Portfolio Construction

The STOXX WTW Climate Transition Indices are a new approach to managing climate risk that offer investors a systematic and transparent way to incorporate climate transition risk into their investment decisions.

After two years of virtual gatherings, I’m thrilled to announce that the flagship Qontigo Investment Intelligence Summit will return in person this May. This year’s Summit, which we have called ‘Together in ’22,’ will take place in London on May 5 and in New York on May 19. The two events will offer insights on some of the most important […]

Most markets fell in Q1, although commodity-dependent indices such as Canada did eke out small gains. Risk was up across the board and is higher than it was a year ago in most indices. US SH risk is in the 87th percentile relative to history.

Amid rising inflation worries and expectations of additional interest rate hikes by the Federal Reserve, U.S. Treasuries have undergone a huge sell-off in recent weeks with no signs of reduced pressure ahead — but sources said there’s still an important place for the embattled bonds in institutional portfolios

The Russian invasion of Ukraine spooked equity investors around the world, but losses were not distributed equally across all sectors, with some industries even exhibiting positive returns. This opens up opportunities for more focused strategies such as thematic investing.

As the outlook for Technology stocks appears uncertain, we look at the risk-management benefits for Korean investors of adding a little DAX exposure to a KOSPI portfolio.

Melissa Brown, Qontigo’s Head of Applied Research, discusses the impact of the Ukraine conflict on markets, sectors and volatility.

Charles River Development, a State Street Company, announced the launch of Tailored Portfolio Solutions, an offering that enables both wealth managers and asset managers to provide high-value, fully customized portfolios at scale.

Portfolio customization: Have you ever heard of it? If you’re a wealth manager, the answer is probably ‘yes’. But trying to keep up with investor demand to incorporate individual preferences across hundreds, if not thousands, of portfolios cost-efficiently, is a tall order requiring the right underlying technology and support across your organization.

Another tech bubble may be about to burst, triggering a US recession. There are multiple similarities between the current tech bubble and the dot-com bubble. This time, however, the Fed cannot leverage interest-rate cuts to put the brakes on a market decline, due to the current record-high inflation combined with low interest rates.

Qontigo has introduced a trading horizon view (“Trading Model”) for the Axioma US Equity Factor Risk Model, currently available in a short-horizon, medium-horizon, statistical and fundamental variants.

Christoph Schon, Senior Principal of Applied Research at Qontigo, discusses the outlook for the treasury market in 2022.