Premialab, Momentum: Crushed by the COVID-19 Vaccine

Featured • November 16, 2020

Momentum: Crushed by the Vaccine

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.

Read more
The key development has been the shift from static spreads to more systematic allocation frameworks across indices and maturities, supported by improved signal construction, normalization, and dynamic risk management.

Option Pros Trade Index Versus Index to Play Huge Stock Rotation

In the esoteric structured products realm, quant-powered trades are up +1.1% on average this year, according to data provider Premialab, which follows 7,000+ QIS.

Smart Money Is Winning as Tariff Whiplash, AI Grip Wall Street

2025 Factor Review

2025 Factor Review - Persistence over Protection

Premialab at EQD Europe 2026: QIS AUM and Flow

Premialab at EQD Europe 2026: QIS AUM and Flow