The market has experienced a regime change in the factors that matter. Traditional fundamental and technical factors no longer account for the increasing impact that crowding by hedge funds and other market participants, have on the risk/return of securities. Symmetric’s Factor Data Feed enables investors to access the world’s most sophisticated crowding factor dataset. The holdings data feed allows users to build upon our work by manipulating the underlying data set.
Symmetric has pioneered a number of holder based crowding factors that help investors better quantify their exposure to other market participants involved in a security:
The Symmetric Holdings Data Feed provides clients with direct data access to the historical 13-F data. Users can use the holdings feed to build upon our factor work, or perform their own research. Key attributes: