News & Research
Most Recent News & Research

Index | Benchmarks
Together in ’22: Qontigo Investment Intelligence Summit returns to London, New York
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 […]

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.

Analytics | Portfolio Risk Management
Video: Ukraine invasion sends shockwaves across financial markets
Melissa Brown, Qontigo’s Head of Applied Research, discusses the impact of the Ukraine conflict on markets, sectors and volatility.

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.

Investor sentiment in 2021 can be summed-up in one word: “concerned”. Generally speaking, investors know there are only a handful of events that can spark a turning point in a market cycle — and in 2021 most expected tapering to be one of them.

Analytics | Portfolio Risk Management
Qontigo’s Global Multi-Asset Class Risk Model + Optimizer = A power duo for fixed income benchmark tracking
When the Axioma Global Multi-Asset Class Risk Model (AXGMM) is combined with the industry-leading Axioma Portfolio Optimizer, the ability to track, tilt and hedge multi-asset class portfolios is exceptional. But its prowess in handling fixed income portfolios on their own should not be overlooked.

Analytics | Portfolio Risk Management
How deflated investor sentiment knocked the wind out of the market in Q3
The mood of investors in Q3 2021 was decidedly undecided—and increasingly skeptical. Questions about the strength of the economic recovery, persistent inflationary pressures, the world’s ability to overcome the pandemic, and the timing of any tapering efforts by major central banks kept sentiment on the negative side of the neutral zone.

Analytics | Portfolio Construction
German Bund Yields Could Rise After the Election, But That May Not Be a Bad Thing
The votes from Germany’s federal election have been counted, but the result was far from decisive. We may be weeks, or even months, away from knowing who will succeed Angela Merkel as the next chancellor.

Index | Index / ETFs
Qontigo’s Seegopaul and Gu: ‘iSTOXX APG Responsible Investment Indices Designed for New Era of Sustainability’
The iSTOXX APG World Responsible Investment Indices were designed to ‘layer in’ various sustainability filters in order to measure the effect on risk and returns of each individual ESG criteria on a developed-markets global equities portfolio. Hamish Seegopaul and Yurong Gu explain how the new indices came about and discuss the value of the collaboration with the Netherlands’ APG and with BlackRock.

Index | Index / ETFs
APG’s Van Dijk: iSTOXX APG World RI Indices Bring Rules-Based Index Solution to Active Investment Framework
Ronald van Dijk, Deputy CIO at APG Asset Management, discusses how the recently launched iSTOXX APG World Responsible Investment Indices help pension funds and other investors incorporate different layers of sustainability ambitions on portfolios in an innovative, flexible and transparent way.

We work closely with Omega Point – a provider of advanced portfolio intelligence solutions – to help fundamental managers make winning investment decisions

Over time, market-moving events generate either more need or want for portfolio rebalancing. Using each metric’s contribution to the overall market ROOF scores, we can track the motivational nature of the aggregate market move each day (i.e., are they driven by want or need?).