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Market makers and authorized participants (“APs”) in the primary market for ETF shares often need to hedge exposure to shares of ETFs that they must stand ready to convert into the underlying stocks in a “redeem” trade, or to shares of the underlying they must assemble in a “create” trade. When they deliver/accept the ETF shares to the fund sponsor, they will unwind this hedge. 
In this webinar, Christoph Schon, CFA, will demonstrate how a stress-testing framework can be used to support the decision whether to hedge one’s currency exposure when investing abroad, depending on expected returns and cross-asset correlations.
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.
Statistical analysis and probability theory have long focused on the problem of trying to detect turning points in financial markets.
Join Olivier d'Assier in this webinar, where he will look at how investors have navigated this environment in the last three months and for a look-ahead to what the next three month might have in store for them.
Despite all the uncertainty surrounding key macro inputs, as well as a volatile geopolitical environment, the STOXX US Index is up more than 18% year to date in line with other major US large-cap indices. And quite notably, market volatility, as measured by the various time horizons in our risk models and VIX, has been steadily declining.
The intense dissonance between rising markets and falling investor sentiment over the past month eased last week in Asia ex-Japan, Australia, China, Global Emerging Markets, Japan and the US through a little give-and-take from both sides.
A panel at the annual conference organized by the derivatives exchange, held last week, discussed the drivers behind the boom in thematic investing. As thematic ETFs continue to lure inflows, demand will also move on to listed derivatives, the experts said.
Qontigo is sponsoring this year's Global EQD, the eighth annual volatility, multi-asset and systematic investing forum, returns to The Wynn, Las Vegas in May 2023.
As global inflationary pressures continue to ease, traders are starting to scale back their interest rate expectations, seemingly defying warnings from central bank officials not to expect a ‘pivot’ in monetary policy this year.
In this webinar, FlexTrade and Qontigo to learn how the Axioma Equity Factor Risk Model integration framework puts real-time factor analytics at portfolio managers and traders' fingertips, enabling a streamlined workflow for instantaneous analysis and modeling within the FlexONE OEMS.
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