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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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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 […]

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A Model Hedge

Analyzing a portfolio containing equities and non-linear securities (such as options) typically requires both a factor model and Monte Carlo simulation. Axioma Risk delivers the best of both worlds — simulation with full repricing and factor model risk decompositions. The Challenge An equity portfolio will often be analyzed or even constructed with the aid of […]