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.
Find which solutions are right for your business
Contact our team to make sure our services meet your unique needs.
This site is for informational purposes only and does not constitute an offer to sell, or the solicitation of an offer to buy, any security. The Goldman Sachs Marquee® platform is for institutional and professional clients only. Some of the services and products described on this site may not be available in certain jurisdictions or to certain types of client. Please contact your Goldman Sachs sales representative with any questions. Nothing on this site constitutes an offer, or an invitation to make an offer from Goldman Sachs to purchase or sell a product. This site is given for purely indicative purposes and does not create any contractual relationship between you and Goldman Sachs. Any market information contained on the site (including but not limited to pricing levels) is based on data available to Goldman Sachs at a given moment and may change from time to time. There is no representation that any transaction can or could have been effected on such terms or at such prices. Please see https://www.goldmansachs.com/disclaimer/sec-div-disclaimers-for-electronic-comms.html for additional information. © 2023 Goldman Sachs. All rights reserved.
Transaction Banking services are offered by Goldman Sachs Bank USA (“GS Bank”). GS Bank is a New York State chartered bank, a member of the Federal Reserve System and a Member FDIC. © 2023 Goldman Sachs. All rights reserved.
Not all products and functionality mentioned on this website are currently available through our API platform.
All loans and deposit products are provided by Goldman Sachs Bank USA, Salt Lake City Branch. Member FDIC.
Brokerage and investment advisory services offered by our investment products are provided by Goldman Sachs & Co. LLC (`‘GS&CO.`’), which is an SEC registered broker-dealer and investment adviser, and member FINRA/SIPC. Research our firm at FINRA's BrokerCheck. Custody and clearing services are provided by Apex Clearing Corporation, a registered broker-dealer and member FINRA/SIPC. Please consider your objectives before investing. A diversified portfolio does not ensure a profit or protect against a loss. Past performance does not guarantee future results. Investment outcomes and projections are forward-looking statements and hypothetical in nature. Neither this website nor any of its contents shall constitute an offer, solicitation, or advice to buy or sell securities in any jurisdictions where GS&Co. is not registered. Any information provided prior to opening an investment account is on the basis that it will not constitute investment advice and that GS&Co. is not a fiduciary to any person by reason of providing such information. For more information about our investment offerings, visit our Full Disclosures.
Investment products are: NOT FDIC INSURED ∙ NOT A DEPOSIT OR OTHER OBLIGATION OF, OR GUARANTEED BY, GOLDMAN SACHS BANK USA ∙ SUBJECT TO INVESTMENT RISKS, INCLUDING POSSIBLE LOSS OF THE PRINCIPAL AMOUNT INVESTED