Strategy Database

Explore PremiaLab's universe with our unique database of factor strategies from leading providers across styles and asset classes.

Portfolio Construction

Develop allocation solutions using systematic strategies that match your objectives: portfolio completion, hedge fund replication or diversified risk premia allocation.

Monitoring

Track portfolio and strategy performance by comparing against selected benchmarks and compute advanced risk metrics.

Factor Analysis

Decompose your portfolio into independent risk factors with the PremiaLab Pure Factors® to gain insights into your risk exposures and performance drivers.

Risk Solution

Automated aggregation of constituent-level data across providers for a look-through analysis with integrated risk metrics computations under various market shocks & scenarios.

SYSTEMATIC TRADING STRATEGIES

Fast-growing performance engine

Transparent and cost-efficient, systematic trading strategies have demonstrated their ability to provide a diversified and uncorrelated performance engine.

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 providing data and analytics on systematic trading strategies dedicated to institutional investors.

PORTFOLIO RISK FACTORS

Drivers of portfolio performance and risk

Factor investing has provided a new perspective into portfolio construction and asset allocation.

Investors can objectively assess and evaluate the risks driving a multi-asset portfolio to better pilot its performance.

PremiaLab Pure Factors® technology enables the independent measure of strategy factor intensity to better control portfolio diversification and reduce downside risk.