Factset · Capability

FactSet Portfolio Optimization

Unified workflow for portfolio optimization using multiple optimization engines including FactSet, Axioma, Barra, Northfield, and open risk models. Used by portfolio optimizers.

Run with Naftiko FactSetPortfolio OptimizationRisk ModelsAsset Allocation

What You Can Do

GET
List optimizations — List optimizations.
/v1/optimize
GET
List risk models — List risk models.
/v1/risk-models

MCP Tools

factset-optimize

Run FactSet portfolio optimization.

read-only
axioma-equity-optimize

Run Axioma equity optimization.

read-only
barra-optimize

Run Barra optimization.

read-only
northfield-optimize

Run Northfield optimization.

read-only
get-risk-models

Get open risk models.

read-only

APIs Used

factset-optimizer factset-axioma-eq factset-barra factset-northfield factset-open-risk