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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