Option Pros Trade Index Versus Index to Play Huge Stock Rotation
Smart Money Is Winning as Tariff Whiplash, AI Grip Wall Street
Premialab at EQD Europe 2026: QIS AUM and Flow
Hedge Funds Play Short Vol, Dispersion Trades in Risk On Market
Premialab adopted by Rathbones Asset Management to Improve Risk Visibility Across Multi-Asset Portfolios
KKR and Premialab Announce $220m Strategic Investment to Support Next Stage of Global Expansion
The Options Experts who Think Vol Selling is a Broken Trade
Investors Eye Quick-Twitch Quant Strategies to Handle Next Shock
EMCORE Asset Management Selects Premialab for Strategic Partnership
Premialab Awarded Quant Technology Solution of the Year at the Hedgeweek US Awards
Eurex and Premialab bring Quantitative Investment Strategies (QIS) to the Futures Market
Eurex plans October launch for QIS futures
Premialab Announces Strategic Partnership with Nasdaq eVestment™ to Advance Quantitative Analytics for Institutional Investors
Union Investment selects Premialab
Quant Hedge Funds Ride Whiplash Markets to First-Half Riches
Premialab at EQD Global 2025
Traders Eye Longer-Term Options to Hedge Post-Tariff Shock Rally
Popular Hedge Fund Option Trade Adjusts With Turbulent Market
Quant Technology Solution of the Year at the Hedgeweek Awards
S&P Gamma Flat Dispersion, Trend Following Pair Attractive In Volatile Markets
Wider Intraday Price Swings in Stocks Prompt Options Strategies
Credit Quants Push Strategy That Lured Trillions in Stock Market
Premialab at EQD LatAm 2025
QIS 3.0 ‘bonanza’: hedge funds pivot from options to swaps
Money Managers Return to a Levered Trade That Went Bust in 2008
AI and Trump tariffs spur hyped-up dispersion trade
Surge in Wall Street Dispersion Trades Belies Crowding Concerns
Premialab at EQD Europe 2025: Advancing the Discussion on Quantitative Investment Strategies
Advanced Visualization for the Quant Strategy Universe: Clustering and Dimensionality Reduction Published on Risk.net - Journal of Investment Strategies
Premialab at Japan EQD: Exploring the Role of QIS in Institutional Portfolios
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
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
Simplify Asset Management Partners with Premialab
Prime Capital AG Enhances Alternative Investment Strategies with Premialab's Advanced Analytics
Longchamp Asset Management Selects Premialab
Generali Partners with Premialab for Multi-Asset Investments
State Super (SAS Trustee Corporation) partners with Premialab
Wall Street Built a $370 Billion Business Cloning Quant Trades
Atlantic House Investments Partners with Premialab
Creating Factor Clusters in the Alternative UCITS Universe Published on Risk.net - Journal of Investment Strategies
Danish Pension, Lægernes Pension & Bank, Partners with Premialab
Top10 Largest Canadian Pension Fund OMERS Partners with Premialab
Finnish Pension Insurance Company, Veritas, Partners with Premialab
Asset Management One USA Inc. Chooses Premialab
Wilshire Selects Premialab for Multi-Asset Risk Analysis
Australia Largest Superannuation Provider AMP Selects Premialab
Top10 Largest Danish Pension Fund P+ Chooses Premialab
Mr. John Macpherson appointed EMEA Senior Advisor
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
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
