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OTAS and ExtractAlpha provide trading factor analytics

First Published 3rd October 2016

OTAS Technologies partners with ExtractAlpha to provide enhanced trading factor analytics

London and New York - OTAS Technologies, a provider of market analytics and trader intelligence, has partnered with ExtractAlpha, the independent fintech research firm, to provide trading factor analytics. The content will be available to buy-side and sell-side clients including quants and asset managers.

ExtractAlpha's Tactical Model is now available within OTAS Core Summary allowing clients to access quantitative analysis and trade timing. ExtractAlpha's quantitative models are designed for institutional investors to gain a measurable edge over their competitors, optimize trade entry and exit points, and avoid crowded trades. Currently ExtractAlpha has three stock selection models for U.S. equities, with further models and global coverage to follow.