Quant
Our cutting-edge Data and APIs empower quant teams to model existing portfolio compositions with precision, providing insights into asset allocation and portfolio management. Run comprehensive peer group analyses to benchmark performance against industry standards and identify opportunities for optimization.
Quant
Our cutting-edge Data and APIs empower quant teams to model existing portfolio compositions with precision, providing insights into asset allocation and portfolio management. Run comprehensive peer group analyses to benchmark performance against industry standards and identify opportunities for optimization.
Fund Selection
Access an extensive and integrated database: funds/ETFs, systematic strategies, thematics, Premialab Pure Factors® and benchmarks, with the ability to incorporate your own proprietary data. Load the data, compare it, and run factor decomposition for peer grouping and better strategy selection.
Fund Selection
Access an extensive and integrated database: funds/ETFs, systematic strategies, thematics, Premialab Pure Factors® and benchmarks, with the ability to incorporate your own proprietary data. Load the data, compare it, and run factor decomposition for peer grouping and better strategy selection.
Asset Allocation
Easily model SAA to TAA cross-asset portfolio structures. Leverage flexible rebalancing options and constraints, find the right weights to balance your portfolio and match your allocation objectives. Simulate market views through forecasting at all levels of your portfolio. Create overlay to hedge unwanted factor exposures and view the impact of portfolio completion.
Asset Allocation
Easily model SAA to TAA cross-asset portfolio structures. Leverage flexible rebalancing options and constraints, find the right weights to balance your portfolio and match your allocation objectives. Simulate market views through forecasting at all levels of your portfolio. Create overlay to hedge unwanted factor exposures and view the impact of portfolio completion.
Risk
Measure portfolio robustness through historical and transitive stress tests under multiple scenarios and market shocks, cross-asset sensitivities, and Value at Risk (VaR). With full transparency on positions, slice and dice your exposure with full repricing risk modeling, to solve the most complex of cross-asset strategies with non-linear profiles. Access our solution for calculation of Solvency Capital Requirements (SCR).
Risk
Measure portfolio robustness through historical and transitive stress tests under multiple scenarios and market shocks, cross-asset sensitivities, and Value at Risk (VaR). With full transparency on positions, slice and dice your exposure with full repricing risk modeling, to solve the most complex of cross-asset strategies with non-linear profiles. Access our solution for calculation of Solvency Capital Requirements (SCR).
Discover the power of Premialab
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