Axioma has unveiled a new tool which will allow clients to construct customized risk models according to their own investment processes. The Axioma Risk Model Machine uses the business logic and statistical techniques built for Axioma’s own fundamental and statistical risk models.
The custom risk models created by the machine are compatible with Axioma Portfolio Optimizer, Axioma Portfolio-Attribution, Axioma Backtester and Axioma Risk Analysis. The machine provides output that includes both the model itself and a diagnostic report that assesses the quality of the model.
Click here for the release from Business Wire.