Expert in the Loop

Featured • August 22, 2024

Expert in the Loop - Dynamic Risk Premia Decomposition

Leveraging metadata, empirical analysis, and Premialab's machine learning capabilities, a flexible factor selection algorithm has been developed to create and combine categorization rules based on the internal expertise in factor decomposition models.

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Quantitative Investment Strategies and Hedge Funds: A Comparative Analysis

Quantitative Investment Strategies and Hedge Funds: A Comparative Analysis

Characterizing Intraday Momentum Strategies

Characterizing Intraday Momentum Strategies

Creating Factor Clusters in the US Liquid Alternatives Universe

Creating Factor Clusters in the US Liquid Alternatives Universe

Use_Case_Alpha_Generation

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

2021 Premialab Markets Review

2021 Premialab Markets Review

Premialab Alt-UCITS White Paper

White Paper: Creating Factor Clusters in the Alternative UCITS Universe

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