SOURCES SOUGHT
76 -- Business and Financial Information Products for the Office of Financial Research (OFR)
- Notice Date
- 3/29/2017
- Notice Type
- Sources Sought
- NAICS
- 519190
— All Other Information Services
- Contracting Office
- Department of the Treasury, Bureau of the Public Debt (BPD), Bureau of the Fiscal Service, Avery 5F, 200 Third Street, Parkersburg, West Virginia, 26106-5312, United States
- ZIP Code
- 26106-5312
- Solicitation Number
- RFI-OFR-17-036
- Archive Date
- 5/12/2017
- Point of Contact
- Paul White, , Brandon Burnworth,
- E-Mail Address
-
purchasing@fiscal.treasury.gov, purchasing@fiscal.treasury.gov
(purchasing@fiscal.treasury.gov, purchasing@fiscal.treasury.gov)
- Small Business Set-Aside
- N/A
- Description
- The Bureau of Fiscal Service, on behalf of the Office of Financial Research (OFR), Department of the Treasury, is issuing this sources sought synopsis as a means of conducting market research to identify parties having an interest in and the resources to support a requirement for business and financial information products. The OFR is the principal government agency tasked with financial research to ensure a transparent, efficient, and stable financial system. The contractor must provide a portal(s) for streamed data, with a downloadable financial data solution without data caps (download size limitations). The contractor must also provide persisted data if applicable. All downloaded data must be capable of being exported to Excel as well as common statistical and data analytic packages such as Mat Lab and Python. Terminal based solutions are not acceptable. Vendors must supply one or more of the below requirements: 1. Securities and Exchange Commission (SEC) and other financial agency filings: Filings by public and private companies such as 10K and 13K filings. This includes financial instrument ownership information including current and historical Mutual Fund ownership, composition, performance data, and price information including for funds no longer in existence. Insider filings with the SEC are also included under this general product description. 2. Institutional Brokers Estimates System (IBES) Information: The IBES is a central location whereby investors are able to research the different analyst estimates for any given stock without necessarily searching for each individual analyst. IBES estimates may be coupled with 13 F filing information, current and historic mutual fund ownership and insider trading data publicly available or from the Securities and Exchange Commission. 3. Hedge Fund Global Database: A Hedge Fund Global Database is required with well defined, accurate, and detailed data with a minimum historical record of 20 years. The database must include detailed quantitative performance data on actively performing Hedge Funds and Funds of Funds as well as funds which have stopped reporting for any reason, closed, or liquidated. 4. Global Fund Holdings Feed: This dataset or feed shall provide information on a global range of funds including but not limited to: mutual funds, closed-end funds, ETFs (Exchange Traded Funds), hedge funds, domestic retirement funds, pension funds, and insurance products in Registered for Sale (RFS) countries. Information must be sufficiently granular as to reveal the securities invested and intra-fund allocations. Fund event history must be provided such as classification changes, name change, mergers and acquisitions and the like. Granular performance data must be included for fund to fund comparisons with common equity and fixed income measures including but not limited to: price to book ratios, average market capitalization and yield to maturity, price earnings ratios, daily net asset values, risk statistics, benchmarks, asset information, distributions, and historical data. Key portfolio information must include common data and ratios, including full holdings, weight and rank within portfolio, shares held, allocations, earnings per share, return on assets, total expense ratios etc. 5. News Archive and Tick Data: News data and news analytics integrated with timestamped tick/pricing data is required for the purpose of sentiment and other analyses. The product must have archived data for at least 15 years. 6. Commercial, proprietary, and governmental legal entity identifiers (LEI) and other reference identification data for financial products: Global and regional commercial, government, and proprietary business classification and financial product classification services (LEI data) is required for the cross reference of financial products and counter party identification. 7. Due diligence databases: Due diligence databases are required which monitor company ownership, financial products and compliance risk through the monitoring of ownership networks and sanction listings, watch lists, regulatory and law enforcement lists, Interpol lists, US Treasury Office of Foreign Asset Control watch lists, financial crime and charges listings, and ownership by Politically Exposed Persons (PEP). 8. Fundamental data and datasets: OFR requires fundamental data (used in fundamental value analysis) which includes the standard financial ratios (e.g. price earnings ratios (P/E), book value, etc.) and company Key Performance Indicators (KPI). This data includes fundamental data and data sets for US and global firms. Data provided must include point in time information including archived history for at least two decades. 9. Macroeconomic research and analysis data feed and analytics: Macroeconomic research and analysis and related analytics are required which are provided on a regional, global, asset or sector basis. This incorporates the tracking of daily business, corporate, and significant news with financial ramifications; comparison of US, regional, and global key economic indicators such as Gross Domestic Product (GDP) growth; stock valuation data such as P/E estimates, defined fundamental ratios, and I/B/E/S Global and sector aggregates for markets and stocks; economic point in time data; forecasting and presentation integrated tools; and time series data in the following fundamental areas - bond indices, bonds and convertibles, commodities, credit default swaps, economic indicators, equity indices, exchange rate information, interest rates. 10. Integrated Quantitative Analytic Product Sets: Datafeeds and analytics are required which contain at least 10 years of history for back testing and predictive modeling incorporating: measures of analyst consensus; earnings quality measures (the capability of a company to sustain its earnings); price momentum; measures of company intrinsic valuation versus relative valuation; valuation momentum; consolidated measures of company valuation using fundamental valuation ratios; short interest; structural credit risk (uses accounting ratios to assess likelihood of bankruptcy or default); text mining of corporate news and information; and consensus economic forecasts. 11. Entity centric quantitative data analytic product set: Information is required which integrates entity data, pricing, reference data, and derived analytics. Information regarding the individual entity includes but is not limited to: entity data (entity audit data, parent identification and corporate hierarchies); corporate actions including intraday, global coverage, and historical information; listed market pricing (intraday, end of day pricing and equity fund analytics); valuation pricing (should cost) pricing; historical pricing (evaluated and end of day); and reference data (descriptive data, industry classifications, listing symbols, cross reference and other historical information). All parties are welcome to respond, and the primary purpose of this sources sought is to determine whether there are any businesses, especially small businesses, capable of providing the products listed above. Vendors must supply one or more of the products listed above. Vendors are invited to provide any current contracts they hold against which the government can place an order - e.g., GSA Schedule, Fedlink, etc. which can satisfy the aforementioned requirement described herein. The result of this market research will contribute to determining the method of procurement. The applicable North American Industry Classification System code assigned to this procurement is 519190, All Other Information Services THERE IS NO SOLICITATION AT THIS TIME. This request for capability information does not constitute a request for proposals. Submission of any information in response to this market research is purely voluntary, and the Government assumes no financial responsibility for any costs interested parties may incur. Interested parties shall provide a capability statement. The capabilities statement shall not exceed forty five (45) pages in length. Pages shall be no larger than 8.5" x 11" in size, and the font no smaller than 10 points in size. Marketing materials may be included as part of the capability statement. Interested parties shall provide the following information in their capability statements: 1. Their company's name, address, email address, website address, telephone number, and point of contact; 2. Vendors shall submit a description of their product offering and how it meets the requirements of this notice - e.g., data fields, perhaps screenshots of the portal, public price lists, etc. (whatever the vendor believes the OFR needs to evaluate if the product meets the Government's needs). 3. Size and type of company ownership (i.e., small business, 8(a) business development participants, HUBZone, service-disabled veteran-owned, and economically disadvantaged women-owned, and women-owned small business); 4. Their Dun and Bradstreet Number; 5. Their CAGE Code; 6. Suggested North American Industry Classification System code; 7. A succinct description of three (3) current or past contracts or task orders within the past three (3) years that identify the company's ability to provide the financial information described above via a portal accessible download of the information in a format compatible with current common data analytic and statistical packages and Excel. Include the following information to substantiate past contracts or task orders: (a) Project Title; (b) Description of the dataset or database, (c) Contract/Task Order Number; (d) Contract/Task Order Amount; (e) Government Agency/Organization or Commercial entity (f) Contracting Officer Representative's name, address, telephone number, and email address; or contact information for the Commercial Buyer and (g) Current status, e.g., completed and/or in progress, start, and estimated completion dates. Telephone inquiries will not be accepted or acknowledged, and no feedback or evaluations will be provided to companies regarding their submissions. After a review of the responses received, a pre-solicitation synopsis and solicitation may be posted on the Federal Business Opportunities website. However, responses to this notice will not be considered adequate responses to a solicitation. Submission Instructions: Interested parties who consider themselves qualified to provide the above listed perform the above-listed products are invited to submit a response to this Sources Sought Notice by April 14, 2017 at 1400 (2:00 PM) ET. All questions concerning and responses under this Sources Sought Notice must be emailed to purchasing@fiscal.treasury.gov ATTN: P. White, Contracting Officer. Contracting Office Address: 200 Third Street, A5-F Parkersburg, WV 26106 Place of Performance: Washington, District of Columbia United States Primary Point of Contact: Paul White, Contracting Officer, Bureau of the Fiscal Service OSS/DPS/PSB3 purchasing@fiscal.treasury.gov
- Web Link
-
FBO.gov Permalink
(https://www.fbo.gov/spg/TREAS/BPD/DP/RFI-OFR-17-036/listing.html)
- Record
- SN04452558-W 20170331/170329235744-9fe75805893b895ad9d2e471e3dd41fb (fbodaily.com)
- Source
-
FedBizOpps Link to This Notice
(may not be valid after Archive Date)
| FSG Index | This Issue's Index | Today's FBO Daily Index Page |