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Case Studies

Portfolio backtesting strategies at scale

Client Type:

Asset Manager


USD 25 billion

The Need

A top 10 fund manager in China was looking to achieve a more accurate financial optimization performance for their index portfolio than those run by their in-house optimizer.

The Challenge

Our client has been using in-house optimizer for five years. However it was not efficient and flexible enough to solve their optimization problem.

Portfolio backtesting strategies at scale

Thanks to API plug-and-play technology and the power of the Axioma Portfolio OptimizerTM, the portfolio backtesting feature is able to automate large amounts of data with advanced customization from any source. Using the newest Axioma China Equity Risk Factor Model with the robust optimization feature, we ran hundreds of backtests over a period of last 10 years. Comparing the quality of those backtests, our client was able to see value-add of the Axioma Portfolio Optimizer.

The Qontigo Advantage

Interactive Optimizer

Deploy advanced customization and automate of backtests are possible with a variety of GUI and API interfaces

Alpha alignment factor

Prevent both risk underestimation and model misalignment with this built-in feature

Flexibility and choice

Our entire equity risk model suite includes both fundamental and statistical models as standard

Axioma Products