Feature

Pre-calculated Fields

Hundreds of pre-calculated and pre-joined fields.

Our clients often need to perform standard calculations in order to do analysis. We have invested resources in pre-calculating many of the most common calculations, creating hundreds of columns in a de-normalized form that is perfect for advanced analytics and machine learning. Examples of calculations include -

  1. Historical volatility - Calculation of standard deviation and volatilities across different time windows.
  2. Earnings - Fields such as last earnings date, next earnings date, and days till earnings, along with a join key to the earnings table.
  3. Historical returns - Total returns, after accounting for dividends and splits, calculated for all securities over various windows.
  4. Future returns - Pre-calculated future returns on historical rows helps with labeling for machine learning models.
  5. Volume - Various calculations of historical volumes allows transaction costs to be built in and modeled.

We are continuously investing in adding new fields to make this dataset as rich as possible.

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