S3 Market Analytics & Positioning Data (MAP) Data
收藏资源简介：
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 | ```
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：S3.Sales@s3partners.com
- 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。
