MSCI: Barra Global Total Market Equity Trading Model (GEMTR)
GEMTR has been constructed for short-term hedging, trading and daily modeling.
The Barra Global Total Market Equity Model suite introduces global models with the latest advances in risk methodology, which enables institutional investors to align the factor structure with their investment process. The models introduce Systematic Equity Strategies global equity models, in addition to delivering rich global datasets, point-in-time fundamental data and factor structures aligned to the investment horizon.
Barra Global Total Market Equity Trading Model (GEMTR) has been constructed for short-term hedging, trading and daily risk modeling. It is the most responsive variant in the suite with a daily forecast horizon.
New investment insights
– Enhance alpha generation processes, develop and evaluate new strategies using Systematic Equity Strategy factors for global equity investing, high quality research-based factors and point-in-time fundamental datasets
– Measure sensitivity to potentially crowded trades using Systematic Equity Strategy factors
– Gain insights in the different business segments of a firm with multi-industry exposures
– Reduce forecasting bias in optimized portfolios using Optimization Bias Adjustment
– Estimate a company’s cost of capital for discounted cash flow analysis more accurately using predicted betas that incorporate Bayesian adjustment techniques
MSCI’s risk models are delivered by Crux Informatics.
For more than 40 years, MSCI’s research-based indexes and analytics have helped the world’s leading investors build and manage better portfolios. Clients rely on our offerings for deeper insights into the drivers of performance and risk in their portfolios, broad asset class coverage and innovative research. Our line of products and services
includes indexes, analytical models, data, real estate benchmarks and ESG research. MSCI serves 97 of the top 100 largest money managers, according to the most recent P&I ranking. For more information, visit us at www.msci.com.
Crux Informatics is a data delivery and operations platform helping companies get the data they need from any source, format and destination. Crux maintains thousands of active data pipelines across 100+ suppliers, and can help suppliers deliver their data into destinations such as Snowflake’s Data Marketplace. Crux was founded in 2017 with a mission to make data delightful by removing obstacles in procuring data and helping companies reach their summit. For more information on how we simplify data delivery, please visit www.cruxinformatics.com