Axioma, a provider of risk solutions for buy-side institutions, has revealed new versions of its Axioma Portfolio Analytics™ and Risk Model Machine™ solutions. The enhancements provide increased flexibility and accommodate a wider variety of workflows.
Axioma is the only technology provider that offers comprehensive set of risk modeling capabilities, including off-the-shelf, fundamental and statistical products, as well as the ability to create custom risk models. The offering is gaining traction in the industry given the need to more appropriately grapple risk across portfolios amidst a shifting regulatory environment. Some of Axioma’s algorithms are protected by U.S. patents.
Axioma Portfolio Analytics and Risk Model Machine are part of the company’s integrated suite of capabilities that enable users to construct, test and balance their portfolios and identify the major contributors to their risk at the factor or asset-level.
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Axioma Portfolio Analytics™ provides risk analysis, stress testing, and both traditional and factor-based performance attribution, as well custom risk models built with the Axioma Risk Model Machine™.
The key highlights of the new version of Axioma Portfolio Analytics include better handling of ETFs and the option to re-collapse ETFs, EIFs and underlying funds to aggregate their returns contributions. In addition, the upgrade introduces enhanced web services/APIs and improved user interface, faster response time and support for higher resolution monitors.
Noteworthy highlights of the new version of the Risk Model Machine include providing clients with the ability to build proprietary risk models using Axioma’s IP and core models to tailor them to their own specific investment process and approach.
Risk Model Machine will also support the upcoming US4 fundamental factor risk model. This enables users to take advantage of the most recent Axioma risk model and methodologies as a base in their own custom risk model.
Mark Cushey, director of product management at Axioma commented: “Today’s rapid pace of investment innovation demands flexible, responsive solutions that free up more time for portfolio managers to focus on delivering performance. The latest round of updates reflects our commitment to maintaining an open dialogue with clients. This ensures that any new functionality or enhancements rolled out provide direct and immediate value to our customers.”