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Boosted Insights - Model and Portfolio Construction

Boosted Insights - Model and Portfolio Construction

How to use the Model and Portfolio Construction features on Boosted Insights

Introduction to Model Analysis

Model and Strategy Construction

0. Model Information

1. Model and Strategy Creation

2. Model Types

3. Goal Selection

4. Stock Universe Selection

5. Backtest Range

6. Investment Horizon

7. Variable Selection

7.1 Boosted Ratios

8. Variable Creation

9. Normalization Configuration

10. Strategy Settings

11. Going Live With A Model

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Model Analysis Tools

Analyzing Your Model

Graphed Metrics

One-Pagers

Tear Sheet

Accuracy

Explainability

Drawdowns

Holdings

Allocation

Variables

Trades

Rankings

Similar Stocks

Stock Universe

Factor Timing

Semantic Risk Factors

Factor Attributions

Equity Explorer

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Custom Data Uploads

Integrated Data

Portfolio Upload

Independent Data

Universe Upload

Dataset Selection

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Model and Portfolio Evaluation

Model Evaluation - Quantile Spread

Model Evaluation - Time Analysis

Model Evaluation - Rolling Signals

Model Evaluation - Cumulative Returns

Model Evaluation - Spearman Rho

Model Evaluation - Excess Returns and Hit Rate

Portfolio Evaluation - Annualized Alpha

Portfolio Evaluation - Sharpe Ratio

Portfolio Evaluation - Drawdowns

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Model and Portfolio Optimization

Model Performance Techniques - Variables

Model Performance Techniques - Investment Horizon

Portfolio Performance Techniques - Optimization

Portfolio Performance Techniques - Optimization Objective Functions & Methodology

Portfolio Performance Techniques - Signal Optimization

Portfolio Performance Techniques - Securities Settings

Portfolio Performance Techniques - Neutralization

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Risk Management

Hedge Baskets

FAQs

Model Analysis

Model Creation

Model Optimization

What's the difference between Overlay, Combination and Combine Portfolios?

Strategy Settings

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