The best risk model is the one most closely aligned to your strategy
That’s why Qontigo offers you a range of Equity Factor Risk Models connected as a single linked risk model. Combining US, Developed Markets ex-US, and Emerging Market models our Linked Model leverages a state-of-the-art modeling technique and provides answers to common questions faced by investors and risk managers such as:
- How do I capture local factor diversification with a global model without losing the aggregated view of global allocation of my fund?
- How can I – someone in firm-wide risk management – arrive at the same risk numbers as my portfolio manager?
- How do I achieve factor granularity at the regional level across my entire global portfolio?
- How do I gain a better understanding of whether or not my risk estimates are reliable for my regional bets?