Every security you hold, on one factor foundation.
Four decades of continuously developed factor methodology — equities, fixed income, real estate, private assets, and derivatives — estimated bottom-up on one granular, adaptive factor foundation, not a patchwork of asset-class models stitched together. Private holdings and direct real estate are built from their own cash flows, not proxied by appraisal — and the models have been hybrid, adaptive, and interpretable since long before the industry called it new. Subscribe to the whole book with Everything, Everywhere, or go deep on one part of it.
Everything, Everywhere
The multi-asset global model that anchors the suite — every security an investor might hold, in one coherent risk world.
Equity risk
Fundamental, macroeconomic, statistical, and short-horizon equity models across US, regional, and global universes.
REIT & property
Securitized real estate treated as the property it is — US and global REIT universes.
Rates & credit
Global fixed-income risk, integrated with the multi-asset core rather than bolted on beside it.
Private asset risk
Risk for illiquid and private holdings, on the same factor foundation as the liquid book.
Transaction costs
The cost model that turns risk and return into implementable, net-of-cost decisions.