Latest requests all set. Please note that an Ultimate membership will be needed at some point to continue using AI Factor.
Did you try TOOLS→Download Factors ? You can only download normalized values w/o your own FactSet license. This makes it tricky to use for prediction with Z-Score normalization at the dataset scope level (instead of by date) since you do not have to access to the mean & stddev of each feature.
So, if you must have Z-Score normalized at the dataset level, there are few workarounds:
- Obtain a FactSet license (probably ~15K/year) and download raw data
- Download entire dataset every time when you are doing predictions.
- Use a workaround mentioned here where you can get away with just downloading with one week overlap
Hope this helps