Analyse the risk metrics of the factor indices to shortlist the best strategies across asset classes and styles matching your specific needs
Filter the PremiaLab universe of over 2,000 factor indices across style, asset classes and providers
Select your combination of factor indices to build portfolio optimizing risk adjusted return
Track the performance of your PremiaLab portfolios and compare them with selected benchmarks
Systematic trading strategies have created a new perspective into asset management. Transparent and cost efficient they have demonstrated their ability to provide a diversified and uncorrelated performance engine.
Labelled under Risk Premia strategies they are now applied on multiple liquid asset classes and classified according to risk factors ie their main source of return.
With very low correlation with traditional asset classes, the greatest opportunity in factor investing resides in a well-constructed portfolio of multiple strategies across risk factors.
PremiaLab is the independent digital platform on systematic trading strategies for institutional investors.