Most Recent News & Research
Corporate | ESG and Climate
Clarity AI Raises $15m to Fuel Expansion of Platform That Empowers Investors to Manage the Societal Impact of Their Portfolios
Clarity AI announced today that it has closed a USD $15 million funding round led by Deutsche Börse AG and co-investor Mundi Ventures.
A total of 11 currency pairs are being added to the FX suite, increasing the possibilities for investors.
On Wednesday, Qontigo’s global index provider STOXX Ltd. announced an unscheduled change to the SDAX index.
Analytics | Portfolio Construction
Multi-Asset Class Risk Monitor Highlights | Week Ended October 23, 2020
Treasury yields surge further, lifted by stimulus hopes; Pound strengthens over Brexit progress; Portfolio risk drops, as equity volatility and exchange-rate interaction fall.
Europe lags in risk—and also returns; US Real Estate still in the red, despite upbeat housing data; Worldwide Profitability diverges from other style factors.
Sentiment continued to weaken across all markets we track, except the UK. Elsewhere, the Sector ROOF for the US market broke below the neutral zone into bearish territory (<-0.5) for the first time since April.
The EURO STOXX 50 Realized Dispersion Index allows investors to take a view on market dispersion and correlation.
Qontigo has licensed the DAX® 50 ESG Index to Württembergische Lebensversicherung as a benchmark for an actively managed fund.
Investors can now gain exposure to the German ESG benchmark through a mutual fund, an exchange-traded fund and investment certificates.
Analytics | Portfolio Risk Management
Bonds have style, too: A new model for capturing fixed-income risk premia…and much more
Style-factor risk premia have been well-documented (and harvested) in the equity world for decades but have proven far more elusive for bonds. The new Axioma Factor-based Fixed Income Model (FFIM) demonstrates that style factors not only do exist in credit, but that they also carry discernible risk premia, which, in turn, can be utilized for systematic, smart-beta investing.
Analytics | ESG and Climate
Partnerships for the Goals: The SDI Asset Owner Platform makes it easier to invest in the SDGs
“The SDI AOP is a huge step forward by creating a set of easy-to-use and cost- efficient data – as opposed to a piece of required software – that can be incorporated into existing tools for investment decisions and reporting,” explains Ian Webster, Senior Managing Director at Qontigo.
Index | ESG and Climate
More Funds’ Levy: Israel’s First Low Carbon ETF Offers Exposure to Europe and Climate Champions
Eli levy, co-chief executive officer of More Investment House, talks to us about a new ETF tracking the STOXX Europe 600 Low Carbon Index.
Upcoming Events
Examining Risk of a Multi-Strategy Hedge Fund Portfolio with a Factor and Stress Test Approach
Whether you are a multi-strategy hedge fund or asset manager running absolute return strategies, your firm’s risk needs are many – from monitoring risk across numerous portfolio managers using different reporting tools to lack of control and flexibility over your risk measurements.
The New Normal: Trading ESG Derivatives
The availability of listed and centrally cleared ESG derivatives allows investors to manage and hedge ESG portfolios in an efficient and principles-compliant way while ensuring liquidity on-screen and lower trading costs.
Qontigo Investment Intelligence Summit
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