December 7, 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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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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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 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 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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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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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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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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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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