All of Columbine’s services spring from our extensive R&D. We have been conducting original research into the sources of alpha (excess return) for more than three decades.

What we learn about alpha sources finds expression in mathematical models, each designed to forecast active return based on different return characteristics, investment styles, and country markets. The firm's pioneering work with an optimization technique called gradient maximization lets Columbine tailor such tools to meet specific investment objectives while incorporating transactions costs and other real world constraints into their design.

Every day we gather the latest financial and market data for more than thirty thousand companies worldwide and feed that information into our models. The models output clear, unambiguous rankings (usually 1-10) that summarize each model’s forecast of each company’s future active return

We deliver the updated rankings from our models to our clients. Subscribers to our research services receive updated rankings electronically and in hard copy reports

Columbine’s efforts don’t end with data delivery. We work closely with our clients to help them successfully integrate our rankings into their own processes.