BlueCrest to deploy Axioma’s Robust Risk Models

A London-based hedge fund BlueCrest Capital Management has chosen Axioma’s Robust Risk Models for deployment into its systematic equity strategies to meet risk model requirements.

BlueCrest, which has over $32bn in assets under management, said that the risk models will cater risk data to their systematic equity strategies, to serve in the portfolio construction process, and as a base in creation of additional custom risk models.

Axioma’s risk models coverage comprises Europe, Asia Pacific, Asia Pacific ex-Japan, Emerging Markets, North America, World-wide ex-US, Australia, Canada, China, UK, Japan, Taiwan, and the US.

Axioma introduced the Risk Model Machine in 2011, which enables clients to create their own proprietary risk models using Axioma’s IP, content and already proven core models as the foundation.

Clients can adjust factors and other parameters to customize the models to suit their own specific investment process and approach.