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Posted: Wednesday, July 23, 2014

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Institutional Investor Names Axioma CEO Sebastian Ceria to Its “Tech 50” List for 2014

NEW YORK, July 16 — Axioma today announced that Sebastian Ceria, PhD, founder and chief executive officer of Axioma, was named to Institutional Investor’s (II) annual Tech 50 list of the top technology innovators in financial services. Read more…

Posted: Monday, July 21, 2014

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Axioma Awarded U.S. Patent for “Dynamic Volatility Adjustment” That Improves Factor Risk Model Responsiveness

NEW YORK, July 22 — Axioma today announced that the company was awarded a patent for the Axioma Dynamic Volatility Adjustment™ algorithm (DVA). This innovation improves the responsiveness and quality of Axioma’s equity risk models, while maintaining stability during critical shifts in market volatility. DVA supports the construction of factor risk models that better predict the future volatility of portfolio returns. Read more…

Posted: Tuesday, July 8, 2014

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The 2014 Tech 50: Moving Out of the Lab and into the Cloud

The 2014 Tech 50: Moving Out of the Lab and into the CloudThis year’s financial technology professionals bring a Silicon Valley sensibility to Wall Street and worlds beyond. Axioma’s Sebastian Ceria is among them.

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Ceria’s Profile

Posted: Sunday, June 8, 2014

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Top 400: Preventive medicine

June 2014

Top 400: Preventive medicineIan Webster, Axioma’s managing director, Europe, discusses the importance—and inevitable transformation–of risk management in a post-financial-crisis world.

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Posted: Thursday, June 5, 2014

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Axioma Launches Latest Iteration of Risk Model Machine

Axioma Launches Latest Iteration of Risk Model MachinePortfolio managers are getting more robust tools for building customizable risk models.

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Posted: Wednesday, June 4, 2014

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Axioma Launches Risk Model Machine v 7.6, Providing Portfolio Managers Robust Tools for Building Customizable Risk Models

NEW YORK, June 4 — Axioma, a leading provider of advanced tools for risk management and portfolio construction, today announced the launch of Axioma Risk Model Machine™ v 7.6 (RMM). The novel enhancements include an advanced Content Builder program and new factor libraries that make it easier to create or add risk factors, giving users increased flexibility and choices when building custom risk models.
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Posted: Thursday, May 1, 2014

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Risk Modeling for Investors

Risk Modeling for Investors May 2014

Axioma’s Phil Jacob and Rob Stamicar examine how hedge funds model risk and how should it be modelled from the perspective of the fund’s manager or investors in a fund.

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Posted: Thursday, May 1, 2014

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Axioma’s Macroeconomic Model: Insights into equity portfolios from a new perspective

Axioma’s Macroeconomic Model: Insights into equity portfolios from a new perspective

Axioma’s recently released macroeconomic‐based model provides a way to measure and manage financial risk in a U.S. portfolio by considering macroeconomic variables and events. The model’s horizon is three to six months—what we deem to be “medium” horizon. The Macro model joins four other model variants already offered by Axioma: two fundamental models and two statistical models, each offered for both a medium and a short (one‐to‐two month) horizon.
Research Paper No. 051

Posted: Friday, April 25, 2014

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Risk-Parity Strategies For Equity Portfolio Management

Risk-Parity Strategies For Equity Portfolio ManagementRisk-based strategies have gained popularity amid market uncertainty, and many are now being touted as “smart beta,” providing a systematic way to outperform traditional capitalization-weighted benchmarks. Here we examine the notion of risk parity, taking what has almost exclusively been discussed in an asset allocation context and applying its concepts to equity-only portfolio construction.

Author: Frank Siu

Journal of Indexes, May/June 2014

Posted: Tuesday, April 15, 2014

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The Rise of the Strategy Beta – and the logical next step

Top 400: Preventive medicine

IPE ETF Guide, 2014

Ian Webster, MD, Europe at Axioma, ponders why the markets continue to embrace strategy beta and what the future may hold for these products.

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