Qontigo Launches a Global Equity Linked Factor Risk Model
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Thursday, December 3, 2020
NEW YORK, Dec. 3, 2020 /PRNewswire/ --Qontigo, an investment intelligence leader and provider of best-of-breed analytics and world-class indices, launched its first Worldwide Equity Linked Factor Risk Model, providing targeted factor exposures through a combination of the Axioma US, Developed Markets ex-US and Emerging Market Equity Factor Risk Models.
Key Points:
- NEW YORK, Dec. 3, 2020 /PRNewswire/ --Qontigo, an investment intelligence leader and provider of best-of-breed analytics and world-class indices, launched its first Worldwide Equity Linked Factor Risk Model, providing targeted factor exposures through a combination of the Axioma US, Developed Markets ex-US and Emerging Market Equity Factor Risk Models.
- The Axioma Worldwide Equity Linked Factor Risk Model leverages a state-of-the-art modeling technique offering a number of benefits for end users including:
"The best risk model is always going to be the one that is most closely aligned to your investment process," said Alessandro Michelini, Head of Portfolio Solutions at Qontigo. - The Axioma Worldwide Equity Linked Factor Risk Model is available as a flat file and application file format in both short- and medium-term horizons that are updated daily.
- This latest launch follows the release of the Axioma Developed Markets ex-US Equity Factor Risk Model in September.