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.
A rigorous top-down analysis of Premialab’s extensive QIS database reveals a cross-asset factor model reflecting the market consensus of the seven universally accepted style premia - Value, Size, Quality, Carry, Momentum, Volatility, and Low Volatility Premialab Pure Factors®.