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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
Responsible Investor Webinar: Taking temperature for 2021: Investment solutions for challenging climate change
This webinar will focus on how investors can handle – and build on – this momentum to enhance their strategies and further help combat climate change in 2021.
January 20, 2020 – 4:00 p.m. (GMT) | 11:00 a.m. (ET)
Style-factor risk premia have been well-documented (and harvested) in the equity world for decades, but they have proven a lot more elusive for bonds. In this webinar, Christoph Schon will demonstrate how a robust, issuer credit curve-based framework can be used to identify style factors – such as (low) beta, value, and momentum –all of which carry discernible premia. He will examine each factor in detail and provide an intuitive explanation behind their respective performances.
January 12, 2020 – 4:00 p.m. (GMT) | 11:00 a.m. (ET)
The COVID crisis. Brexit fears. The US presidential election. And more…
The result? 2020 saw soaring—and then plunging—benchmark risk. A waxing and waning dominance of FAANG stocks. Abrupt and unexpected changes in active risk. And disappointing factor performance. While markets calmed by Q4, the underlying dynamics did not.
In this webinar, we take a deep analytical dive into what happened to risk and its components this year, providing illuminating insights into the enormous impact these issues had on investors.
December 17, 2020 – 4:00 p.m. (GMT) | 11:00 a.m. (ET)
The unique challenges in 2020 – on our health, mobility, economies, etc., accompanied by election uncertainties, Brexit and other events – had wide-ranging impact on equity markets. Volatility skyrocketed and then fell back to earth and correlations between risk factors changed substantially, making portfolio risk management unusually difficult and active performance challenging. In this webinar we discussed the themes and trends of the year, with the goal of explaining the risk environment in which we were all investing.
Join Qontigo, CRD and F2 Strategy to discuss market dynamics driving portfolio customization and new ways that technology and data integration are being used at scale for both mass affluent and complex HNW portfolios.
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.
News & research
Qontigo ROOF™ Score Highlights: Week of January 25, 2021
The absence of clear economic and immunization success stories globally, has turned investors into hypochondriacs, debating who’s feeling bullish and who’s not and who’s not now but was a few weeks ago or isn’t bearish yet but thinks they might be soon, etc..
The Greater Fool: Central Banks Step into the Role
In capital markets investing, the greater fool theory1 states that an investor buying a risk asset, no matter its current valuation, can always find a “greater fool” to buy it later at a higher price. The theory rests on the subjectivity of valuations and the fact that beauty (the attractiveness of the investment) is always […]
Qontigo Joins Swiss Sustainable Finance
SSF promotes the sustainable development of finance as a conduit for a safe and positive-impact world.
Qontigo Insight™ Quarterly Risk Review Q4 2020
In a surprising turn of events, most equity markets finished 2020 with sizable gains—and the fourth quarter unquestionably did its part. Benchmark risk continued to slide in Q4—except for a blip in November—but still ended the year higher than where it started. Factor returns went wild in Q4 and many regions saw outsized returns for the year.
Equity Risk Monitor Highlights | Week Ended January 14, 2021
Risk appetites keep rising; Emerging markets industry risk at 12-month high; US market wobbles as risk remains relatively flat.
MDAX Turns 25
The index for German mid-sized stocks turns 25 today, in a year that sees important changes to its methodology.
Multi-Asset Class Risk Monitor Highlights | Week Ended January 15, 2021
Italian risk premium rises after cabinet resignations; Dollar strengthens on safe-haven flows; Portfolio risk falls, as share prices and exchange rates decouple.
Qontigo ROOF™ Score Highlights: Week of January 18, 2021
This week, sentiment in the US weakened further ahead of a potential reaping this coming Wednesday. But, as they did then when they chose to ignore those shenanigans two weeks ago, markets rose last week and seemed to refute investor sentiment by observing that their Propter Hoc isn’t even a Post Hoc (i.e., markets didn’t fall after the (first) violence).
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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