TED — tetralog enhanced data feed
Commercial data streams do not provide required quality to perform single-instrument analysis.
TED completes, corrects and extrapolates time series and allows to substitute missing data programmatically. TED enables extrapolation mechanisms that are needed to fully reflect investment strategies, instrument pre-selections and arbitrary wealth management models.
tetralog maintains TED (tetralog enhanced data feed) its proprietary data feed as to …
- increase time series qualities
- close data gaps for single ISINs
- adjust to existing market data ontologies
TED: Scope and Coverage
TED focuses on instruments for European private investors. For Europe and Eurasia the following countries are maintained: Austria, Belgium, Bulgaria, Croatia, Czech Republic, Denmark, England, Estonia, Finland, France, Germany, Greece, Hungary, Italy, Lithuania, Norway, Poland, Russia, Spain, Sweden, Switzerland, The Netherlands and Turkey.
|60k Stocks||25k Mutual Funds||120k Bonds||1.5m Certificates, Derivatives||60k Indices|
|FX transformation into individual portfolio base currency||FX transformation into individual portfolio base currency||FX transformation of bond index histories into portfolio base currency||FX transformation of instrument histories into portfolio base currency||FX transformation of index histories into portfolio base currency|
|Performance price histories starting with IPO||Performance histories starting at issue date||Automatic index mapping via bond master data||Extrapolated histories via simulated performance indices acc. to certificate type including derivate components||Comprehensive coverage of asset classes, sectors and regions including FX cash positions, stocks, bonds and tangible assets|
|TED treatment of recently issued stocks via extrapolation with region specific performance indices||TED treatment of recently issued mutual funds via extrapolation with specific performance indices according to investment focus||Risk/Return analysis by performance indices mapped to region (Gov. Bonds) and time to maturity or credit rating (Corp. Bonds, if available) and time to maturity||Application of indices allows mapping of unlisted or unknown assets for risk return analysis and optimization|
|Histories cleaned for corporate actions (dividends, stock splits etc.)||Histories cleaned for pay-outs||Volatility scaling to match short term (180d) volatility available|
TED: Financial Data Processing and Enhancement
Price histories rarely are complete. Gaps in data points are interpolated automatically up to a configurable time frame. Relevant gaps are identified and completed offline.
Categorial Master data is checked and completed if necessary then enriched with supplemental asset classifications.
Cleaned performance histories are adjusted for pay-outs and corporate actions. Statistical procedures are applied to identify mismatches which then trigger correction mechanisms.
(1) Mapping to a best-fit market segment and instrument type specific
(2) Index generation and selection
(3) Extrapolation and indexing of identified insufficient price history time series