More than ever, investment managers need access to comprehensive, flexible and reliable technology to manage risk in this fast-moving and complex market environment. Learn about the current state of risk management tools for the buy-side, why Axioma was named a best-in-class solution, and how risk managers are thinking about the future of technology.

 

How Factor Portfolio Construction Impacts Exposures, Returns & Attribution


At Axioma, when we refer to factor returns, we mean the return to a long-short portfolio with unit exposure to the factor in question, and no exposure to any other model factor. The portfolio encompasses the model’s investment universe, is rebalanced daily, and has hundreds or thousands of small positions. While we consider these “Factor-Mimicking Portfolios” (FMPs) to be the purest expression of a factor’s return, we recognize that other practitioners may have different definitions – and that those different definitions can produce very different results.

Find out how we examine the impact of portfolio construction on the returns of a given factor >

 


What Is a Factor? Part 2: The Impact of the Long-Only Constraint


In this paper we extend our analysis of how the construction of a factor portfolio, even using the same underlying factor definition, can have substantial impact on the returns the factor generates. The current paper digs deeper into the impact of a long-only constraint, and describes the characteristics of these portfolios as well as the associated performance.

Find out how a traditional factor-mimicking portfolio might misstate the returns a long-only manager can achieve >

 


 

Aite Group Names Axioma Best-of-Breed Risk Solutions Provider  


Aite Group, an independent research and advisory firm, has named Axioma as a best-of-breed risk solutions provider in its report Buy-Side Risk AIM: Bastion of Best-of-Breed. The report surveyed eighteen leading buy-side risk vendors and assessed them in an Aite Impact Matrix (AIM) on the criteria of vendor stability, client strength, product features, and client services. Axioma scored highly across all categories to achieve best-in-class position among the solutions benchmarked in the AIM.

Read the full release >

 


 

Evolving Priorities in Buy-Side Risk Management Technology


Market turmoil and global events led to a major decline in equity markets by the end of 2018. Did active managers cope with the fall and did risk management models and systems make the grade? What are the current requirements of risk technology and how will these needs evolve in the future? 

In this webinar, we discussed the challenges buy-side firms face and their top requirements for risk management technology.   

View the Webinar Recording >

 


 

Axioma's cloud-native buy-side risk management technology is powered by Microsoft Azure.