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New York Head Office

Wall Street Plaza 88 Pine Street, 2nd Floor
New York
NY
US

London Office

75 King William Street
London
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Tokyo Office

Hanzomon First Building 8F 1-4 Kojimachi, Chiyoda-ku
Tokyo
JP

Hong Kong Office

Suites 1910-1919, Jardine House 1 Connaught Place
Central, Hong Kong
HK

Telephone

00442076182183

Contact

Nele Van der borght
[email protected]

Barra Aegis System – Advanced equity portfolio construction

An integrated suite of equity investment analytics modules, specifically designed to help you actively manage your equity risk against your expected returns. It also enables you to construct optimized portfolios and back-test your most data-intensive long-short equity strategies.

 

Now available for download is Aegis 4.2, using the new Global Equity Model, GEM2. A few model highlights include:

  • New global equity factor structure
  • Additional style factors
  • GICS-based industries
  • Enhanced country coverage
  • Two time horizons (short- and long-term)
  • Flexible performance attribution schemes
  • Daily and monthly performance attribution frequencies

For details on Aegis 4.2 as well as GEM2 please visit http://mscibarra.com/products/analytics/aegis

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