Whitepaper:
Revealing Sources of Portfolios Risks & Returns

Traditional factor-based risk analysis reveal portfolio risks, but style investors aren’t immune to macro forces.Fundamental and macro factor models are complementary, offering a deeper understanding of portfolio risk than either one alone.

SimCorp Axioma and Qi explored this in a case study

Download the PDF
10 minute read.

Author
Amit Khanna

Related Articles

Macro Spotlight - Hidden Rea Rate Bias
August 12, 2025
Qi Macro Risk

Macro Spotlight - Hidden Rea Rate Bias

Macro Spotlight - Mag7 Achilles Heel
August 12, 2025
Qi Macro Risk

Macro Spotlight - Mag7 Achilles Heel

Macro Spotlight - Hidden Risks #3
August 8, 2025
Qi Macro Risk

Macro Spotlight - Hidden Risks #3

Macro Spotlight - Hidden Risks #2
August 6, 2025
Qi Macro Risk

Macro Spotlight - Hidden Risks #2