How to Use Premialab Pure Factors® in Conjunction with Traditional Equity Factor Models

Featured • May 19, 2022

How to Use Premialab Pure Factors® in Conjunction with Traditional Equity Factor Models

A practical use case showcasing examples of how Premialab proprietary benchmarks on risk premia and factor performances can be used in conjunction with equity factor models to assess and manage associated risk.

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

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

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