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Despite all the uncertainty surrounding key macro inputs, as well as a volatile geopolitical environment, the STOXX US Index is up more than 18% year to date in line with other major US large-cap indices. And quite notably, market volatility, as measured by the various time horizons in our risk models and VIX, has been steadily declining.
The intense dissonance between rising markets and falling investor sentiment over the past month eased last week in Asia ex-Japan, Australia, China, Global Emerging Markets, Japan and the US through a little give-and-take from both sides.
A panel at the annual conference organized by the derivatives exchange, held last week, discussed the drivers behind the boom in thematic investing. As thematic ETFs continue to lure inflows, demand will also move on to listed derivatives, the experts said.
Qontigo is sponsoring this year's Global EQD, the eighth annual volatility, multi-asset and systematic investing forum, returns to The Wynn, Las Vegas in May 2023.
As global inflationary pressures continue to ease, traders are starting to scale back their interest rate expectations, seemingly defying warnings from central bank officials not to expect a ‘pivot’ in monetary policy this year.
In this webinar, FlexTrade and Qontigo to learn how the Axioma Equity Factor Risk Model integration framework puts real-time factor analytics at portfolio managers and traders' fingertips, enabling a streamlined workflow for instantaneous analysis and modeling within the FlexONE OEMS.
Investor sentiment ended the week deeply bearish in all markets we track except China, which managed to recover (just) to very negative levels by Friday.
Investor sentiment ended last week negative in all markets we track, with investors in global developed markets, Asia ex-Japan and China remaining bearish. Sentiment in the US, developed Europe, and Japan, stopped short of becoming bearish but remains very negative.
In this webinar, we will showcase how the Axioma Credit Spread Factor Risk Model supports hedging through duration, DTS, term structure and CDS. We will also build hedged portfolios and assess performance attribution.
In this webinar we will review a flexible approach to measure the risk profile of a credit portfolio and understand the true sources of risk. We will perform robust scenario analysis to analyze how a credit portfolio is likely to perform relative to its performance benchmarks and key peers.
In this webinar we will examine an index replication use case and compare characteristics matching strategies versus risk model-based optimization strategies. We will also review the resulting tracking error and stress test the replicated portfolios.
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