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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
May 18, 2022 | 10am U.S. EDT / 3pm U.K. BST
The ability to analyze risk and performance across a broad portfolio of equities, fixed income, FX and commodities is critical for firms managing complex multi-asset class (MAC) investment products.
Wednesday, May 25, 2022
Sean Smith and Axel Lomholt will discuss index trends and product innovations at the Derivatives Forum Frankfurt 2022.
Join the Qontigo Applied Research Team for a review of Q1 2022 and an analysis of the key drivers of market volatility during that period. In this webinar, we will decompose the sources of risk that affected markets in the previous quarter to uncover insights on their impact on portfolios and discuss ways investors can use this information in their investment process. We will also look at cross-asset class risk and identify any changes in major relationships by risk type which could affect multi-asset class portfolios. Finally, we will review the state of investor sentiment using Qontigo’s ROOF Scores to assess the likelihood of near-term market movements.
This quarter, we will put special focus on the impact the situation in Ukraine has had on equity markets. A representative from Eurex will join us to discuss how global derivatives markets have reacted.
April 26, 2022
Macro-economic risks are larger than they appear in the factor risk lens
Fundamental managers often make stock selections and weighting decisions based on an economic outlook. Factor-based managers, in contrast, are more likely to follow a purely bottom-up approach, where the goal of the process is to maximize exposure to one or more styles. Yet they often end up with significant economic exposures as a result of the correlation between style factor and economic variables. In this session, we will use a macroeconomic model to evaluate exposures for style-based portfolios, as well as illustrate how fundamental managers can ensure their top-down views are reflected in their portfolios.
May 17-19, 2022
Qontigo are sponsoring this years virtual event where over three days, Alpha Summit GLOBAL will deliver the one-of-kind experience that only CFA Institute can—with content sessions focusing on the investment industry’s biggest challenges and most compelling trends. Unique access to industry luminaries and thought leaders will provide insights on five main themes. This dynamic experience will connect you with the content you need to know, as – together – we set our vision on shaping the future of our profession – our industry – our lives.
April 18-20, 2022
Qontigo are sponsoring this years Pension Bridge Annual event where top investment experts will share their influential insights on how to invest for outperformance while positioning defensively.
News & research
Ever more sophisticated data fueling rise in thematic index strategies, panel tells Qontigo summit
The Qontigo Investment Intelligence Summit held on May 5 was the stage for a discussion around index-based thematic investing. Two industry experts — from BlackRock and Qontigo — explained why assets are flowing into thematics and why the strategies can best target the upside of a world undergoing structural change.
Video: Kaylash Patel speaks about Qontigo’s sustainability offering and the role data plays
In a recent three-minute interview conducted at the Sustainable Investment Forum Europe, Kaylash Patel speaks about the role external sustainability data plays in the portfolio construction process.
Multi-Asset Class Risk Monitor | Week Ended May 13, 2022
Abating US inflation pushes yields lower; Credit spreads soar as US stock market extends its losing streak; Surging equity volatility boosts portfolio risk.
Equity Risk Monitor Highlights | Week Ended 12 May 2022
The US becomes the biggest loser and riskiest so far in 2022; Global risk appetites continue to fall; Asset dispersion widens worldwide.
Risk-based or Brinson attribution? Details matter when it comes to measuring performance
The devil is in the details when it comes to performance attribution. Here we explain the differences between risk-based vs. Brinson attribution and how using equity risk models can help you understand your drivers of portfolio risk and return.
Climate Transition Indices – A risk profile analysis
A new Qontigo whitepaper analyzes the risk characteristics and factor exposures of the STOXX Willis Towers Watson Climate Transition Indices (CTIs). The study helps investors understand the implications of a portfolio that is aligned with the goals of the Paris Agreement and that manages the risks and opportunities from moving to a low-carbon economy.
Holding the world in your portfolio and considering climate transition risks
The STOXX WTW Climate Transition Indices are a new approach to managing climate risk that offer investors a systematic and transparent way to incorporate climate transition risk into their investment decisions.
Multi-Asset Class Risk Monitor Highlights | Week Ended May 6, 2022
Treasury curve steepens as Fed discounts ‘jumbo’ hike; Stagflation fears weigh on pound; Continued stock-bond sell-off offsets lower equity and FX volatility
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