- Consume economic, fundamental, and price data from a single API.
- Use data vintages to avoid look-ahead bias when econonic/fundamental data is revised.
- Align series by observation date or vintage date.
- Optimize dependent and independent variable selection.
- Backtest portfolio and compare performance across models and assets.
- Continuously integrate forecasts into trading strategy.
- Easily use multiple forecasts from multiple models for trades.
- Real-time broker integration.
- Save and retrieve forecasts with complete references to the model and parameters that were used to generate them.
- Use forecasts for charting and analysis exactly as historical data is used.
Vyntix simplifies forecast management.
When you create a forecast and save it you simply merge your forecast into the same data file as your historical data. This allows you to query and plot your forecasts in exactly the same way you query and plot historical data.
When you save a forecast in Vyntix, you also save a bit of metadata that allows you to trace your forecast back to the model and the parameters that were used to create it.
Vyntix natively supports the concept of data vintages as part of it's unique data file structure. Data vintages allow you to continuously merge your forecasts into your data stream without deleting or overwriting prior forecasts. You can merge forecasts for various future periods and add new forecasts as the forecast window closes. You can also merge forecasts from any number of models using multiple parameter configurations.
Data vintages are also useful for when you want to avoid look-ahead bias when using a historical cut-off period for dependent variables. See the documentation for more information.
Because you have a single, searchable repository you can continuously refine your forecasts via a process of systemic elimination. You can also easily search expired forecasts thus avoiding building the same model twice.
You can use data from any data provider in Vyntix. Vyntix includes a downloader for FRED that allows you to download and use data vintages that are maintained by the Federal Reserve Bank of St. Louis.
