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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
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.
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.
News & research
Qontigo Names Brian McArthur-Muscroft as Chief Financial Officer
Qontigo announced today the appointment of Brian McArthur-Muscroft as Chief Financial Officer. McArthur-Muscroft was formerly CFO of Micro Focus International plc, the British multinational software and information technology company, where he also served as a member of the board of directors since 2018.
Sentiment-Savvy Risk Takers Cashed In on a Chaotic Year
While taking risks by not wearing a mask offered zero upside in 2020, taking sentiment-savvy risks with your portfolio delivered bigtime. Using the Qontigo Sector ROOF Scores, we developed a methodology to construct Risk-On and Risk-Off variants of the STOXX USA 500 index portfolio.
Multi-Asset Class Risk Monitor Highlights | Week Ended January 8, 2021
Treasury yields surge ahead of expected fiscal stimulus; Regional sovereign bonds diverge on inflation outlook; Increased diversification mutes portfolio risk.
Equity Risk Monitor Highlights | Week Ended January 7, 2020
US stocks continue to rally in 2021; Growth keeps outperforming; Brazil—one of the hardest hit emerging markets.
Qontigo Summit Explores Climate Change Risk for Investors, Regulators
Climate change was at the center of Qontigo’s Investment Intelligence Summit last month, in the week of the fifth anniversary of the Paris Agreement, as investors and supervisors discussed the impact of a changing environment on financial markets.
Qontigo ROOF™ Score Highlights: Week of January 11, 2021
It is safe to assume that most educated Times-subscribing US investors were rather flummoxed by last week’s storming of the US Capitol by pro-Trump supporters – some seen wearing farm animal headgear about which the less speculation the better.
Stocks Cap Dramatic Year with December Gains
STOXX Global 1800 Index ends 16.9% higher in 2020 after rising 4.3% in December. Momentum stocks shone throughout the year, while Europe, Value and banking shares were left far behind.
Equity Risk Monitor Highlights | Week Ended December 31, 2020
Predicted risk remains high across the board; UK Equities among the biggest losers of 2020; Developed and Emerging Markets risk finish the year at parity.
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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