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S-PLUS®
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S+FinMetrics is an invaluable econometric analysis tool offering a modern and flexible platform for financial data analysis. Unlike competitive packages, S+FinMetrics offers all of the essential analytics, from rolling regression and backtesting functions, to extreme value theory and time series analysis, in one environment. At Lipper, our customers rely on the depth and breadth of our mutual fund analysis to make the best investment decisions possible. It's mission critical that we provide accurate fund reports and analyses that our customers can use with confidence. Insightful has been delivering proven high-performance analytic software to financial analysts for more than 15 years, so we were confident that S+FinMetrics would provide us with an invaluable tool. It's a must have for anyone analyzing financial data.
Andrew Clark
Senior Research Analyst
Lipper, A Reuters Company
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S+FinMetrics®

COMPREHENSIVE ECONOMETRIC, TIME-SERIES AND ASSET PRICING ANALYSIS

Financial services organizations all over the world use S+FinMetrics® to better manage risk, optimize asset performance, and predict market conditions.  All of this combined with the rapid prototyping and deployment capabilities of S-PLUS® means that organizations can make faster decisions and realize optimal results based on immediate access to market knowledge and predictive analysis.

Key Features

  • Rolling estimation and backtesting strategies
  • Includes three types of nonlinear, regime switching time series models (threshold autoregressive, smooth transition autoregressive, and Markov switching autoregressive models)
  • The most efficient implementation of Kalman filtering and smoothing algorithms for state space models
  • Univariate GARCH modeling for predicting volatility
  • 18 types of parametric copula classes are implemented for visualization, estimation and simulation
  • SIA standards for fixed income calculations Yield, conversion between spot rate, discount rate, forward rate, and yield curve estimation and interpolation.
  • Estimation and simulation functions for two of the most popular classes of Affine Term Structure Models (ATSM), Vasicek and Cox-Ingersoll-Ross
  • Standard and Exotic options pricing models for equity, fixed income and foreign currency

Product Information

To find out how Insightful’s premier econometric analysis module can speed and improve your analyses please email or call in the US and Canada (800) 569-0123, UK +44 (0) 1256 339800, France +33 (0) 1 53 43 93 82 or Zurich +41 (0)44 251 68 44.
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