PortfolioScience Launches Factor Index Toolset
The feature lets users construct factor indexes through customizable methodologies.

Risk management system provider PortfolioScience announced it has released new functionalities for its RiskAPI enterprise platform.
The Factor Index Construction Toolset allows users to create factor indexes based on fundamental, technical, and statistical metrics using customizable methodologies. It also provides detailed analysis that will let clients understand constituent behavior, valuation, and historical performance.
Ittai Korin, founder and president of PortfolioScience, said the additional feature provides greater control of the factor investing process.
"The toolset allows users to fully control the valuation and construction process of factor indexes critical to exposure analysis," Korin said. "Rather than having to purchase and use a pre-determined, fixed-methodology index, users can now control a wide array of index construction parameters, allowing them to quickly generate historical data and analysis."
Factor investing—a strategy that requires a greater level of granularity when choosing securities—is becoming a broadly implemented practice, according to PortfolioScience.
PortfolioScience's client base includes brokers, fund administrators, hedge funds and mutual funds.
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Front-Office Tech
Waters Wavelength
Waters Wavelength Podcast: Vendor lock-in and interoperability
James Crosby, founder and CEO of data management firm Fencore, joins the podcast to discuss vendor lock-in and interoperability.
Subscribe to Weekly Wrap emails
Most read
- WatersTechnology Asia Awards 2022: All the Winners
- This Week: Finos, LSEG, Neptune & Genesis, Deutsche Börse & Kaiko, Ice & More
- If it ain’t broke, break it: Back-office tech reform may benefit front-office returns
- Project Octopus becomes Octaura, killing BofA’s Instinct platform and Citi Velocity trading protocol
- The angry market data manager: Research finds inconsistent pricing across the buy side