Qontigo, the financial intelligence arm of the Deutsche Boerse, has launched its first suite of STOXX factor indices.

Combining STOXX’s indexing experience with Axioma’s factor risk models, the suite of indices offers investors control over their factor exposures and performance drivers.

The methodologies attempt to encourage tradability by limiting exposures to less liquid names and controlling the number of constituents and weights.

The launch includes five single-factor indices including value, momentum, size, low risk and quality as well as a multifactor index that offers exposure to all fixed single factors.

The underlying regions include global, US, Europe, Asia Pacific and global ex-US.

Qontigo launches self-indexing solutions platform

Holger Wohlenberg, chief business officer of Qontigo, said in a statement: “The launch of the suite brings together the analytic and indexing expertise of Qontigo with the commercially accepted factor definitions contributed by Axioma models.”

Deutsche Boerse launched Qontigo in September 2019 following the $850m acquisition of Axioma earlier that year.