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Axioma Portfolio Risk Model Machine™

The Axioma Risk Model Machine is a breakthrough tool that allows clients to easily build custom risk models.

What is the Risk Model Machine (RMM)?

The RMM is a combination of Axioma software and Axioma risk models that lets you build customized risk models tailored to your investment process. RMM packages methodologies and techniques used in Axioma’s time-tested risk model production system. Customized risk models can be used directly with Axioma Portfolio software or with your own in-house analytical framework.

What are the benefits of using custom risk models from the RMM?

Customize Axioma risk models so that you can better manage the trade-off between risk and return.

  • Efficiency: Use Axioma’s high quality content from its production risk models as the starting point for customizing your own risk models.
  • Best Practice: Leverage the proven algorithms Axioma’s research team has created to build the Axioma risk models.
  • Seamless workflow: Use custom risk models in both research and production workflows, easily accessing custom models from Axioma’s portfolio management software modules.
  • Process Improvements:
    • Improve the alignment between your alpha factors and risk estimation during the portfolio construction phase in order to better grasp risk/return trade-offs
    • By more precisely aligning the factors that drive risk and return, managers should be able to generate portfolios with better realized performance
    • Managers can offer their clients better transparency by attributing a portfolio’s risk and return to the proprietary investment factors used to construct and rebalance the portfolio.
  • Differentiation: Avoid “crowding effect” in times of market turmoil by using customized tools.

The Risk Model Machine is deployed on users’ PCs, just like other Axioma software. Users have full control over the environment that runs the RMM and do not need to send sensitive data off-site when using it.

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