Zephyr has added two new databases to its line-up!
The Financial Times and Stock Exchange (FTSE) is now available with our Full Index Update. Morningstar Separately Managed Accounts (SMA) are now available for purchase.
This database includes all the US indexes that are part of the S&P 500, 400, 600, and 1500 which is about 1000 indexes. It includes all 4 levels of the GICS for these market cap breakdowns and also some of the composite, growth and value indexes. The fields that included are Index Group which names what market cap breakdown (100, 400, etc.) they fall in and another field for GICS Level (Sector, Industry Group, Industry, Sub-Industry).
Automated Trader features Thomas Becker, Ph.D. of Zephyr Associates, Inc.
In 1996, the quant trader Lars Kestner published a book introducting the K Ratio as a complement to the Sharpe Ratio. In 2003, he modified the K Ratio and published a revised version of his book to explain why. Thomas Becker of Zephyr Associates thinks he was right the first time. Read the article: http://www.automatedtrader.net/Q4_digital_2011/#/0. A subscription is required to view the full digital edition.
StyleADVISOR/AllocationADVISOR 8.1.5 Has Been Released!
Zephyr is pleased to announce the release of StyleADVISOR/AllocationADVISOR 8.1.5! We encourage clients to upgrade their software and experience all of the features the new versions have to offer. If you are not a client and interested in finding out more information about StyleADVISOR/AllocationADVISOR 8.1.5, please call 1-800-789-5323 or 775-588-0654 in the U.S. and +44 207 237 3090 in Europe and ask to speak with a Sales Representative or email sales@styleadvisor.com or europesales@styleadvisor.com.