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.