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
Advanced Visualization for the Quant Strategy Universe - Clustering and Dimensionality Reduction Published

Advanced Visualization for the Quant Strategy Universe - Clustering and Dimensionality Reduction Published on Risk.net - Journal of Investment Strategies

December 11, 2024
Systematic Alpha: Replicating the Multi-Strategy Hedge Fund Model with Quantitative Investment Strategies

Systematic Alpha: Replicating the Multi-Strategy Hedge Fund Model with Quantitative Investment Strategies

November 28, 2024
Premialab appointed by Lombard Odier Investment Managers to scale Quantitative Investment Strategies

Premialab appointed by Lombard Odier Investment Managers to scale Quantitative Investment Strategies

November 14, 2024
Factor Performance Through Changing U.S. Political Regimes

Factor Performance Through Changing U.S. Political Regimes

November 6, 2024