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

We’re pleased to see Premialab featured again in Bloomberg’s latest article, Popular Hedge Fund Option Trade Adjusts With Turbulent Market. As markets shift from April’s volatility spike into calmer waters, strategic hedging remains a key focus.

The April 2 tariff-driven selloff underscored some performance dispersion across QIS products—reinforcing the importance of a blended, diversified approach.

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The key development has been the shift from static spreads to more systematic allocation frameworks across indices and maturities, supported by improved signal construction, normalization, and dynamic risk management.

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In the esoteric structured products realm, quant-powered trades are up +1.1% on average this year, according to data provider Premialab, which follows 7,000+ QIS.

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Premialab at EQD Europe 2026: QIS AUM and Flow

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