About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Eze Software Partners with MSCI to Roll Out Real-Time Factor Analysis

Subscribe to our newsletter

Investment management software provider Eze Software has teamed up with factor analytics specialist MSCI to enable investors to measure their exposure to risk in real time and adjust exposure as they trade throughout the day.

Eze is integrating MSCI’s factor exposure data into its order management system (OMS), with MSCI providing coefficients of the Barra Global Total Market Equity Model for Long-Term Investors and the Barra US Total Market Equity Model for Medium-Term Investors. These factor indexes and analytics models are designed to help investment managers understand portfolio movements and market risk, enabling them to build portfolios based on objectives and risk tolerance. Integration of MSCI factors with Eze’s software suite will enable managers to adjust style factor exposures based on real-time portfolio performance.

Eze says managers will be able to analyse their exposures pre-trade, diversify to prevent investments from crossing undesirable exposure thresholds, and adjust exposures as they trade. The solution will provide visibility into real-time exposure to given factors at the portfolio, strategy and security level, including access to intraday charts. It will help managers understand the ‘what-if’ impacts of a given trade on portfolio factor exposure, raise alerts when factor exposure breaches tolerance levels in pre-trade compliance checks, and target a specific factor exposure level in a single security.

Bill Neuman, Eze’s managing director of product and engineering, says: “We are seeing more clients using style factors as an analytical tool to optimise their portfolio strategies. By partnering with MSCI, we can ensure clients can act on that analysis in real time.”

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: From Data to Alpha: AI Strategies for Taming Unstructured Data

Unstructured data and text now accounts for the majority of information flowing through financial markets organisations, spanning research content, corporate disclosures, communications, alternative data, and internal documents. While AI has created new opportunities to extract signals, many firms are discovering that value is constrained not by models, but by the quality of the content, architecture,...

BLOG

When Margin Moves Upstream: How TT is Reworking Trading Decisions After the OpenGamma Deal

More than a month after completing its acquisition of OpenGamma, Trading Technologies is beginning to articulate how the deal is intended to change the way firms think about margin, capital efficiency, and trading decision-making. Rather than positioning margin as a downstream risk or treasury concern, TT is now framing capital efficiency as a front-office variable...

EVENT

Data Management Summit New York City

Now in its 15th year the Data Management Summit NYC brings together the North American data management community to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

AI in Capital Markets Handbook 2026

AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...