SimCorp has launched the Axioma Factor Library Suite, combining fundamental, technical and macroeconomic factors into a unified data resource allowing hedge funds, systematic investors, and asset managers to accelerate customised strategy development.
The new data set provides daily insight via its Axioma Risk Model Machine (RMM), which allows users to create and customise bespoke risk models tailored to specific investment strategies, or via Snowflake which helps clients who prefer flexible data access without fully adopting RMM.
The library suite gives exposure across 37 research-driven style, risk and sentiment signals and macro factor sensitives across interest rates, inflation FX, credit, commodities and macroeconomic indicators. It can also be used as a resource for funds in helping them with Alpha construction, Risk management and stress testing.
Ian Lumb, head of Analytics Product Management at Simcorp said: “With the Axioma Factor Library Suite, we are making proprietary factor research available to clients, giving them a broader universe of signals to help them create investment strategies.
"By offering access via Snowflake, we enable seamless integration into client workflows and automation, allowing them to easily incorporate our research into existing investment processes and confidently design strategies that reflect their unique investment identity.”
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