Systematic Alpha: Replicating the Multi-Strategy Hedge Fund Model with Quantitative Investment Strategies
Premialab appointed by Lombard Odier Investment Managers to scale Quantitative Investment Strategies
Factor Performance Through Changing U.S. Political Regimes
Navigating Rate Cuts - A Comparative Analysis of Premialab Pure Factors Across Monetary Easing Cycles
Expert in the Loop - Dynamic Risk Premia Decomposition
Tail-Risk Hedging Toolkit: Premialab Downside Protection Pure Factors®
White Paper
Premialab White Paper: Advanced Factor Analytics
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.
Premialab Adds Three New Pure Factors to QIS Range
FX Books Bulge in Quant Investment Field
A Hedge-Fund Volatility Trade Risks Getting Crushed by the Crowd
Seize the Momentum: Pension Funds Embrace Quant Investments
Quantitative Investment Strategies and Hedge Funds: A Comparative Analysis
Thematic Investing and Portable Alpha
Simplify Asset Management Partners with Premialab
2023 Factor Performance Review and Outlook
Prime Capital AG Enhances Alternative Investment Strategies with Premialab's Advanced Analytics
Advanced Visualization for Quant Strategy Universe - Clustering and Dimensionality Reduction
Longchamp Asset Management Selects Premialab
Generali Partners with Premialab for Multi-Asset Investments
Systematic Factor Investing: Juxtaposing Fama-French with Premialab Pure Factors®
State Super (SAS Trustee Corporation) partners with Premialab
Taxonomy of Tail-Hedging in the US Equity Market
Characterizing Intraday Momentum Strategies
AI Investments. A new earning machine
Does Alternative Risk Premia Diversify? New Evidence for the Post-Pandemic Era
Wall Street Built a $370 Billion Business Cloning Quant Trades
Atlantic House Investments Partners with Premialab
Factor Performance 2022
Creating Factor Clusters in the US Liquid Alternatives Universe
Creating Factor Clusters in the Alternative UCITS Universe Published on Risk.net - Journal of Investment Strategies
Danish Pension, Lægernes Pension & Bank, Partners with Premialab
Use Case: Alpha Generation and Assessing Active Risk Decomposition from a Manager
Use Case: Consensus Protection Portfolio, 2022 Update
Best Performing Equity Large Cap Growth & Value Funds, Q2 2022
Quantitative Investment Strategies: Maximizing Returns with Systematic Factor Investing
Premialab White Paper: Advanced Factor Analytics
Top10 Largest Canadian Pension Fund OMERS Partners with Premialab
Enhancing Portfolio Performance: A Deep Dive into Factor Investing
Use Case: Inflation Hedging, 2022 Update
Finnish Pension Insurance Company, Veritas, Partners with Premialab
Best Performing Equity Large Cap Growth & Value Funds, Q1 2022
How to Use Premialab Pure Factors® in Conjunction with Traditional Equity Factor Models
Navigating Barriers in Systematic Factor Investing: Strategies for Success
Asset Management One USA Inc. Chooses Premialab
Simplifying Complexity: A Quick Guide to Alternative Risk Premia (ARP)
Wilshire Selects Premialab for Multi-Asset Risk Analysis
Forward-Looking Multi-Asset Portfolio Construction
Market Update: Russian Invasion of Ukraine
2021 Premialab Markets Review
2021 Best Performing Equity Large Cap Growth & Value Funds
Australia Largest Superannuation Provider AMP Selects Premialab
White Paper: Creating Factor Clusters in the Alternative UCITS Universe
Top10 Largest Danish Pension Fund P+ Chooses Premialab
Best Performing Equity Large Cap Growth & Value Funds, October 2021
Factor Market Regime - Update
Virtual Forum: Positioning for Inflation and the Outlook for Commodities
Use Case: Inflation Protection with Commodity Strategies – and Some Trend
Best Performing Equity Large Cap Growth & Value Funds, July 2021
Building a Multi-Asset Protection Portfolio Using "Consensus" Strategies
Best Performing Equity Large Cap Growth & Value Funds, April 2021
Exploring US Growth Funds Performance as US Interest Rates Rapidly Rise
Growing stronger: Looking Beneath Growth's Outperformance
Factor Market Regime - Looking Ahead
Mr. John Macpherson appointed EMEA Senior Advisor
Momentum: Crushed by the Vaccine
Mr. Todd Groth, CFA, appointed Senior Product Specialist in North America
Andrew Baehr, CFA, appointed Head of Institutional Sales in North America
Dr. Vincent Zoonekynd appointed Head of Data Science
Low Vol What Went Wrong?
Coronavirus vs 2008 Financial Crisis
Trend Strategies: Bright Spot in the Market Meltdown
Alternative Risk Premia vs Hedge Fund
We have launched our US offering following success in Europe and Asia
Dr. Georgios Sittas appointed Managing Director - Head of Risk Solutions
Mr. Daniel Fields appointed as Americas Senior Advisor
