VOL. XCIV, NO. 247
★ A CURATED DIRECTORY OF FINANCIAL TOOLS AND RESOURCES ★
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FactorsToday Review, Pricing, and Features
FactorsToday
Quantitative factor-investing platform with a web UI and an open REST API. Supports factor/stock screening, factor history and correlations, portfolio factor analysis (including what-if factor scenarios), a factor-tilt portfolio builder with simulated performance, rolling regression performance attribution, and a hedge builder that recommends hedge positions.
Community votes (overall)
Pricing
Other
Key features
- Live dashboards for "Extreme Factor Moves" and "Extreme Factor Pairs" using z-scores across multiple time windows.
- Factor Screener (filter by timeframe/return/direction/name) and Stock Screener (filter by stock type, factor criteria, and model-fit metrics like R^2/Adj R^2), with CSV export.
- Stock Lookup to search tickers/names and analyze factor exposures (and compare models).
- Portfolio Factor Analysis: upload holdings (CSV), choose factor model granularity (Base -> All Factors), compare to a benchmark, and run a what-if scenario analyzer.
- Hedge Portfolio Builder that takes portfolio holdings and factor targets, then produces hedge position recommendations with constraint controls and CSV export.
- Factor Portfolio Builder: set target factor exposures via sliders, select universe/constraints, and view simulated historical performance and risk contribution by factor; export holdings to CSV.
- Performance Attribution: upload returns (CSV) or paste manually; run rolling-window regressions; download results as Excel.
- Factor Correlation Matrix with selectable factor-set scope (including "All Factors (~180+)") and CSV export.
- Public REST API with endpoints for factor returns (intraday + multi-day), factor history, factor pairs, stock factor loadings, related-stocks similarity, portfolio analysis, hedging, and leaderboard metrics.
- Manual dataset downloads for "all factor returns" in Excel and JSON; described as daily returns for ~180 factors since 2010.
- Corporate-action handling for intraday returns (dividends + splits) via adjusted previous close logic.
- API is open (no API key) with an explicit rate limit of 10 requests/second/IP.
FAQ
Is FactorsToday free?
No. FactorsToday does not offer a free plan. Expect other pricing when you onboard. Check the vendor site for the most recent offers.
Who is FactorsToday best for?
FactorsToday is built for Analysts and Quants/Developers. It suits intermediate and advanced users.
What platforms and connections does FactorsToday support?
You can use FactorsToday on Web. FactorsToday offers an API (REST) with None authentication.
Which markets does FactorsToday cover?
It tracks Stocks, ETFs, Mutual Funds, and Closed-End Funds. Identifiers include Ticker.
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Information
About Me
Hey! Thanks for stopping by. I'm an independent investor with a soft spot for coding and the stock market - especially value investing (as you can probably tell from the tools I've collected here, haha). Hopefully you'll find something useful or interesting along the way.
Find me here:
- Twitter / X: @Jera_Value
- Substack: Jera Value
Got questions or suggestions? I'm all ears!
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