Recent Content by TompaBay

  1. 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)?
    Post by: TompaBay, Jun 17, 2020 in forum: Data Sets and Feeds

  2. 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...
    Thread by: TompaBay, Jun 17, 2020, 5 replies, in forum: Data Sets and Feeds