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February 14, 2024 • Posted in Quantitative & Multi-Asset

Thematic Investing and Portable Alpha Thematic Investing and Portable Alpha

Thematic indices have witnessed increased demand over the past decade as investors recognize the potential within emerging trends, sectors, and industries. For thematic investors to strategically allocate their investments, exposure to relevant benchmarks is crucial. This paper outlines effective approaches to capitalize on the potential of thematic investments in a constantly evolving market landscape.

February 13, 2024 • Posted in News

Simplify Asset Management Partners with Premialab

Innovative institutional-grade provider, Simplify Asset Management, has chosen Premialab technology for QIS research, performance, and risk management. This collaboration brings together innovation, expertise, and a shared commitment to excellence in asset management.
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January 30, 2024 • Posted in Quantitative & Multi-Asset

2023 Factor Performance Review and Outlook

This paper reviews the performance of factors in 2023 across diversified multi-asset alternative risk premia and discusses how the macroeconomic environment has impacted global factor performance, comparing 2022 with 2023, and assessing the impact on Equity Market Neutral, Volatility, Multi-Asset Trend, FX Carry and Commodities.
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January 16, 2024 • Posted in News

Prime Capital AG Enhances Alternative Investment Strategies with Premialab's Advanced Analytics

Leading independent asset management firm specializing in Alternative Investments, chooses Premialab technology and its Pure Factors® benchmarks for strategy selection and risk management.
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December 18, 2023 • Posted in Quantitative & Multi-Asset

Advanced Visualization for Quant Strategy Universe - Clustering and Dimensionality Reduction

At the core of modern investment decision-making lies access to high-quality, clean data and the possession of skills to interpret it. Effective data visualization plays a crucial role in simplifying and driving accurate investment decisions.
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December 12, 2023 • Posted in News

Longchamp Asset Management Selects Premialab

A leading French asset manager has chosen Premialab technology for risk management and portfolio strategy.
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December 5, 2023 • Posted in News

Generali Partners with Premialab for Multi-Asset Investments

Premialab has announced a strategic partnership with Generali Investments Partners, a prominent global investment firm managing over €500 billion in assets.
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August 30, 2023 • Posted in Multi-Asset

Systematic Factor Investing: Juxtaposing Fama-French with Premialab Pure Factors®

Just as the recent release of Oppenheimer has rekindled a fascination with the processes behind the invention of the atomic bomb, an analogous transformational event takes place in the world of investment management - the construction of top-down systematic factor models.
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August 29, 2023 • Posted in News

State Super (SAS Trustee Corporation) partners with Premialab

State Super, one of Australia’s oldest superannuation funds, has chosen Premialab to manage and monitor its portfolio of alternative risk premia strategies from sell-side investment banks.
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July 27, 2023 • Posted in Multi-Asset & Risk Management

Taxonomy of Tail-Hedging in the US Equity Market

The US equity market, despite reaching all-time highs in 2021, has faced significant volatility due to global events like Russia's war against Ukraine, supply-demand disruptions, rising rates, and surging inflation. To navigate these turbulent headwinds, investors are embracing systematic quantitative investment strategies (QIS) and risk mitigation frameworks.
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July 19, 2023 • Posted in Multi-Asset & Optimization

Characterizing Intraday Momentum Strategies

Systematic intraday momentum strategies in the US equity market aim to benefit from intraday long or short trending behavior, both to mitigate downward risk and be exposed to asymmetric and convex return profiles, particularly during crisis periods.
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July 3, 2023 • Posted in Multi-Asset

AI Investments. A new earning machine

Forbes features Adrien Geliot, Premialab's CEO, discussing the rapid growth and success of AI-driven quantitative strategies in the financial industry, with 61% of the approximately 4,000 strategies tracked by Premialab in profit in 2022.
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June 7, 2023 • Posted in Risk Premia & Multi-Asset

Does Alternative Risk Premia Diversify? New Evidence for the Post-Pandemic Era

A recent paper, published by Antti Suhonen (Aalto University School of Business) and Kari Vatanen (Veritas Pension Insurance) on Social Science Research Network (SSRN), examines the risks and diversification properties of multi-asset alternative risk premia (ARP) strategies using Premialab Pure Factors®, encompassing investable ARP products.
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May 30, 2023 • Posted in News

Wall Street Built a $370 Billion Business Cloning Quant Trades

A recent article published by Bloomberg reports that major banks like JPMorgan Chase, Goldman Sachs, and Morgan Stanley are increasingly embracing Quantitative Investment strategies (QIS) to cater to a wide range of clients, including pension funds and family offices.
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February 15, 2023 • Posted in News

Atlantic House Investments Partners with Premialab

We see growing demands from asset managers and asset owners for investment strategies that can mitigate downside risk and deliver returns uncorrelated with traditional asset classes.
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February 10, 2023 • Posted in Attribution & Risk Premia

Factor Performance 2022

This paper provides a review of the factor performance in 2022 across diversified multi-asset alternative risk premia and a summary on how the macroeconomic environment has impacted global factor performance: equity market neutral, multi-asset trend and commodity factors.
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December 8, 2022 • Posted in Quantitative & Optimization

Creating Factor Clusters in the US Liquid Alternatives Universe

We identified 9 clusters within 269 US Liquid Alternatives using Premialab Pure Factors and the performance and factor characteristics of the funds.
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November 17, 2022 • Posted in News

Creating Factor Clusters in the Alternative UCITS Universe Published on Risk.net - Journal of Investment Strategies

Premialab is delighted to announce the publication of its research paper in Risk.net - Journal of Investment Strategies.
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October 20, 2022 • Posted in News

Danish Pension, Lægernes Pension & Bank, Partners with Premialab

Our partnership with Premialab will serve to improve our framework around systematic investing and to strengthen our infrastructure for strategy selection, portfolio construction and on-going data management for position-level risk across asset classes
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October 6, 2022 • Posted in Multi-Asset & Optimization

Use Case: Alpha Generation and Assessing Active Risk Decomposition from a Manager

By construction, this alpha is independent from the broad market factors and is referred to as “true alpha” in some literature. Alpha can be generated from the specific security selection or market timing of factors.
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September 1, 2022 • Posted in Multi-Asset & Attribution

Use Case: Consensus Protection Portfolio, 2022 Update

Last year we published a white paper “Building a consensus protection portfolio”. In this update, we examine the performance of such a portfolio against the backdrop of all the unforeseen market conditions in the first half of 2022.
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August 16, 2022 • Posted in Attribution & Risk Premia

Best Performing Equity Large Cap Growth & Value Funds, Q2 2022

Our quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.
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July 15, 2022 • Posted in Quantitative

Quantitative Investment Strategies: Maximizing Returns with Systematic Factor Investing

In the dynamic world of investment, the pursuit of returns while managing risk is an ongoing challenge. Quantitative investment strategies, particularly systematic factor investing, offer a methodical and data-driven approach to optimize your investment portfolio.
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June 23, 2022 • Posted in Quantitative & Construction

Premialab White Paper: Advanced Factor Analytics

The Premialab white paper introduces a statistical and analytical methodology to benchmark and classify the universe of Quantitative Investment Strategies (QIS) deployed in the market.
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June 17, 2022 • Posted in News

Top10 Largest Canadian Pension Fund OMERS Partners with Premialab

to Benchmark, Analyze and Monitor Quantitative Investment Vehicles

June 15, 2022 • Posted in Risk Premia

Enhancing Portfolio Performance: A Deep Dive into Factor Investing

Factor investing has gained substantial attention in recent years as a powerful investment strategy used by sophisticated investors to enhance their portfolio returns.
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June 14, 2022 • Posted in Risk Premia & Multi-Asset

Use Case: Inflation Hedging, 2022 Update

An insightful performance update on the passive and actively managed commodity inflation baskets constructed to explore inflation protection strategies.
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May 19, 2022 • Posted in News

Finnish Pension Insurance Company, Veritas, Partners with Premialab

Premialab today announced that Veritas Pension Insurance will partner with Premialab to enhance their strategy selection, multi-asset portfolio modeling, risk monitoring, and regulatory reporting for systematic strategies.
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May 19, 2022 • Posted in Attribution & Risk Premia

Best Performing Equity Large Cap Growth & Value Funds, Q1 2022

Our quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.
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May 19, 2022 • Posted in Risk Premia & Performance

How to Use Premialab Pure Factors® in Conjunction with Traditional Equity Factor Models

A practical use case showcasing examples of how Premialab proprietary benchmarks on risk premia and factor performances can be used in conjunction with equity factor models to assess and manage associated risk.
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May 15, 2022 • Posted in Risk Premia

Navigating Barriers in Systematic Factor Investing: Strategies for Success

When institutional investors decide to venture into Quantitative Investment Strategies (QIS) systematic factors, they often encounter various obstacles that require careful consideration and strategic solutions.
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April 20, 2022 • Posted in News

Asset Management One USA Inc. Chooses Premialab

Premialab today announced that Asset Management One USA Inc. (AMO USA) will use Premialab's Platform to enhance their selection, multi-asset portfolio construction and risk analysis of alternative risk premia strategies.
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April 15, 2022 • Posted in Risk Premia

Simplifying Complexity: A Quick Guide to Alternative Risk Premia (ARP)

Alternative Risk Premia (ARP) refers to a set of investment strategies that aim to capture risk premiums beyond traditional asset classes like stocks and bonds.
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March 31, 2022 • Posted in News

Wilshire Selects Premialab for Multi-Asset Risk Analysis

Premialab announced today that Wilshire will use Premialab's platform and multi-asset analytics solution to support risk management for quantitative investment strategies on the Wilshire institutional managed account platform.
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March 17, 2022 • Posted in Multi-Asset & Risk Management

Forward-Looking Multi-Asset Portfolio Construction

Due to the fast-changing economic cycles combined with uncertain geopolitics factors, portfolio managers face increasing complexity when constructing multi-asset portfolios.
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March 2, 2022 • Posted in Quantitative & Optimization

2021 Premialab Markets Review

This paper provides a review of the market, analyzing performance in 2021 across diversified multi-asset alternative risk premia and offering an overview of the following global factors: equity market neutral, multi-asset trend, and multi-asset volatility.
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February 16, 2022 • Posted in Attribution & Risk Premia

2021 Best Performing Equity Large Cap Growth & Value Funds

Our quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.
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February 9, 2022 • Posted in News

Australia Largest Superannuation Provider AMP Selects Premialab

Premialab announced today that the Australian global investment manager AMP will benefit from Premialab's Multi-Asset performance and risk analytics to improve manager selection decisions and multi-asset factor decomposition.
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January 19, 2022 • Posted in Quantitative & Optimization

White Paper: Creating Factor Clusters in the Alternative UCITS Universe

Using a novel quantitative process utilizing Premialab Pure Factor®, we identify seven “clusters” with a universe of 323 Alternative UCITS based on their performance and factor characteristics.
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November 8, 2021 • Posted in News

Top10 Largest Danish Pension Fund P+ Chooses Premialab

Premialab announced today that Danish pension fund P+ Pensionskassen for Akademikere (P+) will use Premialab Platform and Premialab Pure Factors® to improve their allocation and risk monitoring across fund managers and systematic strategies.
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October 27, 2021 • Posted in Attribution & Risk Premia

Best Performing Equity Large Cap Growth & Value Funds, October 2021

Our quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.
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October 21, 2021 • Posted in Multi-Asset & Attribution

Factor Market Regime - Update

In this article, we re-investigate the market factor relation structure using Premialab Pure Factors® as an independent representation of the consensus implementation across asset classes.
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September 23, 2021 • Posted in Risk Premia & Multi-Asset

Virtual Forum: Positioning for Inflation and the Outlook for Commodities

On the 9th of September, we hosted an insightful two-panel virtual forum, “Positioning for Inflation and the Outlook for Commodities,” with dealers, asset managers, and asset owners from around the globe.
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September 16, 2021 • Posted in Risk Premia & Multi-Asset

Use Case: Inflation Protection with Commodity Strategies – and Some Trend

In this use case, we will construct an inflation basket of commodities that mimics the CPI basket, compare the commodity basket to a Breakeven-TIPS benchmark, and improve upon the commodity CPI basket by using actively managed commodity momentum strategies.
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July 28, 2021 • Posted in Attribution & Risk Premia

Best Performing Equity Large Cap Growth & Value Funds, July 2021

Our quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.
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July 22, 2021 • Posted in Risk Premia & Multi-Asset

Building a Multi-Asset Protection Portfolio Using "Consensus" Strategies

How should an investor approach portfolio protection? Constructing objectives, policies, strategies, and implementations designed to mitigate downside risk is topical given the recency of the 2020 Q1 pandemic crash, today’s lofty equity markets, and thin fixed income yields.
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April 28, 2021 • Posted in Attribution & Risk Premia

Best Performing Equity Large Cap Growth & Value Funds, April 2021

Our new series of quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.
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April 20, 2021 • Posted in Quantitative & Optimization

Exploring US Growth Funds Performance as US Interest Rates Rapidly Rise

This paper explores how well the 196 US Growth Funds representing $1.8 trillion AUM across 86 fund houses, and US Factors, proxied by Premialab’s Pure Factors, our proprietary benchmarks on risk premia and factor performances, have navigated through this latest period of a rapid rise in US interest rates.
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February 16, 2021 • Posted in Quantitative & Optimization

Growing stronger: Looking Beneath Growth's Outperformance

This paper decomposes 196 US Growth Funds representing $1.8 trillion AUM across 86 fund houses through Premialab Pure Factors®, our proprietary benchmarks on risk premia and factor performances. The analysis provides unique insights into Growth funds' inner factor dynamics and returns drivers.
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January 12, 2021 • Posted in Multi-Asset & Attribution

Factor Market Regime - Looking Ahead

2020 has been disruptive and financial markets have been shaken up dramatically. This paper analyzes the shifts in market dynamics and drills down market factors' behavior in terms of correlation structure using Premialab Pure Factors®, proprietary benchmarks on risk premia and factor performances, and the return dispersion across implementations by key providers in the marketplace.
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January 12, 2021 • Posted in News

Mr. John Macpherson appointed EMEA Senior Advisor

Premialab, has today announced the appointment of Mr. John Macpherson as Senior Advisor as part of its expansion in Europe. Mr. Macpherson served as Managing Director at Goldman Sachs from 2004 until 2013, then Nomura and Citibank as global head of listed derivatives.
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November 16, 2020 • Posted in Quantitative & Diversification

Momentum: Crushed by the Vaccine

The Momentum factor saw a plunge of unprecedented magnitude in early November. This commentary aims to interpret recent market dynamics from a factor perspective and update participants on the evolving factor environment.
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November 11, 2020 • Posted in News

Mr. Todd Groth, CFA, appointed Senior Product Specialist in North America

Premialab, has today announced the appointment of Mr. Todd Groth, CFA as Senior Product Specialist as part of the expansion of its US team. Mr. Groth served as Managing Director at Risk Premium Investments from September 2015 to December 2019, and held previous senior positions at PAAMCO and Investcorp.
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October 6, 2020 • Posted in News

Andrew Baehr, CFA, appointed Head of Institutional Sales in North America

Andrew Baehr, CFA further expands Premialab's North American footprint bringing his extensive investment banking and asset management expertise to the fintech platform dedicated to quantitative investment strategies
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August 18, 2020 • Posted in News

Dr. Vincent Zoonekynd appointed Head of Data Science

Premialab, has today announced the appointment of Dr. Vincent Zoonekind as Head of Data Science to lead its research and development team.
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June 8, 2020 • Posted in Quantitative & Attribution

Low Vol What Went Wrong?

2020 has been very challenging with sharp underperformance and dispersion across low volatility implementation. How can we explain performance and positioning?
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May 12, 2020 • Posted in Multi-Asset & Peer Group

Coronavirus vs 2008 Financial Crisis

The COVID-19 pandemic has pushed global markets into unprecedented territory. What does this mean for investors and what can we expect from here?
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April 29, 2020 • Posted in Multi-Asset & Strategy Selection

Trend Strategies: Bright Spot in the Market Meltdown

Overall, trend-following strategies have performed well since the beginning of the COVID-19 crisis. Their “positively skewed” performance can help to reduce tail risk in diversified portfolios.
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April 17, 2020 • Posted in Quantitative & Peer Group

Alternative Risk Premia vs Hedge Fund

Challenging markets in Q1 2020 resonated across all market segments, and Hedge Funds were not spared.
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November 5, 2019 • Posted in News

We have launched our US offering following success in Europe and Asia

Premialab, the Fintech platform for Risk Premia Strategies, has today announced the formal launch of its US offering with the opening of a US headquarters. The new office in New York will further accelerate its global growth in the North-American market.
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September 5, 2019 • Posted in News

Dr. Georgios Sittas appointed Managing Director - Head of Risk Solutions

Premialab, the Fintech platform for Risk Premia Strategies has today appointed Dr Georgios Sittas as Managing Director, Head of Risk Solutions to lead its key products expansion linked to risk solutions.
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July 19, 2019 • Posted in News

Mr. Daniel Fields appointed as Americas Senior Advisor

Premialab, the Fintech platform for Risk Premia Strategies has today announced the appointment of Mr. Daniel Fields as Senior Advisor to lead its strategic expansion and development in the U.S market with effect from 1st July 2019.
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January 29, 2018 • Posted in News

We have launched our European offering following success in Asia

Premialab, the Fintech platform for Risk Premia Strategies has today launched its European offering with the opening of a new European headquarters in Paris.
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