S3 Market Analytics & Positioning Data (MAP) Data

S3’s MAP provides a unique lens into long positioning across 11 distinct Hedge Fund Cohorts.

MAP empowers Portfolio Managers, Risk Managers, Analysts & Traders to:

- Identify Long Crowding Risk: Evaluate portfolio exposure to widely owned securities for effective navigation of risk-on and risk-off market regimes.
- Analyze Hedge Fund Cohort Long Positioning: View long positioning across hedge fund cohorts like multi-manager, quant, fundamental, macro, and sector-focused funds.
- Benchmark Long Exposure: Use the S3 Hedge Fund Performance Index and Diversification Score to contextualize risk and alpha.
- Monitor Liquidity Risks: Validate crowding and concentration risk with Liquidity Analytics.
- Screen High Conviction Trades: Construct systematic and discretionary portfolios using S3’s MAP data.

Samples/Tables included:

- S3MAPCOHORTDATA
- S3MAPSECURITYDATA

Fields Included (S3MAPCOHORTDATA):

- Business Date
- Security IDs
- Cohort
- Market Cap
- Asset Class
- Sector
- Entity Type
- Holdings
- Price
- HoldingsMV
- LongConcentration
- CohortPCT
- DTL10
- DTL30
- DTL90
- CountryExchange
- HolderCount
- InstitutionalHoldings
- InstitutionalHoldingsMV
- InstConcPctFloat
- LastUpdatedDateTime
- LoadDateTime

Fields Included (S3MAPSECURITYDATA):

- Business Date
- Security IDs
- Market Cap
- Asset Class
- Sector
- Entity Type
- Holdings
- Price
- HoldingsMV
- LongConcentration
- Decile
- DTL10
- DTL30
- DTL90
- CountryExchange
- InstitutionalHoldings
- InstitutionalHoldingsMV
- InstConcPctFloat
- S3OwnershipScore
- HolderCount
- LongCrowdedScore
- S3LongShortRatio
- LastUpdatedDateTime
- LoadDateTime

Feed Coverage:

```javascript
| Asset Type | Entity Level | Cohort Level | Region | Entity Level | Cohort Level |
|--------------------|---------------------|---------------------|--------------------|----------------------|---------------------|
| Common | 35 | 12 | Americas | 14 | 7 |
| ETF | 4 | 2 | EMEA | 7 | 3 |
| ADR | 1 | 1 | APAC | 19 | 5 |
| Grand Total | 40 | 15 | Grand Total | 40 | 15 |
```

原始信息汇总

S3 Market Analytics & Positioning Data (MAP) Data

数据集概述

S3的MAP数据提供了对11个不同对冲基金群体长期持仓情况的独特视角。

主要功能

• 识别多头拥挤风险：评估投资组合对广泛持有证券的敞口，有效应对风险偏好和风险规避市场环境
• 分析对冲基金群体多头持仓：查看跨对冲基金群体的多头持仓，如多管理人基金、量化基金、基本面基金、宏观基金和行业基金
• 基准多头敞口：使用S3对冲基金业绩指数和多元化评分来评估风险和阿尔法收益
• 监控流动性风险：通过流动性分析验证拥挤和集中风险
• 筛选高确信度交易：使用S3的MAP数据构建系统和自由裁量投资组合

数据表结构

包含的数据表

• S3MAPCOHORTDATA
• S3MAPSECURITYDATA

S3MAPCOHORTDATA字段

• Business Date
• Security IDs
• Cohort
• Market Cap
• Asset Class
• Sector
• Entity Type
• Holdings
• Price
• HoldingsMV
• LongConcentration
• CohortPCT
• DTL10
• DTL30
• DTL90
• CountryExchange
• HolderCount
• InstitutionalHoldings
• InstitutionalHoldingsMV
• InstConcPctFloat
• LastUpdatedDateTime
• LoadDateTime

S3MAPSECURITYDATA字段

• Business Date
• Security IDs
• Market Cap
• Asset Class
• Sector
• Entity Type
• Holdings
• Price
• HoldingsMV
• LongConcentration
• Decile
• DTL10
• DTL30
• DTL90
• CountryExchange
• S3ConcentrationScore
• InstitutionalHoldings
• InstitutionalHoldingsMV
• InstConcPctFloat
• S3OwnershipScore
• HolderCount
• LastUpdatedDateTime
• LoadDateTime

数据覆盖范围

资产类型	实体级别	群体级别	地区	实体级别	群体级别
Common	35	12	Americas	14	7
ETF	4	2	EMEA	7	3
ADR	1	1	APAC	19	5
总计	40	15	总计	40	15

使用示例

S3MAPCOHORTDATA使用示例

返回某个群体前10名多头集中度

sql SELECT TOP 10 * FROM S3MAPCOHORTDATA WHERE COHORT = Technology AND LONGCONCENTRATION IS NOT NULL AND BUSINESSDATE = (SELECT MAX(BUSINESSDATE) FROM S3MAPCOHORTDATA) ORDER BY LONGCONCENTRATION DESC;

S3MAPSECURITYDATA使用示例

返回某个实体类型前10名S3所有权评分

sql SELECT TOP 10 * FROM S3MAPSECURITYDATA WHERE ENTITYTYPE = Passive AND BUSINESSDATE = (SELECT MAX(BUSINESSDATE) FROM S3MAPSECURITYDATA) AND S3OWNERSHIPSCORE IS NOT NULL ORDER BY S3OWNERSHIPSCORE DESC;

技术信息

• 数据提供商：S3 Partners LLC
• 定价模式：免费试用（30天试用期）
• 更新频率：每日
• 地理覆盖：全球（按国家）
• 云区域可用性：AWS（非洲开普敦、亚太雅加达、亚太孟买、亚太大阪等46个区域）

联系方式

• 销售：[e-mail]
• 支持：https://s3partners.com/contact.html
• 法律条款：标准条款

提供商信息

S3 Partners是一家领先的金融技术和分析公司，为资本市场交易活动提供专有的证券借贷数据。

搜集汇总

背景与挑战

背景概述

S3 MAP数据集为投资专业人士提供对冲基金多头持仓的独特视角，涵盖11个不同基金群体的持仓分析，帮助识别拥挤风险、评估流动性及构建投资组合。数据集包含S3MAPCOHORTDATA和S3MAPSECURITYDATA两个表格，覆盖股票、ETF等40种资产类型，并分区域展示实体与群体层级的持仓数据。