Qontigo is an investment intelligence driver, OPTIMIZING IMPACTTM with our client partners.

Your view, uncompromised.

Qontigo combines the most sophisticated risk analytics and portfolio-construction tools in the market with globally recognized leadership in creating market-defining indices.


We partner with our clients to help them realize new investment strategies that push the boundaries for generating alpha in today’s changing investment landscape.


Bringing together Axioma, DAX and STOXX to form Qontigo represents a partnership beyond standard, creating an investment intelligence advantage with our clients, from risk to return.


Learn More

Key indices

Current performance from featured STOXX and DAX indices

All indices







STOXX Global 1800 Ax Momentum



Updated every 15 minutes during market hours.

Style factor performance

Track performance of top 3 and bottom 3 factors for the Axioma World Wide Model (AXWW4) over the past 3 months

More Data
Updated daily.


May 12, 2021 – 4:00 p.m. (BST) | 11:00 a.m. (ET)

A rise in inflation expectations above the Federal Reserve’s 2% target in the first quarter of 2021 triggered a sudden surge in long-term Treasury yields, which had been trading in relatively narrow ranges for most of 2020. It also led equity investors to re-evaluate their interest rate expectations, resulting in (temporary) halt of the spectacular stock market recovery. The dollar also began to strengthen once more on the prospect of higher rates and a widening economic growth differential with the rest of the world. Join Christoph Schon in this webinar to hear how these changes in cross-asset interactions affected the risk of global multi-asset class portfolios.

May 19, 2021 – 4:00 p.m. (BST) | 11:00 a.m. (ET)

Foreign exchange rates can be very volatile, and investors looking to bet on markets outside their own base currency need to decide whether to embrace or mitigate the additional risk. Depending on the correlations with other asset classes, FX rate fluctuations can either amplify, dampen, or potentially even reverse local-market returns. Using FX forwards or options can eliminate part of the uncertainty, but they can also limit the potential upside from a foreign currency appreciation perspective.

April 20, 2021 – 10:40 (BST) | 11:40 (CET)

Rodolphe Bocquet, Qontigo’s Global Head of Sustainable Investment, will be joining a panel discussing about: “Will Intelligent ESG and sustainable investing become the new norm and could the pandemic be a turning point?”

Join the Qontigo Applied Research team as we review the key drivers of risk in the previous quarter and draw insights into what might be in store for investors in the next quarter. We will decompose market risk for equities, fixed income, and multi-asset class markets using Qontigo’s fundamental multi-factor risk models, and take a look at how they have shaped investor sentiment in the previous three months. Our goal will be to identify which risks paid-off, which ones didn’t and if investors are changing their minds about what has been working for them in the recent past versus what they believe will work for them in the near future.

After a tumultuous 2020, one might have hoped that the volatility rollercoaster would have ended, or at least slowed down. Instead, the ride has continued into the first quarter of 2021, with substantial sector and style reversals connected to expectations for higher interest rates and inflation, views that we have not seen in quite some time. In this webinar, we will discuss market volatility and its drivers, drill down into factor performance and analyze other aspects of the market environment through a risk-focused lens.

March 17, 2021    3:00 p.m. (GMT) | 11:00 a.m. (ET)

Spread and rate term structures are one of the cornerstones of fixed income analytics, with applications in pricing, performance, risk, and investment strategy. However, the construction of these term structures, particularly issuer spread term structures, is very challenging for a variety of reasons.

In this webinar, David Antonio will present a top 10 rundown of these challenges and the solutions designed to address them, including outlier detection and removal, technology used for speed, and how to fit a curve with just one bond.

News & research

Portfolio Risk Management

Qontigo Insight Q1 2021 Risk Review: Internal Rotation While Markets Maintained a Steady Upward Path and Risks Diverged

In Q1, most markets continued to build on the gains achieved in 2020, while risk changes were mixed across regions.


Eurex to Introduce Micro Futures on EURO STOXX 50 and DAX Indices

The new listings respond to a global demand trend: smaller contract values offer a larger number of investors efficient access to the liquid derivatives market and enable more accurate hedging and trading strategies.

Portfolio Risk Management

Multi-Asset Class Risk Monitor Highlights | Week Ended April 9, 2021

Treasury yields hold steady, as Fed reassures markets; High-yield bonds outperform, as share prices rise; Decreased cross-asset diversification offsets lower equity risk.

Portfolio Risk Management

Equity Risk Monitor Highlights | Week Ended April 8, 2021

Global country and style risk remain elevated; Asset diversification plunges in the US; Turkish lira’s risk surges.

Portfolio Risk Management

Qontigo ROOF™ Score Highlights: Week of April 12, 2021

US markets seem in Déjà vu mode with sentiment following a similar pattern of recovery. European investor sentiment leads other regions to the top of the neutral zone. Global and Asia ex-Japan investor sentiment recovery settles in the Neutral zone.

Portfolio Risk Management

Leveraging Sentiment to Boost Performance in a Rotation Scenario

The first quarter of 2021 provides an excellent opportunity to see how investor sentiment—as measured by the Sector ROOF ratio—can be leveraged in a market under a rotation scenario.

Portfolio Risk Management

To Hedge or Not to Hedge: Using a stress test to answer the question

Foreign-exchange rates can be very volatile. Investors looking to bet on markets outside their own base currency must decide whether to embrace or mitigate the additional risk. In this paper, we propose a stress-testing framework that can help investors with the decision whether “to hedge or not to hedge”, given their assumptions on expected returns and cross-asset correlations.

Index / ETFs

Dispersion Trading in Focus: Q&A with Optiver and Ellipsis AM

Dispersion trading caught the attention of many in 2020 amid a marked divergence between different types of stocks (‘work-from-home’ vs. ‘reopening’ businesses) and factors (growth vs. value). We caught up with experienced market participants at Optiver and Ellipsis AM to find out more about how best to trade and exploit such market backdrops.


Axioma is the most sophisticated suite of quantitative risk analytics and portfolio-construction tools available.

We partner with clients to create solutions that adapt to their unique needs, powered by best-of-breed APIs and cloud-native technology.


Our STOXX and DAX indices stand for quality, transparency and customization.

We have earned our reputation as the leading provider of European tradable indices thanks to an unsurpassed technology foundation.

Get Started

Realize new investment strategies and generate alpha in today’s changing investment landscape.

Request Info

Stay in touch

Sign up to receive Qontigo’s news, research, and event invitations directly to your inbox.


Get social

Connect with us on social media for the latest news and exciting announcements.