Axioma signs BlueCrest Capital Management

Source: Axioma

Axioma, a leading provider of decision support, risk analysis, portfolio rebalancing and performance attribution tools, today announced that BlueCrest Capital Management LLP, a leading alternative asset manager with more than $32 billion in assets under management, has selected Axioma's Robust Risk Models for use in its systematic equity strategies.

"We are known by the company we keep and we are delighted that BlueCrest — one of the world's largest and most successful alternative asset managers — has selected Axioma for the risk model requirements of its systematic equity strategies," said Ian Webster, Axioma's Managing Director, Europe. "Axioma is now widely recognized as the industry's premier provider of risk models. Our rapid growth in this segment serves as testimony to that fact."

BlueCrest will deploy Axioma's risk models to provide risk data to their systematic equity strategies, to serve in the portfolio construction process, and as a base upon which to create additional custom risk models.

Frank Fehle, BlueCrest's Product Manager for Systematic Equities, explained: "We recently conducted a thorough review of risk model providers with a specific focus on the systematic equity space. While a number of these firms proved themselves to be sophisticated and professional, we were particularly impressed with Axioma as they were able to provide a high degree of flexibility and customizability in their product suite."

Recognized as the industry's premier risk analytics provider, Axioma offers daily updates of all components of the fundamental and statistical risk model variants. In addition, Axioma's patent-pending Returns Timing methodology and the proprietary Dynamic Volatility Adjustment provide a level of customization unique in the marketplace. Axioma's risk models geographic coverage comprises World-wide, Europe, Asia Pacific, Asia Pacific ex-Japan, Emerging Markets, North America, World-wide ex-US, Australia, Canada, China, UK, Japan, Taiwan, and US.

In 2011, Axioma introduced the Risk Model Machine, which allows clients to build their own proprietary risk models using Axioma's IP, content and proven core models as the foundation. Clients can adjust factors and other parameters to tailor the models to their own specific investment process and approach. 

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