News & Research

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.

In a new research paper, we showcase how a portfolio manager can replicate fixed income indices using the Axioma Portfolio Optimizer and the new Axioma Credit Factor Model to create optimal US high- yield portfolios. In the workflow, we replicate a US high yield index with liquid bonds and a set of derivatives and test the solution from a risk perspective. The end goal is to create a set of portfolios that is more cost efficient, as (or more) liquid and as diversified as the index.  

As part of the recently announced partnership between CEPRES and Qontigo, we are developing a suite of factor risk models that provide broad coverage of the private market space in Axioma Risk.

The ROOF methodology can capture the ‘sentiment’ of a portfolio relative to its benchmark. We run ROOF scores to determine the risk appetite of investors holding four portfolios aligned with respective Sustainable Development Goals.

Direct Indexing has exploded in popularity and more financial advisors are incorporating it into client portfolios than ever before. Increased adoption, advances in technology and appreciation for the tax benefits of Direct Indexing will likely continue to accelerate its rapid growth. How will this impact the advisors’ perception and use of ETFs going forward? Qontigo’s Rob Reina, and other expert panelists addressed the pros and cons of each when constructing portfolios for your clients and offer in-depth analysis on their most appropriate applications.

Many investors want to incorporate Sustainable Development Goals in their portfolios. This blog shows that it is possible to create a portfolio that significantly improves the exposure to SDGs without taking on too much active risk.

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 […]

For years, factor investing has demonstrated its potential to outperform the general market.

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.

Dutch pension fund Pensioenfonds PGB is one of the subscribers to the Sustainable Development Investment Asset Owner Platform. The data, backed by some of the largest asset owners in the world, creates a standard for investing in the UN Sustainable Development Goals.

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.