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.
Most markets fell and risk increased in Q2 and YTD. US (Large and Small Cap) had the most negative returns, but Australia and Canada experienced the largest increases in predicted volatility (although are still at the low end of the risk spectrum).
Melissa Brown, Qontigo’s Global Head of Applied Research, spoke with Zahra Tayeb of Insider about how aggressive interest rate hikes and rising yields on US Treasuries are changing the market’s bond dynamic, increasing investors’ appetite for fixed income.
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.
Most markets fell in Q1, although commodity-dependent indices such as Canada did eke out small gains. Risk was up across the board and is higher than it was a year ago in most indices. US SH risk is in the 87th percentile relative to history.
Amid rising inflation worries and expectations of additional interest rate hikes by the Federal Reserve, U.S. Treasuries have undergone a huge sell-off in recent weeks with no signs of reduced pressure ahead — but sources said there’s still an important place for the embattled bonds in institutional portfolios
Charles River Development, a State Street Company, announced the launch of Tailored Portfolio Solutions, an offering that enables both wealth managers and asset managers to provide high-value, fully customized portfolios at scale.
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.
Another tech bubble may be about to burst, triggering a US recession. There are multiple similarities between the current tech bubble and the dot-com bubble. This time, however, the Fed cannot leverage interest-rate cuts to put the brakes on a market decline, due to the current record-high inflation combined with low interest rates.
Qontigo has introduced a trading horizon view (“Trading Model”) for the Axioma US Equity Factor Risk Model, currently available in a short-horizon, medium-horizon, statistical and fundamental variants.