Strategy Database
Search through the PremiaLab strategy universe of factor indices with our unique database from leading providers across styles and asset classes.
Search through the PremiaLab strategy universe of factor indices with our unique database from leading providers across styles and asset classes.
Develop allocation solution using systematic strategies to match your objectives: portfolio completion, hedge fund replication or diversified risk premia allocation.
Track portfolio and strategies performance by comparing them with selected benchmarks, and compute advanced risk metrics.
Decompose your portfolio into independent risk factors with the PremiaLab Pure Factors ® to gain insights into your exposure and performance drivers.
Automated aggregation of strategy constituents across providers for a look-trough analysis and risk metrics computation under various market shocks & scenarios.
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.
Factor Investing has provided a new perspective into portfolio construction and asset allocation.
Investors can objectively assess and evaluate the risk 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.