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: Trade South Africa: Considerations for Connecting to and Trading the Johannesburg Markets

Interest among the international institutional community in trading South African markets is on the rise. With connectivity, data and analytics options for trading on the Johannesburg Stock Exchange growing more sophisticated, and the emergence of A2X as a credible alternative equity market, South Africa is shaping up as a financial centre that can offer a...

BLOG

Meritsoft Unveils Advanced Platform for Post-Trade Process Automation

Meritsoft, a subsidiary of Cognizant that specialises in post-trade process automation, has launched its next-generation technology platform offering advanced post-trade process automation capabilities. Built using the latest technologies, the new platform aims to deliver operational efficiency gains and cost optimisation opportunities by better supporting firms’ post-trade processing requirements across fails management, financial transaction taxes (FTTs),...

EVENT

Data Management Summit London

Now in its 14th year, the Data Management Summit (DMS) in London brings together the European capital markets enterprise data management community, to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

FATCA – The Time to Act is Now

The US Foreign Account Tax Compliance Act – aka FATCA – raised eyebrows when its final regulations requiring foreign financial institutions (FFIs) to report US accounts to US tax authorities were published last year. But with the exception of a few modifications, the legislation remains in place and starts to comes into force in earnest...