
FactSet Fundamentals Point-in-TimeFactSet
Skillfully build enhanced backtests with point-in-time, historical data to avoid look-ahead bias in your research strategies.
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FactSet
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Highlights
- Skillfully build enhanced backtests to avoid look-ahead bias in your research strategies.
- Incorporate known restatements to avoid making assumptions about when data was actually available and eliminate all lags.
- Conduct robust time series analysis and accurately calibrate your predictive models. Access comprehensive, historical FactSet Fundamentals data as it appeared for thousands of companies since February 1999. Efficiently query large amounts of data with a compact schema to gain valuable insights into active and inactive companies. Use the relative alignment table to easily determine the most recent frequency as of a given point date.