The ULISSES Project is a multidisciplinary project sponsored by the University of Utah David Eccles School of Business and hosted at the Center for High Performance Computing, meant to promote research in the area of risk and investments. The project is a joint endeavor with top investment industry data and software companies. Specifically, the database contains comprehensive risk and market information for every traded stock in the world. In addition to the data, the ULISSES Project makes available to users cutting edge decision sciences technologies, the same as those used by the world’s largest asset managers and currently used to manage hundreds of billions of U.S. dollars in assets around the world.

The ULISSES Project is only made available to researchers with appropriate academic affiliations with research universities and is restricted to be used for research purposes only.

Get Involved

ULISSES and NSF Grants

Following the 2008 Financial Crisis the US Treasury established the Office of Financial Research (OFR) to find new solutions addressing the problem of measuring risk in financial markets. One of the main endeavors in this regard was the establishment of the joint project with the National Science Foundation’s (NSF) Directorate for Computer and Information Science and Engineering (CISE) to fund innovative research on approaches to computer and information processing to identify and analyze risks to the financial system. This collaboration resulted in the joint OFR-NSF Grant program. The University of Utah’s ULISSES Project was established to aid researchers in addressing the research for OFR-NSF Grants.

The joint OFR-NSF grants program promotes novel interdisciplinary research related to financial stability with a goal of expanding the network of researchers with an interest in the area. The program supports exploratory work in its early stages on untested but potentially transformative research, ideas or approaches. The joint OFR-NSF grants program is administered under the NSF’s EAGAR Funding Vehicle.

For further information on how the ULISSES Project could be of use in your NSF funded research, please contact ULISSES@Eccles.Utah.edu.

ULISSES Industry Partner Program

The ULISSES Project has partnered with some of the most respected investment data and software companies in the world. Our program and systems are designed to protect the intellectual property and commercial rights of our partners while simultaneously supporting the recognition and use of our partners’ products in academic and government-sponsored environments. All users of the ULISSES system are researchers pursuing non-commercial research projects.

If you are interested in pursuing a partnership with the ULISSES Project, please contact ULISSES@Eccles.Utah.edu.

Past ULISSES Research Projects

The ULISSES Program is structured to provide high quality data to researchers so they may effectively replicate the conditions and models used in the financial markets. Past projects have included using the data from the ULISSES Project to evaluate the risk-adjusted performance and correlation of investment managers and using the ULISSES Project data to simulate performance of multi-billion dollar “factor portfolios.”

In essence, the data and systems for the ULISSES Project can be used to do all the risk and portfolio management tasks currently performed by the largest institutional investors and thus the effects of such behavior can be studied in a realistic setting.