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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
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.
German benchmark index DAX will be strengthened by additional qualification criteria and harmonization with international standards
Today, Qontigo’s global index provider STOXX Ltd., has published revised rules for the DAX Selection Indices (DAX, MDAX, SDAX and TecDAX). These rules will now be introduced successively.
Multi-Asset Class Risk Monitor Highlights | Week Ended November 20, 2020
Sovereign yields fall, as investors confront downside risks; Pound rises alongside UK share prices; Portfolio risk dips on lower equity risk.
Equity Risk Monitor Highlights | Week Ended November 19, 2020
US Small Caps soar on vaccine news; US Energy and Industrials strengthen; Investors push the risk envelope.
Qontigo ROOF™ Score Highlights: Week of November 23, 2020
Multiple positive news regarding potential vaccines has helped sentiment rebound off its previous week lows except in developed Europe and the UK, where it continues to worsen.
Unscheduled free float adjustment in MDAX
ZUG (November 20, 2020) – On Friday, Qontigo’s global index provider STOXX Ltd. announced an unscheduled change to the MDAX index. Due to the takeover of Metro AG (DE000BFB0019) by EP Global Commerce the free float of Metro AG changed by more than 10 percentage points. Deutsche Version According to the Guide to the DAX […]
Examining this Month’s Market Rotation through the STOXX Factor Indices
Returns since Nov. 9 show investors’ ideas about the economy have flipped, favoring Value stocks against the Momentum factor.
Axioma is the most sophisticated suite of quantitative risk analytics and portfolio-construction tools available.
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