What the facility does
Conducts empirical research in finance using databases and software to analyze big data
Areas of expertise
The initiative is to provide database, equipment, and software to conduct empirical research in finance and related areas. The research areas include, but are not limited to, corporate finance, investment, behavioral finance, and accounting research. Researchers undertake machine learning, econometrics, and survey methods to analyze big data.
Research services
Data analytics in finance and related areas
Sectors of application
- Financial services and insurance
- Information and communication technologies and media
- Management and business related services
Specialized labs and equipment
| Equipment | Function |
|---|---|
| Bloomberg Terminals (12) | The computer software system brings together real-time data on every market, breaking news, in-depth research, powerful analytics, communications tools and world-class execution capabilities — in one fully integrated solution |
| Thomson Reuters Datastream | Features 70 years of data, across 175 countries – the information and tools you need to interpret market trends, economic cycles, and the impact of world events |
| Thomson Reuters Eikon | Gives you access to the power of the Refinitiv Data Platform in a highly customised way so you can turn imaginative ideas into valuable opportunities |
| WRDS with CRSP/Compustat Merged Database (CCM) | From the classroom to the boardroom, WRDS (Wharton Research Data Service) is more than just a data platform — data validation, flexible delivery options, simultaneous access to multiple data sources, research-based analytics, and dedicated client support provided by doctoral-level professionals. |
| S&P Capital IQ Platform | The platform combines deep and broad global financial intelligence with an array of tools for analysis, ideation, and efficiency. |
| Thomson Reuters Tick History | The web-based interface covers OTC and exchange-traded instruments, from more than 500 trading venues and third-party contributors. It gives users access to historical tick-level global data across all asset classes, letting them build and back-test trading strategies, as well as perform quantitative research and analysis, transaction cost analysis, and market surveillance. |
| Rotman Interactive Trader (RIT) | The application is an order-driven market simulator (which allows users to transact financial securities with each other on a real-time basis) plus a sequence of RIT cases |
| Rotman Portfolio Manager (RPM) | It allows students to transact a wide selection of securities including: stocks, options, futures, forex, and bonds. The platform is designed to simulate institutional level money management, which means students must manage their cash holdings, overnight financing, and portfolio margin. |