Bloomberg for Quantitative Analysts

In this article I summarise the main tools available in the Bloomberg Platform for Quantitative Analysts in order to develop and backtest their strategies.

the four main functions are:

FTW <GO>: Factors to Watch: shows which factors are dominant

DRIV <GO>: Factors Drivers of Performance: which factors are underperforming?

FTST <GO>: Factors Backtesting: developing own factors

PORT <GO>Portfolio Risk and Analysis