Premialab on trend strategies: bright spot in the market meltdown

Featured • April 29, 2020

Trend Strategies: Bright Spot in the Market Meltdown

Overall, trend-following strategies have performed well since the beginning of the COVID-19 crisis. Their “positively skewed” performance can help to reduce tail risk in diversified portfolios.

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

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 appointed by Lombard Odier Investment Managers to scale Quantitative Investment Strategies

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

November 14, 2024
Factor Performance Through Changing U.S. Political Regimes

Factor Performance Through Changing U.S. Political Regimes

November 6, 2024