Introducing the Axioma Factor Library Suite

The Axioma Factor Library Suite gives hedge funds, systematic investors, and asset managers access to proprietary research on equity factors and macro exposures for advanced portfolio construction.  

New York, 26 February 2026  – SimCorp, a global leader in financial technology, today announced the introduction of the Axioma Factor Library Suite. The suite brings together a wide array of fundamental, technical, and macroeconomic factors into a unified data resource, offering hedge funds, systematic investors, and asset managers a broad and flexible signal universe to accelerate the development of customized strategies.

The Axioma Factor Library Suite provides quantitative portfolio managers and risk teams with access to an extensive dataset of style, macro, and cross-asset factors. This empowers them to discover new sources of alpha, better understand risk, and integrate factor intelligence into existing research pipelines to construct differentiated portfolios.

The factors are delivered daily via Axioma Risk Model Machine (RMM), which allows users to create and customize bespoke risk models tailored to specific investment strategies, or via Snowflake, ideal for clients who prefer flexible data access without fully adopting RMM.

“With the Axioma Factor Library Suite, we are making proprietary factor research available to clients, giving them a broader universe of signals to help them create investment strategies,” said Ian Lumb, Head of Analytics Product Management, SimCorp. “By offering access via Snowflake, we enable seamless integration into client workflows and automation, allowing them to easily incorporate our research into existing investment processes and confidently design strategies that reflect their unique investment identity.”

The Axioma Factor Library Suite brings together new proprietary factors derived from research for the latest Axioma Worldwide Equity Factor Risk Model that were not included in the risk model, alongside existing factor and macro research, in a single ecosystem.

Each equity factor includes transparent definitions, economic rationales, academic references, and performance metrics, enabling robust integration into quantitative research and investment workflows.

The Axioma Factor Library Suite gives access to:

• Equity factor exposures spanning 37 research-driven style, risk, and sentiment signals, and increasing over time, covering 50,000+ securities in 90+ countries, with history back to 1997.
• Macro factor sensitivities across interest rates, inflation, FX, credit, commodities, and macroeconomic indicators, including innovative datasets such as carbon futures exposures and other cross-asset aware signals.

Built for research, alpha, risk, and scenario analysis

The factor library is purpose-built to support a wide range of use cases, including:

• Alpha construction: Build and test hypotheses using both equity and macro exposures to develop new signals or augment existing systematic strategies.
• Risk management: Understand how custom alpha signals correlate with equity and macro library factors to identify hidden exposures or confirm diversification benefits.
• Custom model creation: Combine equity styles - such as value, growth, sentiment, defensive, and risk - with macroeconomic drivers to build bespoke models or assemble components in Snowflake.
• Strategy design: Tilt portfolios toward nuanced, cross-asset themes - such as duration-neutral value, macro-aware momentum, or defensives with inflation hedging characteristics.
• Stress testing and scenario analysis: Analyze how portfolios respond to complex macroeconomic shifts - rates, inflation, FX, commodities, and style dynamics - within one coherent factor ecosystem.

Portfolio managers and quantitative analysts can download the factsheet or request a demo to learn how the Axioma Factor Library Suite supports the design of custom factor strategies.