A Hedge-Fund Volatility Trade Risks Getting Crushed by the Crowd

Featured • June 1, 2024

A Hedge-Fund Volatility Trade Risks Getting Crushed by the Crowd

A recent article published by Bloomberg reports on the once niche trade used by hedge funds and volatility players known as dispersion is becoming more accessable to a wider range of investors through the form of Quantitative Investment Strategies (QIS).

Read more
Premialab Pension Fund Case Study

Seize the Momentum: Pension Funds Embrace Quant Investments

Quantitative Investment Strategies and Hedge Funds: A Comparative Analysis

Quantitative Investment Strategies and Hedge Funds: A Comparative Analysis

Thematic Investing and Portable Alpha

Thematic Investing and Portable Alpha

Simplify Asset Management Partners with Premialab

Simplify Asset Management Partners with Premialab

2023 Factor Performance Review and Outlook

2023 Factor Performance Review and Outlook

Prime Capital AG Enhances Alternative Investment Strategies with Premialab's Advanced Analytics

Prime Capital AG Enhances Alternative Investment Strategies with Premialab's Advanced Analytics

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.

Advanced Visualization for Quant Strategy Universe - Clustering and Dimensionality Reduction

Advanced Visualization for Quant Strategy Universe - Clustering and Dimensionality Reduction

Longchamp Asset Management Selects Premialab

Longchamp Asset Management Selects Premialab

Generali Partners with Premialab for Multi-Asset Investments

Generali Partners with Premialab for Multi-Asset Investments

Systematic Factor Investing: Juxtaposing Fama-French with Premialab Pure Factors

Systematic Factor Investing: Juxtaposing Fama-French with Premialab Pure Factors®

State Super (SAS Trustee Corporation) partners with Premialab

State Super (SAS Trustee Corporation) partners with Premialab

Taxonomy of Tail-Hedging in the US Equity Market

Taxonomy of Tail-Hedging in the US Equity Market

Characterizing Intraday Momentum Strategies

Characterizing Intraday Momentum Strategies

Forbes features Adrien Geliot, Premialab's CEO, discussing the rapid growth and success of AI-driven quantitative strategies in the financial industry

AI Investments. A new earning machine

Does Alternative Risk Premia Diversify? New Evidence for the Post-Pandemic Era

Does Alternative Risk Premia Diversify? New Evidence for the Post-Pandemic Era

wall-street-built-a-370-billion-business-cloning-quant-trades

Wall Street Built a $370 Billion Business Cloning Quant Trades

Atlantic House Investments partners with Premialab

Atlantic House Investments Partners with Premialab

MST of trend factors

Factor Performance 2022

Creating Factor Clusters in the US Liquid Alternatives Universe

Creating Factor Clusters in the US Liquid Alternatives Universe

UCITS Risk.net publication

Creating Factor Clusters in the Alternative UCITS Universe Published on Risk.net - Journal of Investment Strategies

PR_Release_Danish Pension_Laegernes_Pension

Danish Pension, Lægernes Pension & Bank, Partners with Premialab

Use_Case_Alpha_Generation

Use Case: Alpha Generation and Assessing Active Risk Decomposition from a Manager

Consensus Protection Portfolio, 2022 Update

Use Case: Consensus Protection Portfolio, 2022 Update

Quarterly Peer Group Report

Best Performing Equity Large Cap Growth & Value Funds, Q2 2022

Quantitative Investment Strategies: Maximizing Returns with Systematic Factor Investing

Quantitative Investment Strategies: Maximizing Returns with Systematic Factor Investing

Whitepaper; Premialab

Premialab White Paper: Advanced Factor Analytics

Top10 Largest Canadian Pension Fund OMERS Partners with Premialab

Top10 Largest Canadian Pension Fund OMERS Partners with Premialab

Enhancing Portfolio Performance: A Deep Dive into Factor Investing

Enhancing Portfolio Performance: A Deep Dive into Factor Investing

Premialab Use Case: Inflation Hedging, 2022 Update

Use Case: Inflation Hedging, 2022 Update

innish Pension Insurance Company, Veritas, Partners with Premialab

Finnish Pension Insurance Company, Veritas, Partners with Premialab

Top Performing Equity Large Cap Growth & Value Funds, Q1 2022

Best Performing Equity Large Cap Growth & Value Funds, Q1 2022

How to Use Premialab Pure Factors® in Conjunction with Traditional Equity Factor Models

How to Use Premialab Pure Factors® in Conjunction with Traditional Equity Factor Models

Navigating Barriers in Systematic Factor Investing: Strategies for Success

Navigating Barriers in Systematic Factor Investing: Strategies for Success

Partnership with Asset Management One USA Inc.

Asset Management One USA Inc. Chooses Premialab

Unveiling the World of Alternative Risk Premia (ARP)

Simplifying Complexity: A Quick Guide to Alternative Risk Premia (ARP)

premialab|wilshire

Wilshire Selects Premialab for Multi-Asset Risk Analysis

Use Case | Forward-Looking Multi-Asset Portfolio Construction

Forward-Looking Multi-Asset Portfolio Construction

Market Update: Russian Invasion of Ukraine

Market Update: Russian Invasion of Ukraine

2021 Premialab Markets Review

2021 Premialab Markets Review

Top Performing Equity Large Cap Growth & Value Funds, 2021

2021 Best Performing Equity Large Cap Growth & Value Funds

AMP Selects Premialab's Multi-Asset solution

Australia Largest Superannuation Provider AMP Selects Premialab

Premialab Alt-UCITS White Paper

White Paper: Creating Factor Clusters in the Alternative UCITS Universe

P+ Chooses Premialab

Top10 Largest Danish Pension Fund P+ Chooses Premialab

Top Performing Equity Large Cap Growth & Value Funds, Q3 2021

Best Performing Equity Large Cap Growth & Value Funds, October 2021

Factor Market Regime - Update

Factor Market Regime - Update

Positioning for Inflation and the Outlook for Commodities

Virtual Forum: Positioning for Inflation and the Outlook for Commodities

Inflation protection with commodity strategies – and some trend

Use Case: Inflation Protection with Commodity Strategies – and Some Trend

Top Performing Equity Large Cap Growth & Value Funds, Q2 2021

Best Performing Equity Large Cap Growth & Value Funds, July 2021

Building a Multi-Asset Protection Portfolio Using "Consensus" Strategies

Building a Multi-Asset Protection Portfolio Using "Consensus" Strategies

Top Performing Equity Large Cap Growth & Value Funds, Q1 2021

Best Performing Equity Large Cap Growth & Value Funds, April 2021

Premialab on US Growth Fund Analysis

Exploring US Growth Funds Performance as US Interest Rates Rapidly Rise

Premialab on Growth Funds Outperformance

Growing stronger: Looking Beneath Growth's Outperformance

Premialab, Factor Market Regime - Looking Ahead, COVID-19

Factor Market Regime - Looking Ahead

John Macpherson appointment, Premialab

Mr. John Macpherson appointed EMEA Senior Advisor

Premialab, Momentum: Crushed by the COVID-19 Vaccine

Momentum: Crushed by the Vaccine

Todd Groth appointment, Premialab

Mr. Todd Groth, CFA, appointed Senior Product Specialist in North America

Andrew Baehr appointment, Premialab

Andrew Baehr, CFA, appointed Head of Institutional Sales in North America

Dr. Vincent Zoonekynd appointment, Premialab

Dr. Vincent Zoonekynd appointed Head of Data Science

Premialab, Low Vol What Went Wrong?

Low Vol What Went Wrong?

Premialab, COVID-19 vs 2008 Financial Crisis

Coronavirus vs 2008 Financial Crisis

Premialab on trend strategies: bright spot in the market meltdown

Trend Strategies: Bright Spot in the Market Meltdown

Premialab on alternative risk premia vs. hedge fund

Alternative Risk Premia vs Hedge Fund

US offering launch, Premialab's NY office

We have launched our US offering following success in Europe and Asia

Dr. Georgios Sittas appointment, Premialab

Dr. Georgios Sittas appointed Managing Director - Head of Risk Solutions

Premialab appoints Daniel Fields

Mr. Daniel Fields appointed as Americas Senior Advisor

Premialab launches European offering, Paris office

We have launched our European offering following success in Asia