Quantitative Indexes
Capture factor exposures with greater control with transparent, independent indexes designed for quantitative and systematic investment approaches. Our Quantitative Indexes aim to represent targeted, optimized factor exposures across long only, extended long/short and market neutral long/short frameworks, powered by MSCI's Barra equity risk models and Optimizer.
Target benefitsDesigned for how quants invest
Build on a unified framework
Access indexes across all factors with common methodologies, with explicit active risk targets, designed as coordinated building blocks rather than standalone products.
Powered by MSCI’s Barra equity risk models and Optimizer, these indexes aim to maximize exposure to your target factor while minimizing noise from unintended factor bets.
Three index approaches - long only, extended long/short and market neutral long/short - offer a spectrum of active risk levels to match your strategy and investor base.
Quantitative Index approaches
- Designed for low complexity and tracking error
- Aim to provide factor exposure while maintaining full market beta.
- 130 long/30 short
- Designed for moderate complexity and tracking error
- Aim to support more efficient use of active risk
- Target beta of one
- 100 long/100 short
- Designed with greater complexity and tracking error
- Aim to minimize market beta and provide risk-controlled pure factor exposure.
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Use casesHow Quantitative Indexes can help you
Use optimized factor indexes as building blocks to construct multi-factor strategies aligned with your investment objectives.
Evaluate quantitative, long only and long/short managers across systematic approaches and decompose performance into factor returns and residual alpha.
Decompose manager returns into systematic factor exposure and implementation alpha with transparent benchmarks for regression and performance analysis.
Launch ETFs, mandates and structured products using MSCI indexes built for institutional investors, without building proprietary index infrastructure.
Analyze individual factor performance across market cycles and economic regimes to test investment theses and refine multi-factor allocations.
Frequently asked questionsWant to know more about Quantitative Indexes?
Rather than extending existing factor indexes into a one-size-fits-all offering, we built a dedicated approach for quantitative and systematic strategies that aims to deliver targeted, optimized indexes with greater clarity and transparency.
Factor Indexes
Indexes to help better analyze investment outcomes, build portfolio resiliency and express investment views.
Equity Factor Models
Learn more about how we construct and deliver equity factors models.