Alpha Theory, a portfolio management and decision-processing platform for the global alternative investment industry, has partnered with FactSet, a global financial digital platform, to provide investment managers with systematic factor exposure data.

In collaboration with FactSet's Quantitative Analytics team, Alpha Theory has built a five-factor risk model leveraging the company's Quant Factor Library – a point-in-time database of factor insights, including Value, Growth, Momentum, Volatility, and Beta. 

The new dataset combines FactSet's factor data with Alpha Engine, Alpha Theory's customisable rules engine, providing investment teams with daily factor exposure and attribution.