Traders Eye Longer-Term Options to Hedge Post-Tariff Shock Rally

Featured • May 15, 2025

Traders Eye Longer-Term Options to Hedge Post-Tariff Shock Rally

Investors also look to hedge via the growing number of Quantitative Investment Strategy products on offer, in which case a blended approach of several strategies is likely to be appropriate given how performance diverged over the April turmoil.

Read more
Popular Hedge Fund Option Trade Adjusts With Turbulent Market

Popular Hedge Fund Option Trade Adjusts With Turbulent Market

Webinar Replay: 2025 Q1 Pure Factor Insights & Q2 Outlook

Quant Technology Solution of the Year at the Hedgeweek Awards

S&P Gamma Flat Dispersion, Trend Following Pair Attractive In Volatile Markets

S&P Gamma Flat Dispersion, Trend Following Pair Attractive In Volatile Markets

Wider Intraday Price Swings in Stocks Prompt Options Strategies

Wider Intraday Price Swings in Stocks Prompt Options Strategies

Credit Quants Push Strategy That Lured Trillions in Stock Market

Credit Quants Push Strategy That Lured Trillions in Stock Market

Premialab at EQD LatAm 2025: Advancing the Discussion on Quantitative Investment Strategies

Premialab at EQD LatAm 2025

hedge funds pivot from options to swaps

QIS 3.0 ‘bonanza’: hedge funds pivot from options to swaps

Money Managers Return to a Levered Trade That Went Bust in 2008

Money Managers Return to a Levered Trade That Went Bust in 2008

AI and Trump tariffs spur hyped-up dispersion trade

AI and Trump tariffs spur hyped-up dispersion trade

Surge in Wall Street Dispersion Trades Belies Crowding Concerns

Surge in Wall Street Dispersion Trades Belies Crowding Concerns

Premialab at EQD Europe 2025: Advancing the Discussion on Quantitative Investment Strategies

Premialab at EQD Europe 2025: Advancing the Discussion on Quantitative Investment Strategies

Commodity Carry, Backwardation, Vol Carry Attract Institutional Attention Amid Market Shifts

Commodity Carry, Backwardation, Vol Carry Attract Institutional Attention Amid Market Shifts

Wall Street Eyes Cheap Hedges for Stock Rally Showing Strains

Wall Street Eyes Cheap Hedges for Stock Rally Showing Strains

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

Premialab at Japan EQD: Exploring the Role of QIS in Institutional Portfolios

Premialab at Japan EQD: Exploring the Role of QIS in Institutional Portfolios

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

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

Factor Performance Through Changing U.S. Political Regimes

Factor Performance Through Changing U.S. Political Regimes

Navigating Rate Cuts 2024

Navigating Rate Cuts - A Comparative Analysis of Premialab Pure Factors Across Monetary Easing Cycles

Premialab Adds Three New Pure Factors to QIS Range

Premialab Adds Three New Pure Factors to QIS Range

FX books bulge in quant investment field

FX Books Bulge in Quant Investment Field

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

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

Simplify Asset Management Partners with Premialab

Simplify Asset Management Partners with Premialab

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

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

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

State Super (SAS Trustee Corporation) partners with Premialab

State Super (SAS Trustee Corporation) partners with Premialab

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

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

Top10 Largest Canadian Pension Fund OMERS Partners with Premialab

Top10 Largest Canadian Pension Fund OMERS Partners with Premialab

innish Pension Insurance Company, Veritas, Partners with Premialab

Finnish Pension Insurance Company, Veritas, Partners with Premialab

Partnership with Asset Management One USA Inc.

Asset Management One USA Inc. Chooses Premialab

premialab|wilshire

Wilshire Selects Premialab for Multi-Asset Risk Analysis

AMP Selects Premialab's Multi-Asset solution

Australia Largest Superannuation Provider AMP Selects Premialab

P+ Chooses Premialab

Top10 Largest Danish Pension Fund P+ Chooses Premialab

John Macpherson appointment, Premialab

Mr. John Macpherson appointed EMEA Senior Advisor

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

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