2023 | ALTONA™
| Customer(s) | Product | Year | Project | IP |
|---|---|---|---|---|
| Buy-Side Firms | ALTONA™ | 2023 | Cross-Sectional Equity Research Platform | IP Retained |
ALTONA™ is a quantitative research platform optimized for cross-sectional equity portfolios, long-horizon market analysis, and systematic model evaluation.
The platform is designed to work with daily equity data across a century of historical observations. It supports full US equity coverage and can be customized for other markets where suitable data is available. Its purpose is to provide a controlled research environment for studying portfolio construction, derived factors, market regimes, and the long-term behaviour of equity markets.
ALTONA™ allows researchers to incorporate derived factors, test portfolio definitions, analyse regime-dependent behaviour, and compare investment hypotheses over long historical periods. It is built around a MATLAB®-compatible workflow, making it suitable for exploratory research, model development, and reproducible quantitative analysis.
Relevant benefits
- Optimized for cross-sectional equity portfolios.
- Supports incorporation of derived factors.
- Enables market regime research and long-horizon analysis.
- Covers up to 100 years of historical equity data.
- Daily timeframe granularity for portfolio and factor research.
- Full US equity coverage.
- Customizable for other markets and datasets.
- MATLAB®-compatible research workflow.
- Suitable for systematic model evaluation and portfolio research.
- Designed for reproducibility, clarity, and controlled experimentation.
Status
ALTONA™ is an internally developed research platform and part of the quantitative systems available for licensing or custom deployment with buy-side firms and family offices.