SimCorp’s Axioma Factor Library Suite is aimed at hedge funds, systematic investors, and asset managers.
Fintech provider SimCorp has unveiled its Axioma Factor Library Suite, a new data repository designed to give quantitative managers a unified source of research data for building investment strategies. The suite supports alpha construction, risk management, custom model development, strategy design, stress testing, and scenario analysis.
Aimed at hedge funds, systematic investors, and asset managers, the library combines fundamental, technical, and macroeconomic factors. Equity factor exposures date back to 1997 and cover 37 research-driven style, risk, and sentiment signals spanning more than 50,000 securities in over 90 countries. Macroeconomic coverage includes interest rates, inflation, foreign exchange, credit, commodities, and other key signals.
Daily factors can be accessed through multiple platforms, officials note. The Axioma Risk Model Machine (RMM), for example, allows users to create risk models tailored to specific strategies. For quants who prefer not to integrate RMM, the dataset is also available via SimCorp’s Snowflake data cloud, enabling direct incorporation into internal workflows and proprietary investment processes.
By centralizing these datasets, SimCorp officials say they are seeking to streamline quantitative research, allowing investment teams to design strategies and manage risk more efficiently while, in tandem, reducing the headache of consolidating multiple datasets.
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