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.

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

to Benchmark, Analyze and Monitor Quantitative Investment Vehicles

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.

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.

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.

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.

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.

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.