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May 12, 2021 – 4:00 p.m. (BST) | 11:00 a.m. (ET)
A rise in inflation expectations above the Federal Reserve’s 2% target in the first quarter of 2021 triggered a sudden surge in long-term Treasury yields, which had been trading in relatively narrow ranges for most of 2020. It also led equity investors to re-evaluate their interest rate expectations, resulting in (temporary) halt of the spectacular stock market recovery. The dollar also began to strengthen once more on the prospect of higher rates and a widening economic growth differential with the rest of the world. Join Christoph Schon in this webinar to hear how these changes in cross-asset interactions affected the risk of global multi-asset class portfolios.
May 19, 2021 – 4:00 p.m. (BST) | 11:00 a.m. (ET)
Foreign exchange rates can be very volatile, and investors looking to bet on markets outside their own base currency need to decide whether to embrace or mitigate the additional risk. Depending on the correlations with other asset classes, FX rate fluctuations can either amplify, dampen, or potentially even reverse local-market returns. Using FX forwards or options can eliminate part of the uncertainty, but they can also limit the potential upside from a foreign currency appreciation perspective.
April 20, 2021 – 10:40 (BST) | 11:40 (CET)
Rodolphe Bocquet, Qontigo’s Global Head of Sustainable Investment, will be joining a panel discussing about: “Will Intelligent ESG and sustainable investing become the new norm and could the pandemic be a turning point?”
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.
After a tumultuous 2020, one might have hoped that the volatility rollercoaster would have ended, or at least slowed down. Instead, the ride has continued into the first quarter of 2021, with substantial sector and style reversals connected to expectations for higher interest rates and inflation, views that we have not seen in quite some time. In this webinar, we will discuss market volatility and its drivers, drill down into factor performance and analyze other aspects of the market environment through a risk-focused lens.
March 17, 2021 3:00 p.m. (GMT) | 11:00 a.m. (ET)
Spread and rate term structures are one of the cornerstones of fixed income analytics, with applications in pricing, performance, risk, and investment strategy. However, the construction of these term structures, particularly issuer spread term structures, is very challenging for a variety of reasons.
In this webinar, David Antonio will present a top 10 rundown of these challenges and the solutions designed to address them, including outlier detection and removal, technology used for speed, and how to fit a curve with just one bond.
News & research
Four Reasons why Value Investing works in Fixed Income
Much has been written about the spectacular comeback of Value stocks. But has this also been reflected in the credit market? The steep rise of the Value factor from the Axioma Factor-based Fixed Income Risk Model over the past 14 months seems to suggest that the answer is yes.
Multi-Asset Class Risk Monitor Highlights | Week Ended April 16, 2021
US Treasury yields plummet, despite rising share prices and stronger inflation; Eurozone yields lifted by new supply; Portfolio risk increases, as stocks and bonds ascend in tandem.
In the (Almost) Post-Pandemic World, Who Gives a FAANG?
The FAANGs (Facebook, Amazon, Apple, Netflix, and Google) were the market darlings of the COVID-19 Pandemic, attaining almost cult-like status with investors in 2020. Only Microsoft and Tesla came close to winning such adulation.
After years of dateless Saturday nights, Value finally goes to the prom. But will it become Prom King?
After experiencing a period of steadily rising returns from 1982 through 2006, investing in “cheap” stocks has been out of favor since 2007. Granted, a few good quarters for the Value factor have popped up every now and again, but so have strings of poor performance, yielding a return of roughly 0% over the 13-year period ended September 2020.
Equity Risk Monitor Highlights | Week Ended April 15, 2021
Upswing in Energy, Financials, Real Estate and Utilities strengthens Value and Dividend Yield; Correlations tank in both global and emerging markets; Chinese stocks buck the global trend, continuing to fall.
Qontigo ROOF™ Score Highlights: Week of April 19, 2021
US investor sentiment recovery stalls midway into the Neutral zone. European investor sentiment makes an attempt at regaining the bullish zone. Global and Asia ex-Japan investor sentiment recovery suffers from lack of confidence.
Qontigo Insight Q1 2021 Risk Review: Internal Rotation While Markets Maintained a Steady Upward Path and Risks Diverged
In Q1, most markets continued to build on the gains achieved in 2020, while risk changes were mixed across regions.
Eurex to Introduce Micro Futures on EURO STOXX 50 and DAX Indices
The new listings respond to a global demand trend: smaller contract values offer a larger number of investors efficient access to the liquid derivatives market and enable more accurate hedging and trading strategies.
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