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At Qontigo, we partner with our clients to create solutions that empower investment intelligence to drive targeted sustainable returns.
With our award-winning STOXX and DAX indices and institutionally-proven Axioma analytics, we deliver sophisticated solutions at scale backed by modern technology, open architecture and unparalleled client focus.
EURO STOXX 50
EURO STOXX 50 ESG
DAX 50 ESG
EURO STOXX 50
EURO STOXX 50 ESG
STOXX Global 1800 Ax Momentum
STOXX USA 500
STOXX USA 500 ESG-X
In this webinar we will analyze recent market events through the lens of our fundamental factor risk models to identify key drivers of risk and return in global markets. Additionally, we will look at how investor sentiment has changed during this past quarter, where it is now, and how it is affecting portfolio construction for investors in light of the macroeconomic and geopolitical uncertainties. We will present insights from multiple sources; volatility, factors, sentiment, and the derivatives market.
In this webinar, we will showcase how the Axioma Credit Spread Factor Risk Model supports hedging through duration, DTS, term structure and CDS. We will also build hedged portfolios and assess performance attribution.
In this webinar we will review a flexible approach to measure the risk profile of a credit portfolio and understand the true sources of risk. We will perform robust scenario analysis to analyze how a credit portfolio is likely to perform relative to its performance benchmarks and key peers.
In this webinar we will examine an index replication use case and compare characteristics matching strategies versus risk model-based optimization strategies. We will also review the resulting tracking error and stress test the replicated portfolios.
October 19 – 20, 2022
INVESTOR SENTIMENT-A source of systematic return?
IS INVESTOR SENTIMENT A SOURCE OF SYSTEMATIC RETURN & CAN INVESTORS HARVEST IT?
Investor sentiment matters. Sentiment implies transience, but it is a mistake to conclude that because its influence on investor behaviour is transient it is also trivial.
October 6, 2022
With rates rising, inflation remaining stubbornly high, stocks backtracking and correlations rising, it has been a difficult quarter for managing portfolio risk. Please join us for our quarterly Insight webinar, in which we will discuss these issues and others, to shed some light on the environment of heightened volatility during the third quarter.
News & research
Stocks extend rout in September as central banks tighten monetary policy further
The STOXX Global 1800 index dropped 9.3% in dollars last month, taking its retreat in 2022 to 25.5%. The Federal Reserve, European Central Bank and Bank of England increased the cost of borrowing in the month, with the first two hiking by a larger-than-average 75 basis points.
US STOCKS-Wall Street futures climb 1% as Treasury yields retreat
“With earnings starting next week, it’s going to be quite interesting to see how much the inflation is really impacting profits,” said Melissa Brown, Global Head of Applied Research at Qontigo.
Monthly Index News: September 2022
In September, stocks suffered the worst monthly selloff since March 2020, with the STOXX® Global 1800 index erasing all of its gains from the northern hemisphere’s summer, as central banks around the world pushed ahead with more interest-rate hikes.
Equity Risk Monitor Highlights | Week Ended September 30, 2022
Recent market action has driven country risk higher; In the US, Financials and Energy both contribute less risk than their weight would suggest; UK risk rose, but underlying components do not reflect heightened concerns.
Multi-Asset Class Risk Monitor Highlights | Week Ended September 30, 2022
Mixed BoE signals invert Gilt curve; Pound rebounds as UK rates outstrip US; Co-movement of bonds and currencies boosts portfolio risk.
Qontigo ROOF™ Score Highlights: Week of October 3, 2022
Investor sentiment ended last week negative in all markets we track, with investors in global developed markets, Asia ex-Japan and China remaining bearish. Sentiment in the US, developed Europe, and Japan, stopped short of becoming bearish but remains very negative.
Qontigo Olivier d’Assier on Market Risks
Qontigo Head of APAC Applied Research Olivier d’Assier discusses key market risks and investors’ sentiment. He speaks to Haidi Stroud-Watts and David Ingles on “Bloomberg Daybreak: Asia”.
Bloomberg Radio, Daybreak Asia: Olivier d’Assier on the Markets (Radio)
Olivier d’Assier, Head of APAC Applied Research at Qontigo, discusses the latest on the markets. He spoke with hosts Bryan Curtis and Juliette Saly on “Bloomberg Daybreak Asia.”
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