Optimize investment impact with Qontigo’s innovative index, analytics and risk solutions

In this webinar we will analyze recent market events through the lens of our fundamental factor risk models to identify key drivers of risk and return in global markets. Additionally, we will look at how investor sentiment has changed during this past quarter, where it is now, and how it is affecting portfolio construction for investors in light of the macroeconomic and geopolitical uncertainties. We will present insights from multiple sources; volatility, factors, sentiment, and the derivatives market.

In this webinar, we will showcase how the Axioma Credit Spread Factor Risk Model supports hedging through duration, DTS, term structure and CDS. We will also build hedged portfolios and assess performance attribution.

In this webinar we will review a flexible approach to measure the risk profile of a credit portfolio and understand the true sources of risk. We will perform robust scenario analysis to analyze how a credit portfolio is likely to perform relative to its performance benchmarks and key peers.

In this webinar we will examine an index replication use case and compare characteristics matching strategies versus risk model-based optimization strategies. We will also review the resulting tracking error and stress test the replicated portfolios.

October 19 – 20, 2022

INVESTOR SENTIMENT-A source of systematic return?

IS INVESTOR SENTIMENT A SOURCE OF SYSTEMATIC RETURN & CAN INVESTORS HARVEST IT?
Investor sentiment matters. Sentiment implies transience, but it is a mistake to conclude that because its influence on investor behaviour is transient it is also trivial.

October 6, 2022

With rates rising, inflation remaining stubbornly high, stocks backtracking and correlations rising, it has been a difficult quarter for managing portfolio risk. Please join us for our quarterly Insight webinar, in which we will discuss these issues and others, to shed some light on the environment of heightened volatility during the third quarter.