A complete factor research and portfolio analysis environment for measuring exposures, building systematic portfolios, and translating market views into allocation decisions.
A complete environment for factor measurement, portfolio construction, and systematic investment analysis across global markets.
Rule-based index solutions for capturing targeted factor exposures in global markets.
Factor indexes are transparent, rules-based indexes designed to reflect specific investment themes — such as value, growth, quality, momentum, low volatility, dividend and ESG. They provide investors with a structured way to implement factor views.
Core conceptual framework for state-dependent factor behaviour across market cycles.
This foundational framework describes how factor premia evolve across distinct economic and market regimes. It defines regime identification logic, conditional factor exposure rules and core modelling assumptions shared across the SECF factor system.
A proprietary interaction engine in which all factor models can be examined both independently and jointly. The model applies non-linear cross-validation and dynamic weight fitting across the factor system to derive standardised research outputs, including fair-value ranges, valuation indications, risk indices and recovery-space estimates.
A structured library of 50 proprietary factor models organised across four research families — core style, trading and market structure, fundamental and asset pricing, and AI and algorithmic modelling. Every model is documented with its objective, data inputs, signal output and research applications, and is validated under a single published protocol.
Factor research often suffers from inconsistent naming, overlapping definitions and incomparable outputs. The SECF Factor Taxonomy creates a common structure for classifying signals, comparing strategies and reporting portfolio exposures.
The Strategy Simulation Workspace enables researchers to test factor signals, combine multiple models, simulate portfolio allocations and evaluate strategy performance under different market conditions.
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