Marshall Wace, a global liquid alternatives manager with over $70bn in assets, has adopted Bloomberg’s Multi-Asset Class Fundamental Risk Model (MAC3) files to support its quantitative research and systematic investment strategies. The manager gains access to modelling techniques that deliver improved model specification, accurate risk forecasts, and robust portfolio analytics capabilities to support comprehensive measurement and monitoring of portfolio risks across multiple asset classes. The models are also used for identifying broader market signals and understanding risk dynamics under different regimes. This new suite of models incorporates a host of first-to-market methodology innovations. MAC3 can be accessed through Bloomberg’s open-infrastructure APIs.
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