News & Research

We sat down with Olivier d’Assier, Head of Applied Research for APAC, to discuss the development of Qontigo’s ROOF Scores and how these scores can be leveraged to drive enhanced portfolio performance.

Share prices and sovereign yields fall, as Omicron variant triggers flight to safety; Sliding stocks and COVID concerns boost credit-risk premia; FX effect makes non-USD assets seem more correlated.

US investors play defense ahead of the holidays; Emerging market investors not compensated for higher risk; Turkish lira plunges on rising regulatory risk.

Investor sentiment ended the week at its low, with developed Europe and developed world investor sentiment narrowly avoiding a return to the bearish zone.

Siepe shares its view on the partnership, the significance of the solution, and the key trends it is helping to address among its hedge fund, asset management and asset owner clients.

Europe toughens COVID restrictions, spurring safe-haven flows; Euro continues to drop as monetary policies diverge; Safe-haven flows drive down portfolio risk.

Investors shunning dividend yield; European trading declines amid new COVID restrictions; US dollar strengthens.

Sentiment among developed-markets investors continued its timid recovery from bearish to neutral last week, with Japanese investors attempting a solo ascent on the bullish zone.

In this post we employed a “fact-finding” approach to examine the issue of how much exposure to a single SDG a portfolio can potentially achieve, and how that exposure is related to active risk. For this analysis we used the Axioma Worldwide Fundamental Equity Factor Risk Model – Medium-Horizon and the SDG contribution from the SDI AOP data as of July 1, 2021.

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.

Inflation surge puts dent in Fed’s ‘transitory’ narrative; Increased likelihood of a rate-hike boosts dollar; Portfolio risk rises, as cross-asset correlations turn positive.

Inflation worries flip US style factors; Statistical risk forecasts sound an alarm in China; Brazil turns riskiest emerging market.