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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.
Key indices
Current performance from featured STOXX and DAX indices
Style factor performance
Track performance of top 3 and bottom 3 factors for the Axioma World Wide Model (AXWW4) over the past 3 months
News & research
Stocks Continue Falling After Fed Hikes Rates Again
“That is a sign that — it’s really about the anticipated impact of the monetary tightening of long-term growth and inflation expectations,” said Christoph Schon, senior principal of applied research at Qontigo.
Multi-Asset Class Risk Monitor Highlights | Week Ended September 16, 2022
Inverted Treasury curve reflects worries about long-term monetary-policy costs; UK inflation eases…and so does the pound; Stock-market sell-off heightens portfolio risk.
Equity Risk Monitor Highlights | Week Ended September 16, 2022
Worst Day in 2 years leads to: Lower Volatility?(!); Sector and style exposures explain the discrepancy; The short-horizon model risk changes behave more as expected.
Higher interest rates will not save the pound—nor will a weaker currency prop up the UK stock market
Conventional wisdom has it that higher interest rates make a currency more attractive to foreign investors, whereas a weaker exchange rate can be good news for export-oriented economies. Neither is true for the United Kingdom right now.
How to construct high-yield index tracking portfolios
In a new research paper, we showcase how a portfolio manager can replicate fixed income indices using the Axioma Portfolio Optimizer and the new Axioma Credit Factor Model to create optimal US high- yield portfolios. In the workflow, we replicate a US high yield index with liquid bonds and a set of derivatives and test the solution from a risk perspective. The end goal is to create a set of portfolios that is more cost efficient, as (or more) liquid and as diversified as the index.
Portfolio construction in practice: Tracking a high-yield index
In this research paper, we showcase how a portfolio manager can replicate fixed income indices using the Axioma Portfolio Optimizer and the Axioma Credit Spread Factor Risk Model. We replicate a US high yield index with liquid bonds and a set of derivatives and test the solution from a risk perspective. The end goal is to create a set of portfolios that is more cost efficient, as (or more) liquid and as diversified as the index.
Equity Risk Monitor Highlights | Week Ended September 9, 2022
Most markets remain below the red line so far in 2022; Defensive sectors prevail; Global trading volume nears 3-year low.
Multi-Asset Class Risk Monitor Highlights | Week Ended September 9, 2022
UK rescue package inflates Gilt yields; Euro recovers after ‘jumbo’ ECB rate hike; Weaker cross-asset correlation reduces portfolio risk.
Analytics
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Index
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.
