Knowledge

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

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.

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.

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.

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.

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.

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

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