Run Factor Model
Run Barra cross-sectional regression to build the factor model
No portfolio required
Analyze Portfolio
Decompose portfolio risk into factor vs idiosyncratic components
Requires portfolio selection
Optimize Portfolio
Optimize weights for factor neutrality while staying close to original
Requires portfolio selection
Alpha Sizing
Convert expected returns into optimal position sizes with backtesting
Requires portfolio selection
Compare Sizing Methods
Compare sizing methods across multiple portfolios with charts
No portfolio required
Manage Factor Risk
MCFR analysis, risk limits, and trade suggestions
Requires portfolio selection