Qontigo, a provider of innovative risk, analytics, and index solutions, has introduced a trading horizon view (Trading Model) for the Axioma US Equity Factor Risk Model, currently available in a short-horizon, medium-horizon, statistical and fundamental variants.
Qontigo, a provider of innovative risk, analytics, and index solutions, has introduced a trading horizon view (Trading Model) for the Axioma US Equity Factor Risk Model, currently available in a short-horizon, medium-horizon, statistical and fundamental variants.
The new Trading Model is specifically designed for the needs of equity traders and risk managers within hedge funds, asset management, and investment banks who need accurate portfolio risk exposures and forecasts to stay ahead of volatile market environments.
The new model brings an additional five style factors to its existing coverage of 14 style and 15 statistical factors: Hedge Fund Crowding, Earnings Variability, Downside Risk (volatility), Short Interest and One Day Reversal. The fundamental model also incorporates an implied volatility adjustment that more accurately captures market uncertainty around events such as earnings announcements.
