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 | Index / ETFs
ETF Insight: Factors under the microscope as value-growth dispersion levels hit widest since Tech bubble
Data from Qontigo showed that value and earnings yield have underperformed since the start of crisis, aside from a few days in May.
The Lyxor DAX 50 ESG UCITS ETF (E909) is listed on Xetra with a total expense ratio (TER) of 0.23%. E909 tracks the DAX ESG index, designed by Deutsche Börse-owned Qontigo, which offers investors exposure to 50 companies with the strongest ESG rating.
Qontigo, the index and analytics unit of Deutsche Boerse AG, said Wednesday that it has launched a new market benchmark targeting companies “addressing the rising obesity levels in the global population” that are also set to benefits from health trends among millennials.
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.
The German stock-market company said the Eurex STOXX USA 500 ESG-X Futures contract screens out thermal-coal mining, coal-fired power plants, controversial weapons.
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 […]
The attention fixed on AI and machine learning has triggered a broadening of the underlying definitions of the terms says Sebastian Ceria, CEO of Axioma.
Matteo Andreetto, chief executive officer at STOXX, discusses the movement from active to passive investing and outlook for the markets overall.
