Axioma Equity Factor Risk Model: Trading Horizon

Version 5.1

Unlock precision risk insights for trading desks and quant strategies

The Axioma Equity Factor Risk Models: Trading Horizon delivers precise portfolio risk exposures and forecasts for ultra-short investment horizons when the markets move abruptly and sharply change direction.

Available in two variants:

US Trading Horizon (US5.1-TH)

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Worldwide Trading Horizon (WW5.1-TH)

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Why Trading Horizon Models?

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Who is the Trading Model for?

Hedge fund managers

Quantitative asset managers

Algo traders

Sell-side managers

Risk managers

Structuring desks

New factors in Version 5.1 vs previous version (4.0)

Short Interest: Risk and return impact based on how heavily a stock is shorted
Opinion Divergence: Measures lack of consensus among investors based on unusual trading volume
Downside Risk: Captures negative or uncompensated risk including downside volatility and recent maximum returns
Investment: Measures asset growth, sales growth, and inventory growth
Non-linear Residual Structure: Finds higher-order explanatory factors in residual returns to capture hidden risk exposures

Worldwide vs US Trading Model (v5.1)

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Axioma Equity Factor Risk Models

Flexible and intuitive equity risk models backed by proprietary research

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Cloud-native, SaaS risk management solution for a single, consistent view of risk

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When markets turn, turn to a Trading Model

Even long-term investors can benefit from a risk model with a very short horizon, especially during market crises. Introducing the Axioma WW5.1 Trading Horizon Model.  

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By analyzing the outputs of a statistical factor model and a fundamental risk model, you can create an early warning system for emerging risk events.

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Dec 1, 2021

A trading model for hedging market maker risk

An ultra-short horizon equity risk model is key for portfolio construction and risk control for trading strategies.

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Sep 23, 2024

The new Axioma US Equity Trading Model

We show how the new Trading Model handles short-term portfolio risk using three scenarios: The GFC, COVID and the August 2024 “flash crash”.

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