Keep Calm and Consult your Magic Eight Ball

It is the time of year for glass ball predictions. Are we are witnessing irrational exuberance in the markets, and will it come to an abrupt end?

Posted 12.15.17 Olivier d'Assier

Enhanced Transitive Stress Testing: The Dynamic Difference

This blog explores the potential of dynamic stress testing and how this new approach can provide managers with more precise tests.


Posted 12.14.17 Robert Stamicar

For Style Factors, One Size Does Not Fit All: A Summary

A synopsis of Melissa Brown’s article on factor performance recently published in The Journal of Investing.

Posted 12.12.17 Melissa Brown, CFA

Bond yields trapped by interplay of economic and political news

November saw bond and currency markets driven by a mix of economic news and political risks. 

Posted 12.08.17 Christoph Schon, CFA, CIPM

The Momentum Ball Remains in Growth’s Court

Has the outperformance of Growth been solely the result of strong performance of tech stocks? We think not. While Growth became riskier than value, relative risk remains below peak levels.

Posted 11.28.17 Melissa Brown, CFA

Who the Vix Cares?

You know the world has gone mad when the probability of losses increases and yet investors double down!  

Posted 11.22.17 Olivier d'Assier

A hike in UK rates may be no walk in the woods

Following 8.5 years of near-zero interest rates and months of conflicting, the Bank of England finally raised its base rate from 0.25% to 0.50% on November 2.


Posted 11.20.17 Christoph Schon, CFA, CIPM

Japan’s risk jumps as its market falls

Once a week, we publish a summary of the Equity Risk Monitor report from the prior week, using Axioma’s risk models and analytic tools to transform data into information.

Posted 11.20.17 Melissa Brown, CFA