Axioma Risk Model Handbook

• Axioma Risk Model Handbook 2016
• Axioma Ventures

Customizable Risk Models Tailored to YourInvestment Process. The Axioma Risk Model Machine™ is a breakthrough tool that allows clients to build custom risk models easily. Custom risk models enable clients to achieve enhanced results because the models are tailored to the client's own investment process. By aligning the factors in the risk model with the factors used in the returns model, unintended risk. NEW YORK, Aug. 22, 2019 /PRNewswire/ - Axioma, the leading global provider of enterprise risk management, portfolio management and regulatory reporting solutions, today announced the addition of the new Canada equity risk model (AXCA4) to its next-generation Equity Factor Risk Model suite.

• NEW YORK, March 12, 2020 /PRNewswire/ - Qontigo, an investment intelligence leader and provider of best-of-breed analytics and world-class indices, has announced the release of the Axioma North America Equity Factor Risk Model (AXNA4). This next generation model includes additional market factors for superior performance and risk attribution.
• NEW YORK, June 20, 2019 /PRNewswire/ - Axioma, the leading global provider of enterprise risk management, portfolio construction and regulatory reporting solutions, has launched the next generation of its Axioma Risk ™ solution which significantly enhances its Fixed Income and Multi-Asset Risk Models.

Minimizing downside risk in Axioma Portfolio with options Many portfolio managers familiar with mean-variance optimization incorporate. Sebastián Ceria at Axioma, Inc. PORTFOLIO OPTIMIZATION. 1 . when they shop for a portfolio optimizer that best meets their needs. income risk model aids in portfolio construction to. help achieve the multifaceted objectives of a fixed-. income manager. Axioma's optimizer goes beyond.

Key use cases include clients optimising large batches portfklio portfolios overnight who will benefit from improved process reliability, and research teams who stand to take hours off of large backtesting studies.

Axioma Portfolio Optimizer's modeling flexibility and advanced optimization techniques deliver superior results for tax-aware portfolios. This content is contributed or sourced from third parties but has been subject to Finextra editorial review.

RMM is a porttfolio, powerful and easy-to-use tool that provides users with a competitive edge in risk forecasting, portfolio construction, performance attribution and alpha research.

Xskey logic 7 cracker. Axioma is optimizerr welcoming in feedback for how to further improve their software and consulting services as our business evolves. Write a blog post about this story membership required. Axioma Axioma, a global provider of innovative risk and portfolio management solutions, today released the latest version of Axioma Portfolio Optimizer APO Please read our Privacy Policy.

Our results suggest a number of conclusions about how investors should be thinking about the proliferation of smart beta portfolios. Already in use at leading financial institutions, Axioma Portfolio Optimizer delivers firms the flexibility they need to model investment processes their way.

Custom risk models enable you to build better optimizee and to gauge more accurately the performance and risks of your investment approach.

Fonelab data retriever 1 0 2013. Uses multi-asset class risk models and content from Axioma Risk to construct portfolios in Axioma Portfolio Optimizer Analyze fund-of-funds portfolios in the single and rebalancing perspectives: Interact with your portfolios using our powerful front-end GUI, along with a suite of APIs that allow for scale axiomq automation across your entire enterprise.

An Integrated View of Your Portfolio's Risk and Return Axioma Portfolio Analytics provides time-series risk o;timizer, stress testing, and both traditional Brinson and factor-based performance attribution, fully integrated with Axioma's fundamental, statistical and macroeconomic risk models as well as custom risk models built with the Axioma Risk Model Machine.

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Axioma Risk covers more than different asset types. Axioma Portfolio Backtester gives portfolio researchers the ability to simulate the performance of potential investment strategies, realistically and easily. A Panacea to Factor Alignment Problems? GUI now provides analytics for initial and final fund-of-fund portfolios in the single and rebalancing perspectives Return analytics automatically calculated for composites in the time series: Next FinanceJuly Axioma Risk Model Machine: London Project Manager Competitive 15 Dec.

Axioma upgrades Portfolio Optimizer 19 September 1. Axioma Portfolio Analytics provides time-series risk analysis, stress testing, and both traditional Brinson and factor-based performance attribution, fully integrated with Axioma's fundamental, statistical and macroeconomic risk models as well as custom risk models built with the Axioma Risk Model Machine RMM.

Axioma, a provider of innovative risk and portfolio management solutions, today released new functionality for Axioma Portfolio Optimizer, now enabling investment managers to optimize portfolios using multi-asset class risk models. A Complete and Robust Portvolio of Backtesting Tools Axioma Portfolio Backtester gives portfolio researchers the axioka to simulate the performance of potential investment strategies, realistically and easily.

This latest innovation from Axioma underscores our commitment to delivering innovations that answer the evolving needs of our clients.

For special mean-variance optimisation problems, such as multi-period and multi-portfolio, performance can improve by as much as times. Contact us at sales axioma.

Private wealth clients are seeking to serve a broader range of investable assets by achieving scale through technology, while mutual fund and ETF clients are increasingly focused on improving their tax-efficiency.

Add a new comment. Aligning Alpha and Risk Factors: An Integrated View of Your Portfolio's Risk and Axio,a Axioma Portfolio Analytics provides time-series risk analysis, stress testing, and both traditional Brinson and factor-based performance attribution, fully integrated with Axioma's fundamental, statistical and macroeconomic risk portcolio as well as custom risk models built with the Axioma Risk Model Machine RMM.

Returns for custom composites are computed automatically, streamlining the creation of backtests that include user-defined composite assets Windows 10 compatibility Already in use at leading financial institutions, Axioma Portfolio Optimizer delivers firms the flexibility they need to model investment processes their optkmizer.

NEW YORK, Aug. 22, 2019 /PRNewswire/ -- Axioma, theleading global provider of enterprise risk management, portfoliomanagement and regulatory reporting solutions, today announced theaddition of the new Canada equityrisk model (AXCA4) to its next-generation Equity Factor Risk Modelsuite. The release builds on the existing risk models, offeringenhanced country-specific content to meet the risk-management needsof investors.

The estimation universe for the new Canada model contains over 440 stocks andETFs, with coverage history from 1995. Delta downs slot payouts. The enhanced data includesdeep daily history and, for the first time, incorporates macrofactors for residual Gold and Oil sensitivity.

'The introduction of macro factors such as Gold and Oilsensitivity in the CA4 model captures the importance of thesenatural resources in the Canadian economy,' said Arnab Banerjee, Director, Product Management atAxioma. 'The new CA4 model also uses a custom and granular industryfactor structure to better reflect other key Canadian markets, suchas the paper and forest-products segment.'

Axioma's updated Canada riskmodel utilizes 17 market-based and 15 fundamental style modeldescriptors, offering deeper insights into short and medium-horizonrisk exposures. In addition to holistic improvements to attributionand risk estimates, key enhancements include:

• Expanded securities universe coverage of Canada-listed shares and ETFs
• Additional fundamental factors, including market intercept,dividend yield, and profitability
• The new market-based factors covering residual Oil and Goldsensitivity
• Updated industry classifications for more comprehensiverepresentation of the Canadian market

'There are notable differences in the behavior of factors in theCanadian market,' said MelissaBrown, Head of Applied Research at Axioma. 'Having anability to drill down into a Canada-specific view of risk offers superiorrisk-management capabilities to managers focused on thatmarket.'

The Canada model is part ofAxioma's comprehensive suite of portfolio construction,optimization and risk solutions. Top-line benchmark risk estimatesusing the new model are now available through our Equity RiskMonitors.

About Axioma

Axioma provides an integrated suite of innovative andcustomizable investment-management solutions to a global clientbase of asset managers, hedge funds, insurance companies, pensionfunds, wealth managers and investment banks. Our award-winningsolutions and tools include multi-asset enterprise risk management,portfolio construction, performance attribution, regulatoryreporting and custom index design. With over $10 trillion in assets under management, ourclients rely on Axioma for decision intelligence that supports theentire investment process, across the front, middle and backoffices. Enabled by Axioma's market-leading technology from APIs tothe cloud-native open environment of axiomaBlue™ andfully integrated content and analytics, our clients deploy Axioma'ssolutions to create competitive advantage – 'from risk toreturn'™. Learn more at www.axioma.com and followus on Twitter and LinkedIn.

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