Latest News & Media Mentions
Analytics | Portfolio Construction
Sell-Side Technology Awards 2020: Best Sell-Side Market Risk Product—Qontigo
Qontigo’s second win in this year’s Waterstechnology.com Sell-Side Technology Awards is for the best sell-side market risk product, the Axioma Factor-based Fixed Income Risk Model.
Analytics | Portfolio Construction
5 corporate-debt experts break down how the coronavirus crisis is ravaging cash-strapped firms — and share what they’re buying to avoid risky ‘zombie’ companies
Olivier d’Assier observed that the spread between BBB-rated, non-financial corporate bonds that are dollar-denominated and their global counterparts spiked to nearly 400 basis points.
Analytics | Portfolio Construction
Fixed Income Systematic Investing: Factor-based Portfolio Construction in the Corporate Credit and Bond Markets
In this article we exemplify how the Axioma Factor-based Fixed Income Risk Model, can be used to construct smart beta strategies in the corporate credit and bond markets.
We take a look at how we build credit curves to serve as a foundation for fixed income models and the advantages they have over some other methodologies.
Analytics | Portfolio Construction
Possible Rate Cuts Mean Fixed Income Investors Must Get More Strategic
The Federal Reserve has been putting its more dovish side on display, which pivots from 2018’s rate-hiking bonanza with possible rate cuts to come in 2019. Additionally, fixed income investors are facing other challenges like inverted yield curves and signs of slowing global growth, which means that getting strategic is a must in the bond […]
