Keep Calm and Consult your Magic Eight Ball

It is the time of year for glass ball predictions. Are we are witnessing irrational exuberance in the markets, and will it come to an abrupt end?

Posted 12.15.17 Olivier d'Assier

The Art Of Designing A Stress Test For Market Risk: A Step-By-Step Approach

This blog outlines a step-by-step approach to creatively designing meaningful stress tests for market risk.

Posted 10.16.17 Robert Stamicar

Pound recovers on Brexit silver lining, as yields and dollar fall

Last week, we saw US government bonds outperform their European rivals. The 10-year Treasury yield ended the week 9 basis points lower, after bond investors revised their inflation and rate ...

Posted 10.16.17 Christoph Schon, CFA, CIPM

How A Flexible Optimizer Can Lower Taxes

A flexible optimizer with tax-aware capabilities can enhance management decision-making processes by automatically generating a range of options that satisfy all the portfolio manager’s tax-related requirements.

Posted 10.31.17 Pamela Vance

The Axioma London and New York Financial Analytics Summits: Learnings From the Best of the Best

Executive Summary of The Axioma Financial Analytics Summit 2017- New York and London

Posted 10.19.17 Steve Mann

Equity 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 09.25.17 Melissa Brown, CFA