The BarraOne Optimizer takes full advantage of the Barra Integrated Model, allowing for the optimization of single country, regional, and global strategies across multiple asset classes. Flexible, customized constraints allow clients to control optimization characteristics.

Benefits and Features

Clients can use BarraOne Optimizer to help them:

• Simultaneously consider the complex relationships between risk, return, and mandate constraints.
• Align portfolios more precisely with their intentions by constraining portfolios along Barra factors, standard analytics such as durations, user-defined characteristics, or turnover and transaction costs.
• Optimize manager allocations based on risk/return profiles.
• Generate optimal portfolios or allocations along an efficient frontier so that they can determine the trade-off between risk and return most comfortable to them.
• Compare optimized with initial portfolios so that they can determine what parameters may be limiting their optimization.
• Easily adjust optimization settings and generate a new optimal portfolio based on their analysis.
• Export trades and trade summaries for execution.