Construct more efficient portfolios
Assess your risk exposures using style (fundamental and macro), industry, and statistical factors in both short- and medium-term horizons through a suite of country, regional and global equity risk factor models – offering comprehensive analysis with multiple views of risk.
With daily flat file delivery, our models can seamlessly integrate with any third-party systems or with Qontigo’s suite of portfolio construction, performance analytics and risk management solutions.
From actively managed to long/short to index-tracking portfolios, Axioma Equity Risk Models can be used for:
Use risk factor exposures and returns as input in the alpha process
Leverage risk factors to build products and for asset allocation
Efficient portfolio construction
Allocate risk to the factors you believe will outperform
Slice and dice risk to identify sources and validate risk-reward profile
Understand portfolio responses to macroeconomic events such as yield curve shifts
Macroeconomic projection model
Decompose risk into factors driven by interest rate, inflation, credit and commodity risk
Axioma Equity Factor Risk Models
Comprehensive analysis with multiple views of risk
Risk management, performance attribution and portfolio construction through a suite of fundamental, statistical and macroeconomic variants.
Axioma Risk Model Machine
Customized risk models to align with your investment process
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
The most flexible portfolio construction tool
Supports a wide range of investment management approaches, from quantitative to fundamental with virtually limitless objectives and an equally unlimited range of constraints.
Flexible, multi-asset, market risk management
A cloud-native, flexible system offering analytics and data in a unified platform for a consistent view across your firm.