Analytics Products

Axioma Risk Model Machine

Customize risk models to align with your investment process

An off-the-shelf risk model is by definition a compromise. Off-the-shelf models must perform well across a broad range of portfolios resulting from diverse construction processes. In contrast, a custom risk model built with Axioma Risk Model Machine (RMM) and tailored specifically to your process will improve risk-adjusted performance, prevent unintended risk-taking, enhance your internal and external reporting, and refine your alpha research process.

RMM gives you the ability to combine our experience with your own proprietary expertise, all within a fully validated and proven approach to model construction. The customized risk models can be used directly with Axioma’s range of portfolio construction tools or with your own in-house analytical framework.

Key Benefits

Tailored to your convictions

Prevent unintended risk-taking and help refine your research process by allocating risk to factors you believe will outperform

Avoid wasting time cleaning data

Be confident you are getting high-quality risk models and factor library content by using our models as a starting point for customization

Clearly communicate

Articulate what is driving portfolio returns and prevent unintended risk-taking by focusing on risk specific to your investable universe

Test and refine your risk models

Assess your model before you deploy through comprehensive diagnostic reports and interactive analytics views

Benefit from state-of the-art processes

Leverage proven algorithms created by the Qontigo Research Team

Flexible integration

Easily access custom risk models from all of our portfolio management software

Consistency across your universe

Access a streamlined and clear view of risk across regions and sectors without any inconsistencies or skewed reporting thanks to the linked model feature

Axioma Risk Model Machine

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