Index Solutions

Axioma Index Solutions helps build and maintain systematic strategies using quantitative models, tools and portfolio construction expertise.

SOLUTIONS FOR SYSTEMATIC STRATEGIES
Our dedicated, global team of index specialists partners with clients to provide:

  • Custom Factor Index Design
  • Backtesting and Attribution
  • Strategy Verification
  • Ongoing Rebalancing
  • Customized portfolio construction using Axioma Optimizer and Risk Models
  • Robust operational setup
  • Flexible rebalancing schedules
  • Compliance focus
  • Experience working with index providers, asset managers, sell-side, and asset owners

ESG’s Evolving Performance: First, Do No Harm

We evaluate the investment performance of ESG, paying particular attention to recent performance and highlighting the difference between ESG scores that overlap with traditional risk model factors and those that don’t. Our analysis indicates that, in general, increasing exposure to ESG rarely underperforms the market, and often outperforms the market, especially during the last few years.


Smart Beta: Even Smarter with an Optimizer and a Custom Risk Model

Axioma and CS HOLT have collaborated to create a smart beta index --- the Credit Suisse HOLT © Global Multi-Factor Portfolio --- that united the stock selection prowess of CS HOLT with Axioma’s portfolio construction and risk model expertise. In this paper, we highlight three key principles that drove the process to create this portfolio?

Find out more about how Index Creation can help you. Contact us at sales@axioma.com or call us:
North America: +1-212-991-4500
Europe: +44-203-621-8241
Asia: +852-8203-2790 
 
We look forward to hearing from you.