USD 25 billion
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.
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
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 Portfolio Optimizer
Backtester and API
Deploy advanced portfolio optimization for a wide range of investment management approaches, from quantitative to fundamental with virtually limitless objectives and an equally unlimited range of constraints.
Axioma Equity Factor Risk Models
China Model (AXCN4)
Risk management, performance attribution and portfolio construction through a suite of fundamental, statistical and macroeconomic variants.