Applied Research

I am shocked – shocked – to hear that impeachment talk is going on in this market!

I recently attended a large quant conference in Hong Kong during which I overheard some of the participants – not me - discussing what the recent political noise out of the US could mean. And well, you know, some of them – not me, of course – were wondering if, in fact, this could all lead to an impeachment of President Trump, and if ...

Posted 06.22.17 Olivier d'Assier

Stormy week for Gilts; Less negative relationship between equity and fixed income drives portfolio risk higher

Last week, Gilt yields took a choppy ride, starting with an 8-basis point surge in the 10-year benchmark rate on Tuesday to its highest level since April 2012.

Posted 06.19.17 Christoph Schon, CFA, CIPM

So, the opinion polls don’t always get it wrong after all!

One lesson we have learned from these recent referendums and elections is that voters cannot be relied on to do what politicians, and financial markets, expect them to do.

Posted 06.16.17 Christoph Schon, CFA, CIPM

Equity Risk Monitor Insights

Once a week, we publish a summary of the highlights from the prior week, using Axioma’s risk models and analytic tools to transform data into information.

Posted 06.16.17 Melissa Brown, CFA