Hedge Funds

The Multiple-Horizon Equity Model - Short-Term is MSCI Barra's fundamental risk model constructed for equity hedge fund managers and other short-term institutional investors. Calibrated for portfolio managers who turn positions in one to six months, the Multiple-Horizon Equity Model applies daily factor returns to Barra's proven equity model factor structure, delivering a more responsive and accurate risk forecast. Available via the Barra Aegis System and through flat-file subscriptions, the Short-Term version of the Multiple-Horizon Equity Model reacts quickly to volatility events and changing market conditions, allowing hedge fund managers to more precisely identify risks. Learn more about the Multiple-Horizon Equity Model.

The Barra Aegis System is Barra's portfolio management suite for hedge funds with exposure to straight equities only. The Aegis system is designed for quantitative hedge fund shops that want a complete portfolio management system to help optimize portfolios, evaluate potential trades, attribute performance to portfolio decisions, and manage portfolio risk. Learn more about the Barra Aegis System.

Many hedge fund strategies require more flexibility and customization to effectively manage complex strategies. Barra flat-file subscriptions can be fully integrated into the investment process, providing the building blocks of a Barra model, including factor returns series, asset factor exposures and the factor covariance matrix. Statistical arbitrage managers and other managers employing quantitative equities strategies draw on the market information provided by Barra's factor models to enhance the research and alpha construction processes. Learn more about Barra risk models.

BarraOne is a web-based multi-asset class product well-suited for hedge fund managers who need a risk monitoring and reporting system. Intuitive and flexible, the BarraOne application allows managers to investigate the sources of risk along any dimension, and translate that risk analysis into the language of each portfolio's own investment process. As a hosted application, BarraOne requires no client data maintenance or special software other than a standard browser. Learn more about BarraOne.