FactSet Optimization

Overview

Automate your optimization workflow and benefit from increased efficiency with off-the-shelf batching capabilities. Power your workflow in environments of your choice with UI and API versions of all optimizer products.

Implement fat-tail methodology, multi-period optimization, and real-world predictive power using FactSet’s own optimizer to construct portfolios that maximize your return. Alternatively, use Monte Carlo simulation, an ETL-based optimization, to more accurately and coherently model risk when asset returns are non-normally distributed, by accounting for skewness and fat-tails within the return distribution.

Benefit from the flexibility to trial all optimizer offerings on FactSet and choose the best solution to fit your specific workflow needs.

Platform Coverage

Platform Details

Construct optimal portfolios using a breadth of integrated, centralized market data. FactSet’s optimization tools, including data from Axioma, Barra, and Northfield, help clients’ easily build and test strategies that include proprietary alphas, investment bounds on assets and sectors, as well as defined constraints on any aspect of portfolio management to ensure compliance with fund mandates.

Firm Information

FactSet creates data and technology solutions for investment professionals around the world, providing instant access to financial data and analytics that investors use to make crucial decisions. We combine our unique proprietary datasets, your in-house data, and third-party unstructured data to help you see and seize opportunity sooner.