News & Research

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.

Qontigo has introduced a Carbon Emission Price factor within the Axioma Worldwide Macroeconomic Projection Equity Factor Risk Model (“Macro Projection Model”).

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.

In Q3, risk rose slightly in the US, somewhat more in Emerging Markets, Japan and Australia, and substantially in China and Asia ex-Japan.

We devised a series of co-branded indices that offer investors a spectrum of strategy tools and specific optionality, and gave our client flexibility, full support in index management, and the objectivity of a third-party index provider

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.

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.

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.

SimCorp, an independent provider of SaaS investment management solutions and trusted partner to the global buy side, today announces a new partnership with Qontigo, a leading provider of analytics and indices, and part of the Deutsche Börse Group.

Qontigo announced today the appointment of Mohan Verma as Senior Managing Director, Global Head of Business Development.

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

Melissa Brown, Qontigo’s Global Head of Applied Research, spoke with Hardika Singh of The Wall Street Journal about her outlook on the markets. According to Melissa, market rallies during low trading volumes of the summer months can be hard to maintain come fall when volumes typically increase.