The Long and Short of Quantitative Indexing

MSCI’s new Quantitative Indexes, powered by MSCI's Next Gen Barra Equity Models, deliver precise factor exposures and rigorous risk controls with the simplicity and transparency of an index - bringing index and active investing closer together and adding new tools to the investor’s toolkit.

This webinar covers the genesis and drivers of MSCI’s new Quantitative Index Module, introduces the methodology behind each family, and shares findings from our latest research paper, “The long and short of Quantitative Indexing.”

Agenda:

• Background: the growth of systematic investing and the opportunity for quantitative index strategies

• The three approaches: long only, extended long/short (130/30), and market neutral long/short indexes

• Key use cases: research, benchmarking, strategy evaluation, and indexed product creation

• Research highlights: how factor exposure and signal quality shift from long-only to market-neutral, what long-short construction means for cost and implementation, and how a factor sleeve reshapes risk budgeting across a total equity program