Diana R. Baechle, PhD - Applied Research

As a member of Axioma's Applied Research Team, Diana R. Baechle generates unique insights into risk trends by consolidating and analyzing the vast amount of data on market and portfolio risk maintained by Axioma. Her research helps clients and prospects better understand and adapt to the evolving risk environment.

Most recent articles by Diana R. Baechle, PhD

Factor Reversal Halts, but Volatility Remains Elevated

While last week’s sharp reversal of factor returns has halted, higher levels of factor volatility persist.

Posted 09.18.19 Diana R. Baechle, PhD

Momentum nosedives

Is Momentum’s sharp reversal an indication of changes in investor sentiment and a turning point for markets?

Posted 09.11.19 Diana R. Baechle, PhD

Who Wins and Who Loses, if Gold Keeps Rising?

If gold continues to rise, as equities fall in a “risk-off” environment, who are the likely winners and losers?

Posted 03.26.19 Diana R. Baechle, PhD

Volatility soars as stocks tank

Friday’s slide in stocks dragged most indices even further down into negative territory, with major indices on track for finishing 2018 in the red.

Posted 12.10.18 Diana R. Baechle, PhD

China’s Sensitivity to Non-Energy Commodities—a Weakness in the Trade War

If commodities continue to fall, all Chinese sectors (except Telecommunications) would stand to lose in the short run.

Posted 09.04.18 Diana R. Baechle, PhD