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    Risk model data for portfolio rebalancing

    Thanks, I've used Barra before. Any ballpark sense on cost for a "family office" (me and a few friends looking to rebalance using it)?
  2. T

    Risk model data for portfolio rebalancing

    Hello, I am looking to implement my own linear optimization to tax-loss harvest and rebalance a portfolio against various risk factors. In the past I have used data sets such as Axioma and MSCI Barra but I am no longer in the industry (and it's been many years, so I'm not sure what's current)...
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