Wolfe

Wolfe Risk Factor Models

Next-generation style factors paired with industry-leading analytics

Simplified access to risk management expertise

Goldman Sachs and Wolfe Research are integrating their risk expertise and factor data, now available to institutional investors programmatically or via Goldman Sachs Marquee's intuitive user interface

Next-generation style factors

Next-generation style factors – alongside conventional factors- improve the explanatory power of the models and measure systematic risks that are intuitive to managers

Expanded model coverage

Model coverage of over 45,000 stocks globally helps to eliminate the need for a broad model to cover a small allocation outside the target mandate

Innovation in risk model design

Sector risk models to identify more systematic risk than is visible with broad market models and holding-based factor covariances to predict correlations between today’s factor portfolios, instead of using historical compositions

Wolfe's factor models via Goldman Sachs

Access Wolfe’s factor models via Goldman Sachs’ flexible portfolio analytics ecosystem—programmatically or via our user interface

Programmatic Risk Management

GS Quant, our open-source Python toolkit designed to rapidly and seamlessly integrate data, provides a programmatic environment to access Wolfe’s risk factor models in a scalable manner.

Time Series Visualization

PlotTool Pro, one of the most popular tools on the Goldman Sachs trading floor, offers powerful time series visualization and analysis of a portfolio’s factor performance and risk.

Portfolio Risk Analysis

Marquee’s Portfolio Analytics offers a highly intuitive web interface to upload, analyze and share portfolios, understand sources of risk through the lens of Wolfe's factor risk models, and control risk exposure with custom hedges.

About Wolfe Research

Wolfe Research, LLC is a premier independent sell-side research firm with a commitment to best-in-class content. Wolfe's QES team has been top-ranked in Quantitative Research, Portfolio Strategy, Economics, Accounting & Tax Policy, and ESG categories for over a decade. The team leverages their 300+ risk factor library, an in-house risk model engine, and expertise in portfolio construction to deliver innovations in risk model design.

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Contact our team to make sure our services meet your unique needs.

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