Portfolio Risk Management

Qontigo announced today that Sebastian Ceria, chief executive officer of the company, has been elected to the National Academy of Engineering (NAE), broadly recognized as one of the highest acknowledgments of achievement in the field of engineering.

A hellish week for hedge funds will be remembered for how much damage Reddit traders caused by chasing a handful of the most-shorted names in the $43 trillion U.S. stock market.

Qontigo announced today the appointment of Brian McArthur-Muscroft as Chief Financial Officer. McArthur-Muscroft was formerly CFO of Micro Focus International plc, the British multinational software and information technology company, where he also served as a member of the board of directors since 2018.

There is no denying the impact of climate change — and associated regulatory realities — on the business of investment management. For portfolio managers, it is essential to understand how to successfully adapt and prepare for what some call the “mother of all correlated risks”. Here we expose — in three parts — what portfolio managers need to know when switching to a fully Paris Aligned Benchmark (PAB) portfolio from a current market-cap weighted (CWB) portfolio.

There is no denying the impact of climate change — and associated regulatory realities — on the business of investment management.

The new offering blends existing Axioma risk models into a single, nuanced risk assessment.

Ahead of the Qontigo Summit, Olivier d’Assier analyzes the cost of adapting a portfolio to meet global warming targets using a STOXX Paris-Aligned Benchmark index. The results show that an early but gradual transition can dramatically reduce the market impact and transaction costs.

This study explores the impact of the reclassification, from a risk-oriented perspective, on the STOXX® Global 1800 and STOXX® Europe 600 indices. We focus our analysis on the highest two tiers of the classification: Industry and Supersectors.

Low Volatility strategies have a deservedly good reputation for offering investors equity-like returns with less risk.

A new Qontigo paper on global Low Volatility strategies compares 2020 returns with those over the longer term.

Qontigo announced today the appointment of Courtney Scharff as Global Head of Strategic Partnerships.

Melissa Brown discusses the STOXX® Europe 600 Paris-Aligned Benchmark Index, and the strategy driving a higher return and lower volatility than its benchmark.