Portfolio risk management for shorter investment horizons
The Trading Model provides accurate portfolio risk exposures and forecasts for risk horizons, up to a month, better capturing the short-term impact of rapidly changing market conditions.
Ultra-short term factors
Version 5.1 of the Trading Model includes One-Day Reversal and three new factors not found in the previous Trading Model (Version 5.0).
An additional horizon
The suite of Axioma US Equity Factor Risk Models also includes short-horizon, medium-horizon, statistical and fundamental variants.
FACTSHEET
The US Axioma Trading Horizon Model (US5.1)
When the market abruptly and sharply changes direction, you need an ultra-short risk model that helps you better understand and manage that risk.
Who is the Trading Model for?
Hedge fund managers
Quantitative asset managers
Algo traders
Sell-side managers
Risk managers
Structuring desks
Key benefits
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JSS component is missing React implementation. See the developer console for more information.
GridTeaserElement
JSS component is missing React implementation. See the developer console for more information.
GridTeaserElement
JSS component is missing React implementation. See the developer console for more information.
GridTeaserElement
JSS component is missing React implementation. See the developer console for more information.
Trading Model US5.1: Factor highlights
- One-Day Reversal (unique to Trading Horizon)
- Opinion Divergence (new)
- Non-linear Residual (new)
- Investment (new)
- Downside Risk (modified)
The Trading Model offers faster reaction to and faster retreat from market disruptions
Initial Coronavirus: Total Predicted Risk
Source: Axioma US Equity Risk Models
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