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Axioma Events: Check Out Axioma’s Latest Research Seminars

Axioma’s latest round of Research Seminars will highlight recent work from our Multi-Asset Class Research Team. Each seminar will consist of two parts. In Part I: A Risk Framework for Sovereign and Emerging Market Portfolios, we will: Focus on how relationships between asset classes help measure risk Examine relationships within and between market observables, such […]

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Product Update: Upping the Ante with Axioma Portfolio Analytics

With the recent launch of v 7.7 of Axioma Portfolio Analytics and Risk Model Machine, Axioma Advisor took a moment to chat about the latest new features with Pam Vance, PhD, Vice President for Product Management. Axioma Advisor: So, Pam, tell us what makes v 7.7 so exciting for clients. Vance: Well (laughing), use of […]

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A Word from the CEO: Creating Social Value with Innovative Approaches to Finance

From Gordon Gecko to Jordan Belfort, redeeming qualities are almost always in short supply when Hollywood’s cameras focus on Wall Street. Hollywood, fortunately, isn’t reality. In the quant space, for example, some fascinating questions are now being asked — and solutions proposed. Practitioners are actively exploring ways to deliver social value by leveraging innovative approaches […]

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Smart Management of Smart Beta Liquidity Which Liquidity Constraints Are Most Effective?

Anthony A. Renshaw and Frank Siu Axioma, Inc. October, 2014 © Copyright, Axioma, Inc. 2014 – All rights reserved 1. Introduction Today’s historically low trading costs have played an important role in the emergence of “smart beta” and other factor products. Unlike cap-weighted products that require trading only to handle corporate actions, universe reconstitution, and […]

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Client Smart Tip: Using the New “Resume” Function for Backtesting

By Enrico Grande, PhD, Associate, Client Support Beginning with version 6.13 of Axioma PortfolioTM, clients can resume a backtest from the last successfully processed period. Backtesting is a computationally intensive and often time-consuming task. Axioma Portfolio enables clients to easily backtest their strategies by exploiting Axioma’s proprietary optimizer, while seamlessly handling corporate actions, historical identifiers, […]

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Axioma announces its latest research seminar series!

Active Managers vs. Passive Products: How to win the debate … Asset owners are increasingly questioning the value of active portfolio management: “Why should I pay a premium for an active manager if I might do just as well with a passive product?” Active managers must respond. Performance, obviously, must be demonstrated. But it is […]

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The Future of Risk Management

Ever since the global financial crisis, we at Axioma have been working together with a core group of our clients to address the following critical question: What is the next step in the evolution of risk management? We began by framing both the situation and the challenge. In the aftermath of the crisis, financial institutions […]

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Proxy-Modeling of Alternative Investments

How often do you find you don’t have quite the right wrench in your toolbox? Axioma Risk, our multi-asset class risk system, provides risk measures on investments in exchange traded assets, factor-level decomposition, and stress tests that can be adjusted to reflect current market concerns. But what if the portfolios you oversee have a small […]

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Research Focus

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Clients React to Axioma’s Multi-Asset Class Risk Platform

Inaugural clients and prospects have now been using Axioma’s multi-asset class risk platform — Axioma Risk — for three months. Axioma Risk is a unified risk-management platform for risk control officers and portfolio managers. Built to meet the rigorous demands of both, Axioma Risk delivers unparalleled risk reporting, risk analysis, and decision support for multi-asset […]