News & Research

The devil is in the details when it comes to performance attribution. Here we explain the differences between risk-based vs. Brinson attribution and how using equity risk models can help you understand your drivers of portfolio risk and return.

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

In this video, we give an overview of what a financial portfolio optimizer does, how it works and some of the ways you can set up – and solve – your optimization problem.

Our top 10 takeaways looking at the effects of the Russia-Ukraine crisis on developed vs. emerging equity markets in charts.

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

Our top 10 takeaways looking at the effects of the Russia-Ukraine crisis on the equity markets in charts.

The deadline for the SEC 18f-4 Derivatives Rule is right around the corner. Are you prepared?

Market makers and authorized participants (“APs”) in the primary market for ETF shares often need to hedge exposure to shares of ETFs that they must stand ready to convert into the underlying stocks in a “redeem” trade, or to shares of the underlying they must assemble in a “create” trade. When they deliver/accept the ETF shares to the fund sponsor, they will unwind this hedge. 

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.

January 2022 saw one of the highest levels of market volatility since the COVID-19 crash of March 2020. During those 20 trading days in January, the STOXX® USA 500 Index fell by almost 6%. Looking back, a key question for investors is: did we overlook any hints of what was coming and, had we an inkling, what might we have done about it?

The collapse of technology stocks this past month may signal the end of another tech bubble, similar to the bursting of the dot-com bubble. In search of some insights, we compared the conditions that led to the formation of both the current technology bubble (2016-2021) and the dot-com bubble (1995-2001).

In our latest whitepaper, ‘Hands-on reverse stress testing’, we provide a practical guide to do just this by leveraging our enterprise management platform Axioma Risk, used to extract portfolio historical simulation data and factor returns.