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The first econometrics package that makes it practical for traders and analysts to directly apply econometric techniques to real-time market data.
EXPO/Econometrics is a powerful add-in module to EXPO that enables users to design, evaluate, and apply a series of econometric tests, models and analytics to market data from a wide variety of sources. Traders and Quantitative Analysts now have "point-and-click" access to a full collection of econometric tests, model estimation and forecasting techniques. Through EXPO, econometrics users gain complete integration with all major data distribution platforms and major market data sources including the BLOOMBERG service, Reuters, Bridge, FAME, and LIM.
Research is demonstrating that econometric tests and techniques can provide significant improvements in forecasting and estimation accuracy for financial markets. The problem has been that most econometric software packages were designed for use by economists and academics working with low frequency economic data. Furthermore, existing econometric software packages did not provide easy access to market data sources and were not designed for integration with data distribution platforms like Bloomberg, Triarch, TIB, OTS, and Kapiti FIST. This made it difficult or impossible to use econometrics in real-time at the trading desk.
EXPO/Econometrics solves these problems. Designed with a simple, point-and-click interface, EXPO/Econometrics offers built-in access to all major market data sources and complete integration with all major data distribution platforms.Some of the key features of EXPO/Econometrics include:
The main EXPO package includes several analyses that are also directly relevant to econometric analysis:
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