SOLICITATION NOTICE
70 -- Cost Curve Data
- Notice Date
- 2/25/2015
- Notice Type
- Presolicitation
- NAICS
- 511210
— Software Publishers
- Contracting Office
- Securities and Exchange Commission, Office of Acquisitions, Office of Acquisitions, 100 F Street, NE, MS-4010, Washington, District of Columbia, 20549, United States
- ZIP Code
- 20549
- Solicitation Number
- SECHQ1150064
- Archive Date
- 3/18/2015
- Point of Contact
- Reginald Barnes,
- E-Mail Address
-
barnesr@sec.gov
(barnesr@sec.gov)
- Small Business Set-Aside
- N/A
- Description
- The U.S. Securities and Exchange Commission (SEC) requires a service that provides data and a trade analysis tool in order to calculate expected trade transaction and opportunity costs using a variety of investment strategies and share volumes. The service must determine the appropriate position limits for narrow-based index options. The service shall take into consideration the many factors that affect trading costs. Trading transaction costs vary by such factors as brokerage costs, execution strategies, time, volatility, spread, volume, order size, and opportunity costs (the costs of non-execution). Sound and rigorous econometric models must be utilized in developing accurate estimates that take these many factors into consideration. The SEC requires the ability to analyze transaction costs in a variety of scenarios in order to better forecast the costs of trading. The service shall provide trade transaction and opportunity costs data in combination with econometric modeling for use in a web-accessible tool. 1) Data The requirement is for trading transaction cost projection data using an extensive variety of investment strategies and share volumes, for over 30,000 stocks globally. The data shall be available for download in spreadsheet format via a web interface, for user-selected criteria. 2) Analytical Tool The service shall provide the ability to analyze data and create reports with the following functionality: (a) Ability to save reports in Excel format (b) Ability to filter reports by categories of international and domestic stock markets (c) Ability to filter reports by strategy type 3) SEC USAGE Access to the data and the analytical tools shall be for 50 users. The data may be downloaded by FTP by 10 users. The Contractor acknowledges and agrees to the following: (a) The SEC anticipates using the data and/or materials to conduct analyses for use in reports, studies, memoranda, and presentations. (b) The SEC anticipates the following types of situations where analyses based on the underlying data may be made public: (1) by the SEC itself (e.g., SEC rulemaking and/or analysis done as part of an inspection or enforcement action), (2) by SEC staff where the SEC is directing or facilitating the publication (e.g., a staff study in response to a Congressional request), (3) by SEC staff facilitating their own private publication where the Commission has not taken a position regarding the publication of the analysis (e.g., a research report to be submitted by the individual staff to an academic conference or journal), and (4) by a former employee of the SEC who has substantially completed the analysis while on staff and is facilitating his/her own private publication (e.g., a research report to be submitted to an academic conference or journal). In all of these situations, only "insubstantial amounts" of the licensed data and/or materials would be made public and no raw data would be made public, the authors would agree to abide by all contractual terms and conditions, and as the owner/licensor of the data the Contractor would receive attribution and be cited as the data source. "Insubstantial amounts" means an amount that has no independent commercial value and could not be used as a substitute for the service or product or any part of it. 4) TRAINING AND CUSTOMER SUPPORT The vendor shall provide training and customer support to the user upon request. The SEC contemplates awarding a commercial item using FAR Part 12 procedures. The SEC intends to Set-Aside this project for Small Business under NAICS Code 511210. Interested organizations may submit their capabilities and qualifications to perform the effort in writing to the identified point of contact not later than the designated response date and time. Such capabilities/qualifications will be evaluated solely for the purpose of determining whether or not to conduct this procurement as a small business set-aside. Oral communications are not acceptable in response to this notice.
- Web Link
-
FBO.gov Permalink
(https://www.fbo.gov/spg/SEC/OAPM/PCB/SECHQ1150064/listing.html)
- Record
- SN03651649-W 20150227/150225234740-def52e5802c6a530b3cc4fc4377eac00 (fbodaily.com)
- Source
-
FedBizOpps Link to This Notice
(may not be valid after Archive Date)
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