Having to do more with less is something you are all too familiar with. Mounting reporting obligations alongside cost reduction exercises take away from your ability to focus on generating alpha and value for end clients.
At Qontigo, we offer a suite of index and analytical solutions that enable you to make quicker and more informed investment decisions while helping them to mitigate risk and facilitate operational efficiencies with regulatory filing obligations.
We service all different types and sizes of hedge funds and for start-ups, we offer an additional range of flexible pricing options that align with the growth of your fund.
Case studies and research
Building Alternative Strategies with a Flexible Portfolio Risk Management System
A mid-size hedge fund was in search of a more robust and flexible enterprise risk management system to handle their sophisticated alternative strategies with timely and responsive risk analytics interoperable with their existing technology stack
Qontigo’s new US Equity Trading Horizon Model: A crisp view of ultra-short-term risk—and longer-term implications
Qontigo’s new Axioma US Equity Factor Risk Model: Trading Horizon (Trading Model) helps managers with shorter investment horizons to better understand and manage their risk. That said, it is not only for traders.
Can You Trust Your Risk Number?
In risk management a lot of focus and attention is (rightly) put on models and methodologies used to compute ex-ante risk measures. And in the context of a multi-asset class universe which is vast by nature, perfect data (market data, terms and conditions provided by the user) and bug-free algorithms are not always possible. Therefore, one of the key challenges for risk managers is to ensure that any risk analytic produced is sound and reliable.
Qontigo’s new Carbon Emission Price factor: An innovative approach to measuring carbon risk
The latest addition to our expanding risk model suite is a Carbon Emission Price factor. With sustainability playing an increasingly important role in investor decision making, the new factor tracks a stock’s sensitivity to carbon-emissions prices. The factor is calculated by using the one-year node from the Axioma Constant Maturity Futures Curve based on the European Carbon Emission Allowances (EUA) futures traded on the European Energy Exchange (EEX).
QONTIGO FOR HEDGE FUNDS
At Qontigo, we offer a suite of index and analytics solutions that enable hedge funds to make quicker and more informed investment decisions, mitigate risk, benefit from operational efficiencies and communicate more effectively with investors.Download >
A flexible, powerful and easy-to-use tool that provides users with a competitive edge in risk forecasting, portfolio construction, client reporting and alpha research.
Axioma Portfolio Optimizer
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 Factor-based Fixed Income Risk Model
Powered by Axioma Fixed Income Spread Curves, this cross-sectional factor model provides insights into systematic macro and style factor exposures.
Axioma US Equity Factor Risk Model: Trading Horizon
Stay ahead of volatile market environments with more accurate insight into your portfolio risk.
Axioma Worldwide Equity Linked Factor Risk Model
Combining US, Developed Markets ex-US, and Emerging Market models our Linked Mode leverages a state-of-the-art modeling technique and provides answers to common questions faced by investors and risk managers.
Axioma Worldwide Macroeconomic Projection Equity Factor Risk Model
Access another view of risk and return drivers with macroeconomic factors.