Featured • July 24, 2026

Predictive Signals for Factor Performance

By aggregating information across multiple underlying markets, these signals measure the current attractiveness, or richness, of the corresponding risk premia.

Featured • July 9, 2026

Stephane Degroote Joins Premialab as Chief Revenue Officer

Stephane brings more than 20 years of experience in derivatives, index solutions, and risk management.

Premialab Named Quant Technology Solution of the Year — Hedgeweek EU Awards 2026

Featured • June 10, 2026

Premialab Named Quant Technology Solution of the Year — Hedgeweek European Awards 2026

The Hedgeweek European Awards honour top performers across the hedge fund ecosystem, recognising both fund performance and service provider innovation.

The tech-fueled stock rally is looking bubble-like to some investors, and they’re turning to exotic options that better protect against an eventual slump.

Featured • May 17, 2026

Tech Bubble Fear Lures Investors to Hedge with Exotic Options

The tech-fueled stock rally is looking bubble-like to some investors, and they’re turning to exotic options that better protect against an eventual slump.

Q1 Factor Performance and Outlook Webinar

Featured • May 7, 2026

Webinar Replay: Q1 Factor Performance and Outlook

Watch our latest webinar replay, where we explored the significant regime shifts that defined Q1 2026, from macro developments to QIS strategy performance.

Featured • April 21, 2026

Premialab Partners with BBVA CIB

BBVA GM QIS will add its suite of rule-based strategies to the Premialab platform and leverage Premialab's advanced analytics, including its Pure Factors framework, to independently benchmark and analyze performance and risk characteristics.

Wall Street’s favorite new way of making money is selling sophisticated investing strategies to Main Street.

Featured • April 21, 2026

Wall Street Brings Sophisticated Quant Trading to the Masses

Wall Street’s favorite new way of making money is selling sophisticated investing strategies to Main Street.

Featured • April 20, 2026

Optimizing Equity Portfolio using Premialab Factor Scores

Portfolio optimization lies at the core of Quantitative Investment Strategies (QIS). In an increasingly data-driven environment, the ability to translate information into systematic portfolio tilts in a structured and efficient manner is a key source of competitive advantage.

When Macro and Geopolitical Risk Converge - A Defensive QIS Playbook

Featured • March 27, 2026

Use Case: When Macro and Geopolitical Risk Converge

Since the onset of the Iran conflict, the defensive segment of QIS has operated in a market regime defined by downside equity risk, firmer volatility premia, commodity-led macro repricing, most visibly, with Brent crude rising ~90% from recent lows, and less stable cross-asset relationships.

Featured • March 19, 2026

Market Update - Iran Tensions and Factor Performance

Market volatility has been making headlines lately, and we’ve been tracking how pure factors are responding to the uncertainty.

The rapid surge in oil prices unleashed by conflict in the Middle East is jolting one of the most popular systematic strategies touted by big banks on Wall Street.

Featured • March 13, 2026

Oil Turmoil Rattles $134 Billion Complex of Quant Trades

The rapid surge in oil prices unleashed by conflict in the Middle East is jolting one of the most popular systematic strategies touted by big banks on Wall Street.

The key development has been the shift from static spreads to more systematic allocation frameworks across indices and maturities, supported by improved signal construction, normalization, and dynamic risk management.

Featured • February 22, 2026

Option Pros Trade Index Versus Index to Play Huge Stock Rotation

The key development has been the shift from static spreads to more systematic allocation frameworks across indices and maturities, supported by improved signal construction, normalization, and dynamic risk management.

In the esoteric structured products realm, quant-powered trades are up +1.1% on average this year, according to data provider Premialab, which follows 7,000+ QIS.

Featured • February 20, 2026

Smart Money Is Winning as Tariff Whiplash, AI Grip Wall Street

In the esoteric structured products realm, quant-powered trades are up +1.1% on average this year, according to data provider Premialab, which follows 7,000+ QIS.

Featured • January 30, 2026

2025 Factor Review - Persistence over Protection

2025 was defined less by surprise and more by persistence. A sustained risk-on regime, easing financial conditions, and declining volatility created a powerful tailwind for equity-centric risk premia, while systematically eroding the value of defensiveness and convexity.

Featured • January 28, 2026

Premialab at EQD Europe 2026: QIS AUM and Flow

This year, we were delighted to contribute to discussions on QIS AUM and flows, reviewing how the market has evolved over time and shedding light on some of the lesser-known statistics of QIS.

Institutional investors, particularly hedge funds, are increasing exposure to short volatility and dispersion strategies in equity and rates to provide carry in a risk on market.

Featured • January 23, 2026

Hedge Funds Play Short Vol, Dispersion Trades in Risk On Market

Institutional investors, particularly hedge funds, are increasing exposure to short volatility and dispersion strategies in equity and rates to provide carry in a risk on market.

Q4 Factor Performance and Outlook Webinar

Featured • January 15, 2026

Webinar Replay: Q4 Factor Performance and Outlook

Watch our latest webinar replay, where we unpack Q4 Pure Factor performance and discuss what these trends may signal for the year ahead.

Rathbones Asset Management Selects Premialab for Strategic Partnership

Featured • January 7, 2026

Premialab adopted by Rathbones Asset Management to Improve Risk Visibility Across Multi-Asset Portfolios

Rathbones Asset Management, one of the UK's leading investment firms, has chosen Premialab's advanced analytics to strengthen risk management practices as they expand allocations to systematic strategies.

Featured • December 17, 2025

Performance Attribution and Benchmarking of QIS Portfolios

Learn how Premialab Pure Factors® power robust QIS benchmarks, clarifying where portfolio value is truly created.

Featured • December 16, 2025

KKR and Premialab Announce $220m Strategic Investment to Support Next Stage of Global Expansion

Premialab announces a $220m strategic growth investment from KKR, a leading international investment firm. As part of the transaction, KKR will lead the investment alongside existing shareholder Balderton.

Featured • November 25, 2025

QIS Clustering in Changing Market Regimes

This paper investigates how Quantitative Investment Strategies (QIS) cluster according to their correlation distance, and how these clusters evolve across distinct market regimes — Risk-on periods of bullish investor sentiment and low volatility and Risk-off environments characterized by heightened uncertainty and volatility.

Featured • November 22, 2025

Fireside Chat: Scaling Systematic Strategies

Eurex and Premialab have launched standardized, centrally cleared futures on Quantitative Investment Strategies (QIS) indices - a major milestone in bringing systematic strategies from the OTC market into the listed space.

Featured • November 20, 2025

The Options Experts who Think Vol Selling is a Broken Trade

Some say the equity volatility risk premium has vanished, others say it comes and goes.

Featured • November 2, 2025

Investors Eye Quick-Twitch Quant Strategies to Handle Next Shock

In today’s market, investors are increasingly turning to bank quantitative investment strategies (QIS) to secure protection that reacts faster to sudden shocks. As persistent volatility gives way to a more episodic, flash-crash regime, managing gap risk has become a key priority.

Featured • October 28, 2025

EMCORE Asset Management Selects Premialab for Strategic Partnership

EMCORE Asset Management, a specialist in liquid alternatives, convertible bonds, and bespoke derivative strategies, announces a strategic partnership with Premialab.

Featured • October 23, 2025

Premialab’s New QIS AUM Report Defines Market Scale, Composition, and Growth Trends

Premialab has released its inaugural report, The Global QIS Market Landscape: AUM, Structure, and Performance, providing a transparent, data-driven view of the global Quantitative Investment Strategies (QIS) market.

Featured • October 22, 2025

Separating Skill from Exposure

Active management is undergoing a quiet transformation as advances in data, analytics, and portfolio construction reshape how skill and performance are measured. For allocators, this shift offers new clarity into what drives returns, but also challenges long-held assumptions about active versus passive value.

Q3 Factor Performance and Outlook Webinar

Featured • October 21, 2025

Webinar Replay: Q3 Factor Performance and Outlook

Against this shifting macro environment, how did Pure Factor strategies perform, and what do these dynamics imply for institutional portfolios heading into year-end?

Featured • October 10, 2025

Premialab Awarded Quant Technology Solution of the Year at the Hedgeweek US Awards

Premialab has been named Quant Technology Solution of the Year at the Hedgeweek US Awards 2025, celebrating the firm’s leadership in data-driven intelligence and technology innovation for institutional investors.

Featured • September 24, 2025

Eurex and Premialab bring Quantitative Investment Strategies (QIS) to the Futures Market

Eurex, Europe’s leading derivatives exchange, is bringing Quantitative Investment Strategies (QIS) to the futures market, partnering with Premialab.

Featured • September 1, 2025

Eurex plans October launch for QIS futures

Eurex plans to list the first futures contract linked to banks’ quantitative investment strategies (QIS) as early as the end of next month. The Frankfurt-based exchange has been in talks with three dealers to offer contracts on an initial selection of custom equity indexes.

Featured • August 20, 2025

Premialab Announces Strategic Partnership with Nasdaq eVestment™ to Advance Quantitative Analytics for Institutional Investors

We are pleased to announce a strategic partnership with Nasdaq eVestment™, a leading institutional investment data and analytics platform. This collaboration brings together our quantitative analytics and factor intelligence with eVestment's comprehensive data ecosystem.

Webinar Replay: 2025 Q1 Pure Factor Insights & Q2 Outlook

Featured • August 7, 2025

Webinar Replay: Mid-year Factor Performance and Outlook

Watch our latest webinar replay, where we unpack mid-year Pure Factor performance and share forward-looking perspectives in the context of ongoing market and macroeconomic shifts.

Featured • July 24, 2025

Navigating Market Shifts with QIS Trend and Momentum Strategies

As markets grapple with inflation cycles, shifting policies, and fractured correlations, trend-following and cross-sectional momentum strategies are stepping into the spotlight. In this new paper, we explore how these strategies have behaved through recent macro regimes — from 2020 to today — using Premialab Pure Factors® as a benchmark.

Featured • July 8, 2025

Union Investment selects Premialab

Union Investment, one of Germany's leading asset managers with €500 billion in assets under management, has adopted Premialab's advanced platform to strengthen its approach to quantitative investment strategies (QIS), improve operational efficiency, and enhance risk management practices.

Featured • July 4, 2025

Quant Hedge Funds Ride Whiplash Markets to First-Half Riches

In a turbulent first half of 2025 marked by policy shocks, market reversals, and heightened volatility, systematic hedge funds have emerged as standout performers.

Featured • June 26, 2025

Portfolio Enhancement using Currency Overlay

Foreign Exchange (FX) has historically been overshadowed by the allure of stocks and bonds, earning its reputation as a slower-moving market, often overlooked by investors seeking alpha. However, as expectations for global rate cuts intensify, investor interest is being shifted towards FX as a new avenue for alpha generation.

Featured • May 28, 2025

Premialab at EQD Global 2025

Hope everyone had a great time at EQD Global 2025 in Las Vegas! It was another outstanding event with the EQD team.

Featured • May 15, 2025

Traders Eye Longer-Term Options to Hedge Post-Tariff Shock Rally

Investors also look to hedge via the growing number of Quantitative Investment Strategy products on offer, in which case a blended approach of several strategies is likely to be appropriate given how performance diverged over the April turmoil.

Featured • May 6, 2025

Popular Hedge Fund Option Trade Adjusts With Turbulent Market

While the three-month S&P 500 implied correlation has fallen from a high earlier in April, its average for the month was about double the one-year mean. Quantitative Investment Strategies - of which some look to profit from dispersion - that have proliferated across equity markets recently were broadly active, and gamma-neutral variants in particular did very well.

Featured • May 2, 2025

Webinar Replay: 2025 Q1 Pure Factor Insights & Q2 Outlook

Explore how Pure Factors performed in Q1 and what they reveal about the evolving macro and market landscape. Watch the full recording now to stay ahead of the curve.

Featured • April 30, 2025

Quant Technology Solution of the Year at the Hedgeweek Awards

We are thrilled to be recognized as 'Quant Technology Solution of the Year' at the Hedgeweek Awards.

Featured • April 9, 2025

Systematic Strength Amidst Systemic Shock: US Tariff Impact seen through Premialab Pure Factors®

As global markets reeled from the shockwaves of President Trump’s sweeping new tariff policy, investors have found themselves navigating through a redefined landscape of volatility, inflation expectations, and cross-border frictions. Yet amid the tremors, certain systematic signals have not just stood their ground — they’ve performed.

Featured • April 8, 2025

S&P Gamma Flat Dispersion, Trend Following Pair Attractive In Volatile Markets

A combination of gamma flat dispersion and trend following strategies offers institutional investors a compelling approach to manage risk and harness volatility.

Featured • April 7, 2025

Wider Intraday Price Swings in Stocks Prompt Options Strategies

0DTE strategies leveraging dealer gamma positioning is a complex area and one that is difficult to make a profitable trading strategy from. However, the space is definitely growing and banks have been launching QIS strategies on S&P and Nasdaq – but note that implementations can vary widely.

Featured • March 20, 2025

Credit Quants Push Strategy That Lured Trillions in Stock Market

A small group of pioneers is hoping that factor investing, which has grown into a multi trillion-dollar market in equities, can become the next big thing in the world of corporate bonds — particularly with Donald Trump’s agenda sending shock waves across assets.

Featured • March 12, 2025

Premialab at EQD LatAm 2025

Premialab was delighted to sponsor and speak at EQD LATAM 2025, where we shared insights on Technology and Innovation in a Growing QIS Landscape.

Featured • March 7, 2025

QIS 3.0 ‘bonanza’: hedge funds pivot from options to swaps

Delighted to be featured in the latest Risk.net article discussing the rapid adoption of QIS by hedge funds.

Featured • February 27, 2025

Money Managers Return to a Levered Trade That Went Bust in 2008

Premialab was featured again in Bloomberg News’ latest article on the rise of portable alpha strategies.

Featured • February 18, 2025

AI and Trump tariffs spur hyped-up dispersion trade

A recent Risk.net article explores the growing momentum behind equity dispersion trades. The piece highlights how Quantitative Investment Strategies (QIS) continue to drive investor interest.

Featured • February 17, 2025

Surge in Wall Street Dispersion Trades Belies Crowding Concerns

In this Bloomberg article on the surge in dispersion strategies, our CEO Adrien Geliot shared valuable insights on the accelerating growth of Quantitative Investment Strategy (QIS) products.

Featured • February 12, 2025

Premialab at EQD Europe 2025: Advancing the Discussion on Quantitative Investment Strategies

Premialab participated as a Gold Sponsor at EQD Europe 2025, contributing to discussions on the evolving role of Quantitative Investment Strategies (QIS) in global markets.

Featured • January 29, 2025

Commodity Carry, Backwardation, Vol Carry Attract Institutional Attention Amid Market Shifts

EQD’s latest article highlights Premialab’s data, showcasing how Institutional investors are increasingly turning to commodity carry, backwardation, and volatility carry strategies to capitalize on strong market dynamics in the first quarter of 2025.

Featured • January 28, 2025

2024 Factor Review - A Year of Market Shifts and Opportunities

Global financial markets in 2024 were defined by shifting economic dynamics, regional divergence, and renewed uncertainty. These trends shaped factor performance in unique ways.

Featured • January 16, 2025

Has Speed Brought Alpha?

When financial markets are characterized by rapid fluctuations and unprecedented complexity, innovation in Quantitative Investment Strategies (QIS) has become essential for investors striving to maintain a competitive edge.

Featured • January 13, 2025

Wall Street Eyes Cheap Hedges for Stock Rally Showing Strains

Bloomberg News’ latest article, “Wall Street Eyes Cheap Hedges for Stock Rally Showing Strains,” highlights Premialab’s data, showcasing how QIS strategies can offer cost-effective tail-risk protection.

Featured • December 11, 2024

Advanced Visualization for the Quant Strategy Universe: Clustering and Dimensionality Reduction Published on Risk.net - Journal of Investment Strategies

Premialab is delighted to announce the publication of its research paper in Risk.net - Journal of Investment Strategies.

Featured • December 5, 2024

Premialab at Japan EQD: Exploring the Role of QIS in Institutional Portfolios

Premialab participated in Japan EQD, a key industry event bringing together market leaders to discuss advancements in Quantitative Investment Strategies (QIS) and their role in modern investment portfolios.

Featured • November 28, 2024

Systematic Alpha: Replicating the Multi-Strategy Hedge Fund Model with Quantitative Investment Strategies

Over the past decade, institutional investors are facing significant uncertainty in navigating markets. Rising geopolitical risks, persistent inflation, and shifting interest rates have driven allocators towards multi-strategy hedge funds (multi-strats) in hopes of bringing consistency to their portfolios.

Featured • November 14, 2024

Premialab appointed by Lombard Odier Investment Managers to scale Quantitative Investment Strategies

Lombard Odier Investment Managers (LOIM), the institutional asset management business of the Lombard Odier Group, has integrated Premialab's industry-leading technology to support the management of their soon-to-be-launched DOM Global Macro strategy. This partnership underscores LOIM's commitment to onboard innovative strategies in an evolving market landscape.

Featured • November 6, 2024

Factor Performance Through Changing U.S. Political Regimes

The 2024 U.S. election has added a new layer of uncertainty to financial markets, as investors assess the implications of the shifting political landscape on economic policy and market dynamics. Historically, the combination of presidential and congressional control has played a crucial role in shaping fiscal and regulatory agendas.

Featured • October 8, 2024

Navigating Rate Cuts - A Comparative Analysis of Premialab Pure Factors Across Monetary Easing Cycles

With the Federal Reserve lowering interest rates by another 25 basis points, from 4.75% to 4.5% in December, the market moves further into a deepening monetary easing cycle. Historically, rate cuts follow periods of economic uncertainty or slowing growth; however in this case we see the Fed cutting rates during a period of near full employment.

Featured • August 22, 2024

Expert in the Loop - Dynamic Risk Premia Decomposition

Leveraging metadata, empirical analysis, and Premialab's machine learning capabilities, a flexible factor selection algorithm has been developed to create and combine categorization rules based on the internal expertise in factor decomposition models.

Featured • July 25, 2024

Tail-Risk Hedging Toolkit: Premialab Downside Protection Pure Factors®

In the face of volatile market conditions and heightened economic uncertainty, institutional investors have increasingly turned to customized tail risk hedging strategies to buy positive convexity for safeguarding their portfolios. Premialab has expanded the Pure Factors® suite with three new additions to cover tail risk hedging implementations.

Featured • June 22, 2024

Premialab Adds Three New Pure Factors to QIS Range

Premialab is thrilled to share that SRP has featured our latest developments. Data analytics and risk solutions provider Premialab has expanded its Premialab Pure Factors suite with the introduction of three new factors designed explicitly for downside protection in volatile market environments and tail risk mitigation.

Featured • June 20, 2024

FX Books Bulge in Quant Investment Field

FX Carry Strategies have dominated demand. Data from QIS analytics provider Premialab shows FX Global carry returned 6.52% in the 12 months to the end of March - which makes the factor a top 10 performer among a set of 47 Pure Risk Factors benchmarks published by the firm.

Featured • June 1, 2024

A Hedge-Fund Volatility Trade Risks Getting Crushed by the Crowd

A recent article published by Bloomberg reports on the once niche trade used by hedge funds and volatility players known as dispersion is becoming more accessable to a wider range of investors through the form of Quantitative Investment Strategies (QIS).

Featured • April 23, 2024

Seize the Momentum: Pension Funds Embrace Quant Investments

Nearly 60% of global institutional investors claim that higher inflation and higher interest rates make systematic investment more attractive, and that it has helped them manage market volatility in the past.

Featured • April 3, 2024

Quantitative Investment Strategies and Hedge Funds: A Comparative Analysis

QIS provide investors with advantages such as lower fees, a transparent investment framework, and comparable market exposure to various hedge fund products. With multiple structural benefits, the QIS market has experienced consistent growth over the past years, with the current market estimated at over $700 billion in AUM.

Featured • February 14, 2024

Thematic Investing and Portable Alpha

Thematic indices have witnessed increased demand over the past decade as investors recognize the potential within emerging trends, sectors, and industries. For thematic investors to strategically allocate their investments, exposure to relevant benchmarks is crucial. This paper outlines effective approaches to capitalize on the potential of thematic investments in a constantly evolving market landscape.

Featured • February 13, 2024

Simplify Asset Management Partners with Premialab

Innovative institutional-grade provider, Simplify Asset Management, has chosen Premialab technology for QIS research, performance, and risk management. This collaboration brings together innovation, expertise, and a shared commitment to excellence in asset management.

Featured • January 30, 2024

2023 Factor Performance Review and Outlook

This paper reviews the performance of factors in 2023 across diversified multi-asset alternative risk premia and discusses how the macroeconomic environment has impacted global factor performance, comparing 2022 with 2023, and assessing the impact on Equity Market Neutral, Volatility, Multi-Asset Trend, FX Carry and Commodities.

Featured • January 16, 2024

Prime Capital AG Enhances Alternative Investment Strategies with Premialab's Advanced Analytics

Leading independent asset management firm specializing in Alternative Investments, chooses Premialab technology and its Pure Factors® benchmarks for strategy selection and risk management.

Featured • December 18, 2023

Advanced Visualization for Quant Strategy Universe: Clustering and Dimensionality Reduction

At the core of modern investment decision-making lies access to high-quality, clean data and the possession of skills to interpret it. Effective data visualization plays a crucial role in simplifying and driving accurate investment decisions.

Featured • December 12, 2023

Longchamp Asset Management Selects Premialab

A leading French asset manager has chosen Premialab technology for risk management and portfolio strategy.

Featured • December 5, 2023

Generali Partners with Premialab for Multi-Asset Investments

Premialab has announced a strategic partnership with Generali Investments Partners, a prominent global investment firm managing over €500 billion in assets.

Featured • August 30, 2023

Systematic Factor Investing: Juxtaposing Fama-French with Premialab Pure Factors®

Just as the recent release of Oppenheimer has rekindled a fascination with the processes behind the invention of the atomic bomb, an analogous transformational event takes place in the world of investment management - the construction of top-down systematic factor models.

Featured • August 29, 2023

State Super (SAS Trustee Corporation) partners with Premialab

State Super, one of Australia’s oldest superannuation funds, has chosen Premialab to manage and monitor its portfolio of alternative risk premia strategies from sell-side investment banks.

Featured • July 27, 2023

Taxonomy of Tail-Hedging in the US Equity Market

The US equity market, despite reaching all-time highs in 2021, has faced significant volatility due to global events like Russia's war against Ukraine, supply-demand disruptions, rising rates, and surging inflation. To navigate these turbulent headwinds, investors are embracing systematic quantitative investment strategies (QIS) and risk mitigation frameworks.

Featured • July 19, 2023

Characterizing Intraday Momentum Strategies

Systematic intraday momentum strategies in the US equity market aim to benefit from intraday long or short trending behavior, both to mitigate downward risk and be exposed to asymmetric and convex return profiles, particularly during crisis periods.

Forbes features Adrien Geliot, Premialab's CEO, discussing the rapid growth and success of AI-driven quantitative strategies in the financial industry

Featured • July 3, 2023

AI Investments. A new earning machine

Forbes features Adrien Geliot, Premialab's CEO, discussing the rapid growth and success of AI-driven quantitative strategies in the financial industry, with 61% of the approximately 4,000 strategies tracked by Premialab in profit in 2022.

Featured • June 7, 2023

Does Alternative Risk Premia Diversify? New Evidence for the Post-Pandemic Era

A recent paper, published by Antti Suhonen (Aalto University School of Business) and Kari Vatanen (Veritas Pension Insurance) on Social Science Research Network (SSRN), examines the risks and diversification properties of multi-asset alternative risk premia (ARP) strategies using Premialab Pure Factors®, encompassing investable ARP products.

Featured • May 30, 2023

Wall Street Built a $370 Billion Business Cloning Quant Trades

A recent article published by Bloomberg reports that major banks like JPMorgan Chase, Goldman Sachs, and Morgan Stanley are increasingly embracing Quantitative Investment strategies (QIS) to cater to a wide range of clients, including pension funds and family offices.

Featured • February 15, 2023

Atlantic House Investments Partners with Premialab

We see growing demands from asset managers and asset owners for investment strategies that can mitigate downside risk and deliver returns uncorrelated with traditional asset classes.

Featured • February 10, 2023

Factor Performance 2022

This paper provides a review of the factor performance in 2022 across diversified multi-asset alternative risk premia and a summary on how the macroeconomic environment has impacted global factor performance: equity market neutral, multi-asset trend and commodity factors.

Featured • December 8, 2022

Creating Factor Clusters in the US Liquid Alternatives Universe

We identified 9 clusters within 269 US Liquid Alternatives using Premialab Pure Factors and the performance and factor characteristics of the funds.

Featured • November 17, 2022

Creating Factor Clusters in the Alternative UCITS Universe Published on Risk.net - Journal of Investment Strategies

Premialab is delighted to announce the publication of its research paper in Risk.net - Journal of Investment Strategies.

PR_Release_Danish Pension_Laegernes_Pension

Featured • October 20, 2022

Danish Pension, Lægernes Pension & Bank, Partners with Premialab

Our partnership with Premialab will serve to improve our framework around systematic investing and to strengthen our infrastructure for strategy selection, portfolio construction and on-going data management for position-level risk across asset classes

Featured • October 6, 2022

Use Case: Alpha Generation and Assessing Active Risk Decomposition from a Manager

By construction, this alpha is independent from the broad market factors and is referred to as “true alpha” in some literature. Alpha can be generated from the specific security selection or market timing of factors.

Featured • September 1, 2022

Use Case: Consensus Protection Portfolio, 2022 Update

Last year we published a white paper “Building a consensus protection portfolio”. In this update, we examine the performance of such a portfolio against the backdrop of all the unforeseen market conditions in the first half of 2022.

Featured • August 16, 2022

Best Performing Equity Large Cap Growth & Value Funds, Q2 2022

Our quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.

Featured • July 15, 2022

Quantitative Investment Strategies: Maximizing Returns with Systematic Factor Investing

In the dynamic world of investment, the pursuit of returns while managing risk is an ongoing challenge. Quantitative investment strategies, particularly systematic factor investing, offer a methodical and data-driven approach to optimize your investment portfolio.

Featured • June 23, 2022

Premialab White Paper: Advanced Factor Analytics

The Premialab white paper introduces a statistical and analytical methodology to benchmark and classify the universe of Quantitative Investment Strategies (QIS) deployed in the market.

Featured • June 17, 2022

Top10 Largest Canadian Pension Fund OMERS Partners with Premialab

to Benchmark, Analyze and Monitor Quantitative Investment Vehicles

Featured • June 15, 2022

Enhancing Portfolio Performance: A Deep Dive into Factor Investing

Factor investing has gained substantial attention in recent years as a powerful investment strategy used by sophisticated investors to enhance their portfolio returns.

Featured • June 14, 2022

Use Case: Inflation Hedging, 2022 Update

An insightful performance update on the passive and actively managed commodity inflation baskets constructed to explore inflation protection strategies.

Featured • May 19, 2022

Finnish Pension Insurance Company, Veritas, Partners with Premialab

Premialab today announced that Veritas Pension Insurance will partner with Premialab to enhance their strategy selection, multi-asset portfolio modeling, risk monitoring, and regulatory reporting for systematic strategies.

Top Performing Equity Large Cap Growth & Value Funds, Q1 2022

Featured • May 19, 2022

Best Performing Equity Large Cap Growth & Value Funds, Q1 2022

Our quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.

Featured • May 19, 2022

How to Use Premialab Pure Factors® in Conjunction with Traditional Equity Factor Models

A practical use case showcasing examples of how Premialab proprietary benchmarks on risk premia and factor performances can be used in conjunction with equity factor models to assess and manage associated risk.

Featured • May 15, 2022

Navigating Barriers in Systematic Factor Investing: Strategies for Success

When institutional investors decide to venture into Quantitative Investment Strategies (QIS) systematic factors, they often encounter various obstacles that require careful consideration and strategic solutions.

Partnership with Asset Management One USA Inc.

Featured • April 20, 2022

Asset Management One USA Inc. Chooses Premialab

Premialab today announced that Asset Management One USA Inc. (AMO USA) will use Premialab's Platform to enhance their selection, multi-asset portfolio construction and risk analysis of alternative risk premia strategies.

Unveiling the World of Alternative Risk Premia (ARP)

Featured • April 15, 2022

Simplifying Complexity: A Quick Guide to Alternative Risk Premia (ARP)

Alternative Risk Premia (ARP) refers to a set of investment strategies that aim to capture risk premiums beyond traditional asset classes like stocks and bonds.

Featured • March 31, 2022

Wilshire Selects Premialab for Multi-Asset Risk Analysis

Premialab announced today that Wilshire will use Premialab's platform and multi-asset analytics solution to support risk management for quantitative investment strategies on the Wilshire institutional managed account platform.

Featured • March 17, 2022

Forward-Looking Multi-Asset Portfolio Construction

Due to the fast-changing economic cycles combined with uncertain geopolitics factors, portfolio managers face increasing complexity when constructing multi-asset portfolios.

Featured • March 9, 2022

Market UppublishedDate: Russian Invasion of Ukraine

The Russian invasion of Ukraine is a human tragedy, and its evolution remains uncertain.

Featured • March 2, 2022

2021 Premialab Markets Review

This paper provides a review of the market, analyzing performance in 2021 across diversified multi-asset alternative risk premia and offering an overview of the following global factors: equity market neutral, multi-asset trend, and multi-asset volatility.

Top Performing Equity Large Cap Growth & Value Funds, 2021

Featured • February 16, 2022

2021 Best Performing Equity Large Cap Growth & Value Funds

Our quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.

AMP Selects Premialab's Multi-Asset solution

Featured • February 9, 2022

Australia Largest Superannuation Provider AMP Selects Premialab

Premialab announced today that the Australian global investment manager AMP will benefit from Premialab's Multi-Asset performance and risk analytics to improve manager selection decisions and multi-asset factor decomposition.

Featured • January 19, 2022

White Paper: Creating Factor Clusters in the Alternative UCITS Universe

Using a novel quantitative process utilizing Premialab Pure Factor®, we identify seven “clusters” with a universe of 323 Alternative UCITS based on their performance and factor characteristics.

Featured • November 8, 2021

Top10 Largest Danish Pension Fund P+ Chooses Premialab

Premialab announced today that Danish pension fund P+ Pensionskassen for Akademikere (P+) will use Premialab Platform and Premialab Pure Factors® to improve their allocation and risk monitoring across fund managers and systematic strategies.

Top Performing Equity Large Cap Growth & Value Funds, Q3 2021

Featured • October 27, 2021

Best Performing Equity Large Cap Growth & Value Funds, October 2021

Our quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.

Featured • October 21, 2021

Factor Market Regime - Update

In this article, we re-investigate the market factor relation structure using Premialab Pure Factors® as an independent representation of the consensus implementation across asset classes.

Featured • September 23, 2021

Virtual Forum: Positioning for Inflation and the Outlook for Commodities

On the 9th of September, we hosted an insightful two-panel virtual forum, “Positioning for Inflation and the Outlook for Commodities,” with dealers, asset managers, and asset owners from around the globe.

Featured • September 16, 2021

Use Case: Inflation Protection with Commodity Strategies – and Some Trend

In this use case, we will construct an inflation basket of commodities that mimics the CPI basket, compare the commodity basket to a Breakeven-TIPS benchmark, and improve upon the commodity CPI basket by using actively managed commodity momentum strategies.

Top Performing Equity Large Cap Growth & Value Funds, Q2 2021

Featured • July 28, 2021

Best Performing Equity Large Cap Growth & Value Funds, July 2021

Our quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.

Featured • July 22, 2021

Building a Multi-Asset Protection Portfolio Using "Consensus" Strategies

How should an investor approach portfolio protection? Constructing objectives, policies, strategies, and implementations designed to mitigate downside risk is topical given the recency of the 2020 Q1 pandemic crash, today’s lofty equity markets, and thin fixed income yields.

Top Performing Equity Large Cap Growth & Value Funds, Q1 2021

Featured • April 28, 2021

Best Performing Equity Large Cap Growth & Value Funds, April 2021

Our new series of quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.

Featured • April 20, 2021

Exploring US Growth Funds Performance as US Interest Rates Rapidly Rise

This paper explores how well the 196 US Growth Funds representing $1.8 trillion AUM across 86 fund houses, and US Factors, proxied by Premialab’s Pure Factors, our proprietary benchmarks on risk premia and factor performances, have navigated through this latest period of a rapid rise in US interest rates.

Premialab on Growth Funds Outperformance

Featured • February 16, 2021

Growing stronger: Looking Beneath Growth's Outperformance

This paper decomposes 196 US Growth Funds representing $1.8 trillion AUM across 86 fund houses through Premialab Pure Factors®, our proprietary benchmarks on risk premia and factor performances. The analysis provides unique insights into Growth funds' inner factor dynamics and returns drivers.

Featured • January 12, 2021

Factor Market Regime - Looking Ahead

2020 has been disruptive and financial markets have been shaken up dramatically. This paper analyzes the shifts in market dynamics and drills down market factors' behavior in terms of correlation structure using Premialab Pure Factors®, proprietary benchmarks on risk premia and factor performances, and the return dispersion across implementations by key providers in the marketplace.

Featured • January 12, 2021

Mr. John Macpherson appointed EMEA Senior Advisor

Premialab, has today announced the appointment of Mr. John Macpherson as Senior Advisor as part of its expansion in Europe. Mr. Macpherson served as Managing Director at Goldman Sachs from 2004 until 2013, then Nomura and Citibank as global head of listed derivatives.

Premialab, Momentum: Crushed by the COVID-19 Vaccine

Featured • November 16, 2020

Momentum: Crushed by the Vaccine

The Momentum factor saw a plunge of unprecedented magnitude in early November. This commentary aims to interpret recent market dynamics from a factor perspective and update participants on the evolving factor environment.

Featured • November 11, 2020

Mr. Todd Groth, CFA, appointed Senior Product Specialist in North America

Premialab, has today announced the appointment of Mr. Todd Groth, CFA as Senior Product Specialist as part of the expansion of its US team. Mr. Groth served as Managing Director at Risk Premium Investments from September 2015 to December 2019, and held previous senior positions at PAAMCO and Investcorp.

Featured • October 6, 2020

Andrew Baehr, CFA, appointed Head of Institutional Sales in North America

Andrew Baehr, CFA further expands Premialab's North American footprint bringing his extensive investment banking and asset management expertise to the fintech platform dedicated to quantitative investment strategies

Dr. Vincent Zoonekynd appointment, Premialab

Featured • August 18, 2020

Dr. Vincent Zoonekynd appointed Head of Data Science

Premialab, has today announced the appointment of Dr. Vincent Zoonekind as Head of Data Science to lead its research and development team.

Featured • June 8, 2020

Low Vol What Went Wrong?

2020 has been very challenging with sharp underperformance and dispersion across low volatility implementation. How can we explain performance and positioning?

Premialab, COVID-19 vs 2008 Financial Crisis

Featured • May 12, 2020

Coronavirus vs 2008 Financial Crisis

The COVID-19 pandemic has pushed global markets into unprecedented territory. What does this mean for investors and what can we expect from here?

Featured • April 29, 2020

Trend Strategies: Bright Spot in the Market Meltdown

Overall, trend-following strategies have performed well since the beginning of the COVID-19 crisis. Their “positively skewed” performance can help to reduce tail risk in diversified portfolios.

Featured • April 17, 2020

Alternative Risk Premia vs Hedge Fund

Challenging markets in Q1 2020 resonated across all market segments, and Hedge Funds were not spared.

US offering launch, Premialab's NY office

Featured • November 5, 2019

We have launched our US offering following success in Europe and Asia

Premialab, the Fintech platform for Risk Premia Strategies, has today announced the formal launch of its US offering with the opening of a US headquarters. The new office in New York will further accelerate its global growth in the North-American market.

Dr. Georgios Sittas appointment, Premialab

Featured • September 5, 2019

Dr. Georgios Sittas appointed Managing Director - Head of Risk Solutions

Premialab, the Fintech platform for Risk Premia Strategies has today appointed Dr Georgios Sittas as Managing Director, Head of Risk Solutions to lead its key products expansion linked to risk solutions.

Featured • July 19, 2019

Mr. Daniel Fields appointed as Americas Senior Advisor

Premialab, the Fintech platform for Risk Premia Strategies has today announced the appointment of Mr. Daniel Fields as Senior Advisor to lead its strategic expansion and development in the U.S market with effect from 1st July 2019.

Premialab launches European offering, Paris office

Featured • January 29, 2018

We have launched our European offering following success in Asia

Premialab, the Fintech platform for Risk Premia Strategies has today launched its European offering with the opening of a new European headquarters in Paris.

Predictive Signals for Factor Performance

July 24, 2026