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Most Recent News & Research
Analytics | Factor Investing
Qontigo and CEPRES partner to provide risk modeling solutions for private market assets
Qontigo has partnered with CEPRES, the leader in private market investment technology and data, to develop a suite of private market factor risk models for unique insights into private capital fund risk in multi-asset class portfolios.
Qontigo launched its first Worldwide Equity Linked Factor Risk Model, providing targeted factor exposures through a combination of the Axioma US, Developed Markets ex-US and Emerging Market Equity Factor Risk Models.
Analytics | Portfolio Construction
Qontigo Named Category Winner for Portfolio and Factor Modeling by Chartis Research for Second Year Running
Qontigo has been named as the category winner for portfolio and factor modeling by Chartis Research in their RiskTech100® rankings for the second consecutive year. Qontigo also placed 18th in the overall analysis of the “world’s major players in risk and compliance technology.”
Qontigo has announced the expansion of the STOXX Factor Index suite to include a family of ESG-screened indices.
Analytics | Index | Factor Investing
Qontigo Combines Index And Analytics Expertise In STOXX Factor Indices
Qontigo has launched the STOXX Factor Index suite, bringing together the powerful indexing and analytics capabilities of Qontigo.
