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The ongoing surge in US consumer prices remained at the top of investors’ minds in the second quarter of 2021, but persistent reassurances from the Federal Reserve meant that share prices kept rising to new highs, while bond markets once more benefitted from accommodative central-bank policies. The resulting co-movement of the two major asset classes led to reduced diversification opportunities, with the strengthening dollar and COVID-induced safe-haven flows providing only limited relief.
Join Christoph Schon in this webinar to hear how these changes in cross-asset interactions affected the risk of global multi-asset class portfolios.
Join the Qontigo Applied Research team as we review the key drivers of risk in the previous quarter and draw insights into what might be in store for investors in the next quarter. We will decompose market risk for equities, fixed income, and multi-asset class markets using Qontigo’s fundamental multi-factor risk models, and take a look at how they have shaped investor sentiment in the previous three months. Our goal will be to identify which risks paid-off, which ones didn’t and if investors are changing their minds about what has been working for them in the recent past versus what they believe will work for them in the near future.
June 30, 2021
Qontigo’s David Antonio joins Charles River product experts Shashi Mahadik and Jared Martin to discuss our partnership and ways that investment firms and asset owners can leverage the Axioma Factor-based Fixed Income Risk Model to gain clearer insights into the drivers impacting portfolio performance.
June 16, 2021
Rodolphe Bocquet, Qontigo’s Global Head of Sustainable Investment, will be joining a panel discussing about: “The next chapter of the Sustainable Finance Disclosures Regulation (SFDR) story…key outcomes for investment”
HEDGEWORK Webinar – Identifying Portfolio’s Exposures To Macroeconomic Risks With Macro Projection Models
July 6, 2021
The macroeconomy has dominated financial news for much of 2021, driven at least partly by the specter of rising inflation and corresponding back-up in long-term interest rates. But building macroeconomic risk models to quantify, and perhaps mitigate the impact is a daunting and sometimes unproductive pursuit.
Volatility has calmed considerably, compared with a year—and even six months—ago. Predicted market, currency, country, industry, and factor risks are almost all at the low ends of their 12-month ranges. In addition, many factors are behaving “as expected”, after having defied long-term expectations for a year or more. In this webinar, we delve into the current state of risk—as we attempt to determine if the “new normal” is, in fact, the “old normal”.
News & research
Multi-Asset Class Risk Monitor Highlights | Week Ended July 30, 2021
Economic worries continue to drive down bond yields; Bunds follow Treasuries higher despite surge in domestic inflation; Portfolio risk rises marginally, as higher bond contributions offset lower equity volatility.
Equity Risk Monitor Highlights | Week Ended July 29, 2021
All US sectors up despite GDP data; Risk surges in China as market drops; Momentum fares better in Emerging Markets.
Qontigo ROOF™ Score Highlights: Week of August 2, 2021
Investors remain trapped at the intersection of rising inflation and slowing economic growth – two worries that when combined at their extreme, makes them think of stagflation. And while no-one is using the s-word yet, this lack of clarity continues to negatively affect the collective unconscious.
Cloud native vs. cloud hosted: The differences are big…and they matter
In the updated blog post, we answer some of the most frequently asked questions about cloud technology.
Multi-Asset Class Risk Monitor Highlights | Week Ended July 23, 2021
Strong earnings and central-bank support lift European stocks and bonds alike; Dollar continues to strengthen, as stock market posts record high; Portfolio risk surges amid stock-market turbulence.
The US Market Has Been Strong, but Not Investor Sentiment. What Is that Telling Us?
While the US market has hit multiple record highs in 2021, investor sentiment thus far has been more negative than positive.
Equity Risk Monitor Highlights | Week Ended July 22, 2021
Spread between short-horizon statistical and fundamental forecasts widens in the US; Sector exposures to Momentum and Market Sensitivity have changed substantially this year; Market Sensitivity returns have reversed course.
Qontigo ROOF™ Score Highlights: Week of July 26, 2021
Investors remain worried that the combination of inflationary pressures and COVID-19 variants will cancel the happy ending for the economy that markets have been hoping for.
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