What Makes Us Different

Construction Strategies

Accurately reflect your portfolio construction process with highly configurable construction strategiesss

Flexible Backtesting

Simulate the historical performance of investment strategies with flexible backtesting

Advanced Analytics

Gain key insights into the drivers of risk and return with advanced analytics

Full-Featured APIs

Automate production rebalancing processes with full-featured APIs

Open Platform

Leverage Axioma-provided content or integrate your own data into our open platform

See it in Action

Factor Investing

Four Reasons why Value Investing works in Fixed Income

Much has been written about the spectacular comeback of Value stocks. But has this also been reflected in the credit market? The steep rise of the Value factor from the Axioma Factor-based Fixed Income Risk Model over the past 14 months seems to suggest that the answer is yes.

Portfolio Risk Management

Multi-Asset Class Risk Monitor Highlights | Week Ended April 16, 2021

US Treasury yields plummet, despite rising share prices and stronger inflation; Eurozone yields lifted by new supply; Portfolio risk increases, as stocks and bonds ascend in tandem.

Portfolio Risk Management

In the (Almost) Post-Pandemic World, Who Gives a FAANG?

The FAANGs (Facebook, Amazon, Apple, Netflix, and Google) were the market darlings of the COVID-19 Pandemic, attaining almost cult-like status with investors in 2020. Only Microsoft and Tesla came close to winning such adulation.

Portfolio Risk Management

After years of dateless Saturday nights, Value finally goes to the prom. But will it become Prom King?

After experiencing a period of steadily rising returns from 1982 through 2006, investing in “cheap” stocks has been out of favor since 2007. Granted, a few good quarters for the Value factor have popped up every now and again, but so have strings of poor performance, yielding a return of roughly 0% over the 13-year period ended September 2020.

Portfolio Risk Management

Equity Risk Monitor Highlights | Week Ended April 15, 2021

Upswing in Energy, Financials, Real Estate and Utilities strengthens Value and Dividend Yield; Correlations tank in both global and emerging markets; Chinese stocks buck the global trend, continuing to fall.

Portfolio Risk Management

Qontigo ROOF™ Score Highlights: Week of April 19, 2021

US investor sentiment recovery stalls midway into the Neutral zone. European investor sentiment makes an attempt at regaining the bullish zone. Global and Asia ex-Japan investor sentiment recovery suffers from lack of confidence.

Portfolio Risk Management

Qontigo Insight Q1 2021 Risk Review: Internal Rotation While Markets Maintained a Steady Upward Path and Risks Diverged

In Q1, most markets continued to build on the gains achieved in 2020, while risk changes were mixed across regions.

Benchmarks

Eurex to Introduce Micro Futures on EURO STOXX 50 and DAX Indices

The new listings respond to a global demand trend: smaller contract values offer a larger number of investors efficient access to the liquid derivatives market and enable more accurate hedging and trading strategies.