Bloomberg has announced that Marshall Wace, the global liquid alternatives manager with over $70 billion in assets, has adopted the Bloomberg Multi-Asset Class Fundamental Risk Model (MAC3). The firm will utilise MAC3 to support its quantitative research and systematic investment strategies. Marshall Wace selected the MAC3 suite to gain access to advanced modelling techniques that provide improved specification, accurate risk forecasts, and robust analytics for measuring portfolio risks across multiple asset classes.
Calculated daily across more than 3,000 factors, the MAC3 models are designed to deliver forecast accuracy for varied portfolios and investment styles. They allow users to identify broader market signals and understand risk dynamics under different regimes. Accessible through open-infrastructure APIs, these models also power the risk analytics behind Bloomberg’s PORT Enterprise, a premium service used by more than 800 clients for portfolio risk and return attribution.
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