MSCI has launched a new version of its Barra Portfolio Manager (BPM) platform featuring advanced workflow tools designed to help portfolio managers improve the investment processes, as well as construct efficient portfolios of stocks, options, structured products, exchange-traded funds, commodities and composites.
One of the key features of this new version is the historical strategy simulation tool to test various investment strategies simultaneously and monitor statistics - while optimisations are being actively processed. This provides users with immediate insight into a strategy's risk and return profile, allowing for real-time adjustments.
"These enhancements are the latest in our continued efforts to provide a comprehensive platform that allows clients to design, develop and implement investment strategies," said Peter Zangari, head of equity portfolio management analytics at MSCI. "Using Barra Portfolio Manager, clients can now customise their portfolios to adapt to a change in their investment outlook or a shift in market trends."
The new BPM version, said MSCI, supports the complete investment management workflow from data investigation, to strategy design and analysis, to implementation.
In addition, portfolio managers will be able to simulate investment strategies historically and run a range of scenarios by using sensitivity backtesting as well as evaluate simulations in real-time as each rebalance executes, by monitoring exposures, risk statistics and performance results.