Integration Details

Analyze factor risk with precision. Our integration, when coupled with integrations to your order management system, unlocks powerful analytics around factor attribution and risk. Integration with Axioma includes:

1. Factor betas for your investable universe
2. Factor risk, returns, and covariance data
3. Factor exposure and PnL at the portfolio and single-asset level
4. Portfolio ex-ante risk and marginal contribution to risk breakdowns by factor

FAQs

1. Can you integrate both global and regional models?

Yes, we can integrate with factor models of any version, term, and coverage. If you have multiple model licenses, we can ingest both and design user interfaces that allow you to toggle between models.

2. How do you handle model corrections published by the vendor?

When Axioma releases a note that they've changed a beta, covariance, etc for a day in the past, we'll automatically re-run the upload job to refresh analytics, re-run your portfolio analytics to capture the change, and send you an email letting you know exactly what was refreshed.