Factors by WRDS

WRDS Research Backtester - Large

Backtester Basic – contains 103 signals that were created using common databases: CRSP Stocks, Compustat, and CRSP's CCM product.

Backtester Plus – contains the entire list of 134 signals that use additional databases including IBES, OptionMetrics, Thomson Reuters, and WRDS SEC Analytics.

Upload Your Own Signal – users can upload a .txt file that contains the time series of customized signal values and test the signal performance.

Backtester Basic requires subscritions to CRSP, Compustat, and CRSP's CCM product.

Backtester Plus required subscriptions to CRSP, Compustat, IBES, OptionMetrics, Thomson Reuters, and WRDS SEC Analytics.

Upload Your Own Signal requires a subscription to CRSP.