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Qontigo launched its first Worldwide Equity Linked Factor Risk Model, providing targeted factor exposures through a combination of the Axioma US, Developed Markets ex-US and Emerging Market Equity Factor Risk Models.
Qontigo has been named as the category winner for portfolio and factor modeling by Chartis Research in their RiskTech100® rankings for the second consecutive year. Qontigo also placed 18th in the overall analysis of the “world’s major players in risk and compliance technology.”
Qontigo has announced the expansion of the STOXX Factor Index suite to include a family of ESG-screened indices.
Qontigo has launched the STOXX Factor Index suite, bringing together the powerful indexing and analytics capabilities of Qontigo.
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