The Dow posts its biggest one-day point loss ever as nothing can stem the coronavirus panic on Wall Street
Tuesday, March 17th, 2020
Thursday, March 12th, 2020
This next generation model includes additional market factors for superior performance and risk attribution analysis.
Fixed Income Systematic Investing: Factor-based Portfolio Construction in the Corporate Credit and Bond Markets
Thursday, February 27th, 2020
In this article we exemplify how the Axioma Factor-based Fixed Income Risk Model, can be used to construct smart beta strategies in the corporate credit and bond markets.
Tuesday, February 11th, 2020
Olivier d'Assier, Head of APAC Applied Research at analytics firm Qontigo , discusses the market risks amid concerns around the coronavirus.
Tuesday, February 4th, 2020
Rosenberg will lead Qontigo’s sales, marketing, applied-research and customer-experience teams across its global index and analytics business.
Thursday, January 30th, 2020
Qontigo today announced the release of the Axioma Factor-based Fixed Income Risk Model.
Monday, January 27th, 2020
The new STOXX Factor Index suite delivers more clarity to the market for factor investors by relying on the institutionally tested analytics of Axioma Factor Risk Models.
Monday, January 20th, 2020
Olivier d'Assier, Head of Applied Research, APAC, at Qontigo, explains ways for investors to prosper in the Year of the Rat in the South China Morning Post.
Wednesday, January 15th, 2020
15 January 2020 – Financial intelligence provider Qontigo, part of Deutsche Börse Group, has announced the appointment of Mark McQueeney as Chief Product Officer, Analytics, effective immediately. In this newly created ...
Monday, December 30th, 2019
Olivier d'Assier shares his lookahead for 2020, among other topics, in his segment from 10:12 to 20:55 on Bloomberg Daybreak.