Clients access behave! and behave! Pro applications through the Bloomberg app store. They can build their own investment universes and portfolios, backtest them to identify statistically significant market anomalies, and rank them in deciles to uncover long and short opportunities.
We now cover a total of 56 countries, including Canada, Japan, Australia, China, India which comes down to a total of more than 70,000 stocks. An exhaustive country list is available on request.
Various models can be applied to a defined universe, in order to rank it in deciles. The first rank identifies stocks or sectors where the abnormal returns to the universe are expected to be the highest, and the last one the lowest.
The rankings can be sent directly to your email box, uploaded to our FTP server, or exported to an Excel file.
More information avaible on: http://www.behave.lu
Find us on the Bloomberg Terminal by typing "APPS BEPRO" and hit GO.