Knowledge

QIS provide investors with advantages such as lower fees, a transparent investment framework, and comparable market exposure to various hedge fund products. With multiple structural benefits, the QIS market has experienced consistent growth over the past years, with the current market estimated at over $700 billion in AUM.

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.

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.

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.

Leading independent asset management firm specializing in Alternative Investments, chooses Premialab technology and its Pure Factors® benchmarks for strategy selection and risk management.

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.

A leading French asset manager has chosen Premialab technology for risk management and portfolio strategy.

Premialab has announced a strategic partnership with Generali Investments Partners, a prominent global investment firm managing over €500 billion in assets.

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.

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.

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.

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.

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.

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.

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.

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.

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.

We identified 9 clusters within 269 US Liquid Alternatives using Premialab Pure Factors and the performance and factor characteristics of the funds.

Premialab is delighted to announce the publication of its research paper in Risk.net - Journal of Investment Strategies.

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

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.

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.

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.

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.

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.

to Benchmark, Analyze and Monitor Quantitative Investment Vehicles

Factor investing has gained substantial attention in recent years as a powerful investment strategy used by sophisticated investors to enhance their portfolio returns.

An insightful performance update on the passive and actively managed commodity inflation baskets constructed to explore inflation protection strategies.

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.

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.

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.

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.

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.

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.

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.

Due to the fast-changing economic cycles combined with uncertain geopolitics factors, portfolio managers face increasing complexity when constructing multi-asset portfolios.

The Russian invasion of Ukraine is a human tragedy, and its evolution remains uncertain.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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

Premialab, has today announced the appointment of Dr. Vincent Zoonekind as Head of Data Science to lead its research and development team.

2020 has been very challenging with sharp underperformance and dispersion across low volatility implementation. How can we explain performance and positioning?

The COVID-19 pandemic has pushed global markets into unprecedented territory. What does this mean for investors and what can we expect from here?

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.

Challenging markets in Q1 2020 resonated across all market segments, and Hedge Funds were not spared.

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.

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.

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.

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