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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.
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
November 16, 2020 – 4:00 p.m (GMT) | 11:00 a.m. (ET)
Whether you are a multi-strategy hedge fund or asset manager running absolute return strategies, your firm’s risk needs are many – from monitoring risk across numerous portfolio managers using different reporting tools to lack of control and flexibility over your risk measurements.
November 19, 2020 – 3.00 p.m. (CET) | 9.00 a.m. (ET)
The availability of listed and centrally cleared ESG derivatives allows investors to manage and hedge ESG portfolios in an efficient and principles-compliant way while ensuring liquidity on-screen and lower trading costs.
November 12, 2020 – 4:00 p.m. (GMT) | 11:00 a.m. (ET)
Qontigo has developed granular and factor-based fixed income risk models based on a rich set of robust, issuer-specific credit spread term structures and a proprietary issuer-classification algorithm.
October 28, 2020
In this webinar we will use the Axioma Factor-based Fixed Income Risk Model and our suite of fundamental equity factor risk models to dissect the impact of policy responses to the Covid-19 pandemic on investors, and analyze their preferences and expectations. We will then use these insights to infer what lies ahead for markets in Q4 2020 and beyond.
Partner Webinar: Omega Point’s Best Practices in Hedging: Simulation and Testing of Your Hedging Strategies
October 13, 2020
With sky-high market uncertainty forcing practitioners to reexamine their risk management practices, Omega Point’s ‘Best Practices in Hedging’ webinar series is designed to help investment management organizations better equip themselves to meet today’s increasingly complex market challenges head-on.
October 7, 2020
Equity markets may have largely recovered in the third quarter, but our analysis shows that volatility remains elevated in many of the underlying components of risk. In this webinar we will do a deep dive into those elements that define and are driving the current risk environment.
News & research
ETF Indices in Focus 2020
Indices underpin all investment whether in their role as benchmarks, performance measurers or the framework on which all index investing is based. Read ETF Express’s Index Report to find out latest research and views on this most fundamental of sectors.
Climate Transition Risk – The Market Impact You Get for the Climate Impact You Had
Ahead of the Qontigo Summit, Olivier d’Assier analyzes the cost of adapting a portfolio to meet global warming targets using a STOXX Paris-Aligned Benchmark index. The results show that an early but gradual transition can dramatically reduce the market impact and transaction costs.
Qontigo Named Category Winner for Portfolio and Factor Modeling by Chartis Research for Second Year Running
Qontigo has been named as the category winner for portfolio and factor modeling by Chartis Research in their RiskTech100® rankings for the second consecutive year. Qontigo also placed 18th in the overall analysis of the “world’s major players in risk and compliance technology.”
Qontigo ROOF™ Score Highlights: Week of November 30, 2020
Sentiment continued to improve for a third consecutive week in all markets we track except the UK and Japan. The inflection point for sentiment was provided at the start of the month with several positive vaccine-related news and has continued to act as a deflator for risk aversion and a reflator for risk tolerance.
Equity Risk Monitor Highlights | Week Ended November 27, 2020
Global ex-US markets reach new YTD highs on vaccine news and start of Biden transition; Japan reaches 30-year high on vaccine news and Size factor returns shoot up; European investors react positively to vaccine news and start their rotation trade.
New DAX Index Rules to Strengthen Qualification Criteria, Adopt International Standards
Methodology changes seek to raise quality of component companies and simplify selection criteria. Flagship DAX Index will grow to 40 constituents from 30 as of September 2021.
Three Japan-Focused Notes Tracking STOXX Indices Listed by Mitsubishi Securities
The underlying indices show a varied range of strategies and investment approaches that were devised amid growing demand in the Asian country.
Three Japan-Focused STOXX Indices Licensed to Mitsubishi Securities
Qontigo has licensed three indices to Mitsubishi UFJ Morgan Stanley Securities Co., Ltd., which underlie respective exchange-traded notes (ETNs) listed on the Tokyo Stock Exchange today. All three indices have a Japan focus: iSTOXX® MUTB Japan Empowering Women 30, iSTOXX® MUTB Japan ESG 30 and iSTOXX® MUTB Japan Market Share Leaders.
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.
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