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Unique database of over 4,000 single and multi-asset strategies

From 17 of the world’s leading investment banks, representing over $1 trillion AUM

Unprecedented multi-asset class factor decomposition

Our factor model captures key market risk premia factors across asset classes, styles and regions

Position-based risk to slice & dice complex exposures

Look-through visualisation and regulatory reporting

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Powerful insights
driving investor returns

Quantitative dataset powering multi-asset allocation & risk analysis

Powerful insights
driving investor returns

Quantitative dataset powering multi-asset allocation & risk analysis

Understand your portfolio’s behaviour to make better investment decisions

Through intuitive visualisations based on a unique industry data set and proprietary risk factor analytics

17

Leading global investment banks partners

4,000

Single and multi-asset strategies

47

Uncorrelated factors across all asset classes

$5 trillion

AUM managed by our institutional clients

17

Leading global investment banks partners

4,000

Single and multi-asset strategies

47

Uncorrelated factors across all asset classes

$5 trillion

AUM managed by our institutional clients

Ranked #1 in Data and Analytics Globally

Among Institutional Investors by EQDerivatives

 

As a global leader in innovative investment solutions and advanced analytics, we strive to combine novel technologies, like Premialab, with our own time-tested quantitative and qualitative insights. This helps ensure our clients have transparent access to protect their portfolios in a volatile market.

President at Wilshire

Our partnership with Premialab serves as a cornerstone for our systematic investing and complement our existing infrastructure to strengthen allocation, risk management and regulatory reporting accuracy on quantitative strategies.

CIO at Veritas Pension Insurance

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

Head of Portfolio Construction at Lægernes Pension

Investing in bank strategies not only requires a deep understanding of each strategy but also robust risk management that considers both performance-based and positions-based metrics. Our partnership with Premialab complements our existing infrastructure and enhance our efficiency, breadth of coverage, and accuracy of analyses.

Global Head of Strategic Development at Asset Management One USA Inc

By partnering with Premialab, we enhance our analytical framework across asset classes to optimize further and risk control multi-asset portfolio allocation and manager selection decisions.

Head of Quantitative Research at AMP Investments

Our Board of Directors has recently announced the adoption of a new strategy to set the direction for the pension fund's work in the coming years. As a result, we are looking to increase our allocation to liquid alternatives, and Premialab supports our due diligence on strategies available in the market, monitor current investments, and provide additional transparency into this asset class.

Head of Liquid Investments at P+ Pension

After a careful evaluation process, we chose Premialab to be our preferred vendor. The nature of our funds, our investment policies and our clients demand granular, timely and high-quality data and analytics. We are confident that we found the right partner with Premialab to meet our requirements.

Fund Manager at Atlantic House Investments

 

May 30, 2023 • Posted in News

wall-street-built-a-370-billion-business-cloning-quant-trades

Wall Street Built a $370 Billion Business Cloning Quant TradesWall 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.
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