Navigating Market Shifts with QIS Trend and Momentum Strategies

Featured • July 24, 2025

Navigating Market Shifts with QIS Trend and Momentum Strategies

As markets grapple with inflation cycles, shifting policies, and fractured correlations, trend-following and cross-sectional momentum strategies are stepping into the spotlight. In this new paper, we explore how these strategies have behaved through recent macro regimes — from 2020 to today — using Premialab Pure Factors® as a benchmark.

Read more
Portfolio Enhancement using Currency Overlay

Portfolio Enhancement using Currency Overlay

June 26, 2025
Commodity Carry, Backwardation, Vol Carry Attract Institutional Attention Amid Market Shifts

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

January 29, 2025
2024 Factor Review - A Year of Market Shifts and Opportunities

2024 Factor Review - A Year of Market Shifts and Opportunities

January 28, 2025
Has Speed Brought Alpha

Has Speed Brought Alpha?

January 16, 2025
Wall Street Eyes Cheap Hedges for Stock Rally Showing Strains

Wall Street Eyes Cheap Hedges for Stock Rally Showing Strains

January 13, 2025
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 Downside Protection Pure Factors

Tail-Risk Hedging Toolkit: Premialab Downside Protection Pure Factors®

July 25, 2024
Quantitative Investment Strategies and Hedge Funds: A Comparative Analysis

Quantitative Investment Strategies and Hedge Funds: A Comparative Analysis

April 3, 2024
Thematic Investing and Portable Alpha

Thematic Investing and Portable Alpha

February 14, 2024
2023 Factor Performance Review and Outlook

2023 Factor Performance Review and Outlook

January 30, 2024
Advanced Visualization for Quant Strategy Universe: Clustering and Dimensionality Reduction

Advanced Visualization for Quant Strategy Universe: Clustering and Dimensionality Reduction

December 18, 2023
Creating Factor Clusters in the US Liquid Alternatives Universe

Creating Factor Clusters in the US Liquid Alternatives Universe

December 8, 2022
Quantitative Investment Strategies: Maximizing Returns with Systematic Factor Investing

Quantitative Investment Strategies: Maximizing Returns with Systematic Factor Investing

July 15, 2022
Whitepaper; Premialab

Premialab White Paper: Advanced Factor Analytics

June 23, 2022
2021 Premialab Markets Review

2021 Premialab Markets Review

March 2, 2022
Premialab Alt-UCITS White Paper

White Paper: Creating Factor Clusters in the Alternative UCITS Universe

January 19, 2022
Premialab on US Growth Fund Analysis

Exploring US Growth Funds Performance as US Interest Rates Rapidly Rise

April 20, 2021
Premialab on Growth Funds Outperformance

Growing stronger: Looking Beneath Growth's Outperformance

February 16, 2021
Premialab, Momentum: Crushed by the COVID-19 Vaccine

Momentum: Crushed by the Vaccine

November 16, 2020
Premialab, Low Vol What Went Wrong?

Low Vol What Went Wrong?

June 8, 2020
Premialab on alternative risk premia vs. hedge fund

Alternative Risk Premia vs Hedge Fund

April 17, 2020