Portfolio Construction

This paper investigates the effectiveness of a proxy for the new SDI Innovation Outlook score in predicting equity returns and enabling the construction of outperforming portfolios.

Historical precedent suggests there’s an 80 percent chance that markets will continue to go up, according to Qontigo.

Markets recovered in Q4, and volatility fell for many, but predicted volatility ended the year in the top 15% of observations from the past 40 years in the US.

The Sustainable Development Investments Asset Owner Platform (SDI AOP) helps investors assess companies’ contributions to sustainability themes using the UN Sustainable Development Goals. The asset owner-led effort provides a robust SDG-alignment framework and data, and is already used worldwide by investors for implementation and tracking of sustainability strategies, and engagement with multiple stakeholders.

The lack of big earnings reports or economic data on Monday likely sharpened investors’ focus on economic fears and interest rates, according to Melissa Brown, Global Head of Applied Research at Qontigo in New York.

“It is not just what they did but what they said, and it certainly does seem like they are still worried about inflation and this is not going to be the end of the rate increases,” said Melissa Brown, Global Head of Applied Research at Qontigo in New York.

Limina Financial Systems and Qontigo today announced a strategic partnership to integrate Axioma Analytics solutions into Limina’s Investment Management System, Limina IMS.

“If it [the yield curve] were just mildly inverted, maybe you could make the case that the longer term economic outlook looks better than the shorter term, but given the magnitude of that inversion, I think that certainly tilts my opinion more towards a potential recession,” Melissa Brown, Qontigo Managing Director of Applied Research said Thursday in an interview with Investing.com’s Yasin Ebrahim.

Qontigo Managing Director of Applied Research Melissa Brown and Ryan Payne, Payne Capital Management President and ‘Payne Points of Wealth’ Podcast Host, sit down with Yahoo Finance Live to talk about stock and bond market trajectories, Fed rate hikes, and inflation.

Markets are currently moved by signs of an easing of China’s strict covid-zero policy, as well as the next moves by the US Fed – with which Chair Jerome Powell signalled a smaller interest hike for this month. How did markets perform in November? And what can we expect this month as we head to the end of the year? On Money in the Market, finance producer Hongbin Jeong speaks to Olivier d’Assier, Head of Applied Research, APAC, Qontigo to find out more.

Qontigo Head of APAC Applied Research, Olivier d’Assier, discusses investor sentiment and his latest market outlook with Yousef Gamal El-Din on “Bloomberg Daybreak Middle East.”

Qontigo, a leading provider of innovative risk, analytics, and index solutions, has partnered with Ortec Finance, a leading global provider of technology and solutions for risk and return management, to provide climate stress testing capabilities within Qontigo’s Axioma Risk for clients to assess climate risks in their portfolio.