cash Stock Holding, Update on each stock held in portfolio. This also includes the grades of each stock and the rank. A suggested list of top investment candidates for the next rebalance period is included and more.

Prerequisite: USEVM or GEVM, SE, PM

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Portfolio Management Fundamental Research Report Option PMFRR

With every portfolio created the user has the ability to generate a customized report of the top ranked stocks in their universe based on their valuation model. This is converted into an excel spreadsheet. The user then has the ability to include many fundamental factors, whether they are in the multi factor valuation model or not, in a report that may be generated daily or weekly and distributed electronically.

Prerequisite USEVM or GEVM, SE, PM

 

 

Alpha Vee Market Indicator - AVMI

This module provides a unique technology and investment capability, based strictly on fundamentals of companies, in order to grade the macro equity market in terms of growth and value. The user has the ability to create their own predefined market AVMI index and use the module to grade the market for growth and value based on their choice of factors.

Prerequisite: USEVM or GEVM, SE

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Alpha Vee Sector Indicator - AVSI

This module provides a unique technology and investment capability, based strictly on fundamentals of companies, in order to grade 10 sectors monthly the signals attempt to seek out acceleration or deceleration in each sector.

Prerequisite: USEVM or GEVM, SE

 

 

Convex Optimizer AVOPT

A Python-embedded modeling language for convex optimization problems. It allows you to express your problem in a natural way that follows the math, rather than in the restrictive standard form required by solvers.

A typical use of the optimizer when running a portfolio simulation is to maximize the weights of the stocks with higher grades by selecting and weighting portfolio constituents while considering various constraints.

All the constituents are filtered and graded in the simulation based on the strategy's model. The graded universe is then processed by the optimizer which has access to various attributes of each constituent: current weight, sector assignment, country, etc ...

The optimizer also has access to the benchmark's attributes and if required, these can be used when defining the optimizer's constraints. for example: limiting the portfolio's sector weight to +/- 3% of the sector within the benchmark

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