Strategy Database

Search through the PremiaLab strategy universe of factor indices with our unique database from leading providers across styles and asset classes.

Portfolio Construction

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

Monitoring

Track portfolio and strategies performance by comparing them with 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 exposure and performance drivers.

Risk Solution

Automated aggregation of strategy constituents across providers for a look-trough analysis and risk metrics computation under various market shocks & scenarios.

SYSTEMATIC TRADING STRATEGIES

The 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

The 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 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.