Bloomberg announced that Marshall Wace, a leading global liquid alternatives manager with $70BN+ in assets, has adopted Bloomberg’s Multi-Asset Class Fundamental Risk Model (MAC3) files to support its quantitative research and systematic investment strategies.

Marshall Wace selected Bloomberg’s MAC3 to gain access to advanced modeling 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.

“Marshall Wace’s adoption of MAC3 underscores the growing demand for high-precision risk models that help institutional investors better understand the factors driving portfolio risk and ensure consistent measurement across strategies and regions,” said Jose Menchero, Head of Portfolio Analytics Research at Bloomberg. “MAC3’s modular design and robust factor structure make it an ideal solution for quantitative and systematic managers seeking to enhance portfolio construction and risk forecasting for alpha signal generation strategies.”

Bloomberg’s next-generation MAC3 represents the most advanced suite of multi-asset class risk factor models available today, calculated daily across more than 3000 factors, delivering unparalleled forecast accuracy for varied portfolios, universes, and investment styles. 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, establishing MAC3 as an industry-leading risk model. MAC3 can be accessed through Bloomberg’s flexible open-infrastructure APIs, enabling seamless and efficient retrieval across client workflows.

MAC3 models power the risk analytics behind Bloomberg’s PORT Enterprise, a premium offering that provides more than 800 clients with sophisticated portfolio risk and return attribution capabilities with enhanced customization and batch reporting.

Bloomberg’s Investment Management Solutions deliver multi-asset capabilities across the full investment lifecycle. With a modular and flexible approach, Bloomberg Investment Management Solutions offer research management, order and execution management, portfolio and risk analytics, trade compliance and operations capabilities. Powered by Bloomberg’s trusted security master and industry-leading data, these solutions provide consistency and quality that enable accurate and transparent decision making, informed investment analysis, and scalable workflows across the enterprise.

Source: Bloomberg