Premialab
@premialab
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Providing data, analytics, and risk solutions on systematic & multi-asset strategies in collaboration with leading investment banks and institutional investors.
Hong Kong
Joined May 2021
Delighted to be back in #Barcelona sponsoring Europe EQD 2023, 23-25 January. Join our co-founder, Pierre Trecourt, where he will be sharing insights on the topic of QIS Transparency & Risk Monitoring https://t.co/mJ3EZqpYvp
#QIS #quantitativeinvesting
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The US Liquid Alternatives market experienced a wide dispersion of performance during the COVID-19 market crisis. We identify 9 “clusters” from a universe of 269 US Liquid Alternatives based on their performance and factor characteristics. https://t.co/km9D1FsdWp
#usliquidalts
campaign.premialab.com
We identified 9 clusters within 269 US Liquid Alternatives using Premialab Pure Factors and the performance and factor characteristics of the funds.
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Premialab is delighted to announce the publication of its research paper in Risk .net - Journal of Investment Strategies. https://t.co/CeKSkRF7vG
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Discover 2022 Q3 top-performing equity funds among the largest US and Europe Large-Cap Growth & Value funds and how Premialab Pure Factors® is used on factor performance attribution analyses. https://t.co/cMHPmYSKq3
#mutualfunds #portfoliomanagement #peeranalysis
campaign.premialab.com
Q3 2022 peer group reports on the largest European and US Large Cap Growth and Value mutual funds.
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Against a resurgence of high #volatility in markets and the emphasis on control of risk and performance generation, investors are looking to maximize the #alpha generated from their portfolios whilst carefully controlling their exposure to #marketbetas. https://t.co/YVKcELk82C
campaign.premialab.com
In this use case, we will present a framework by which we can estimate the nature of the alpha generated by an active manager.
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Last year we published a white paper “Building a consensus protection portfolio”. In this update, we examine the performance of such a portfolio against the backdrop of all the unforeseen market conditions in the first half of 2022. #hedging
campaign.premialab.com
With the first half of year behind us, we have seen a market environment unlike any other in the past decade.
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Discover 2022 Q2 top-performing equity funds among the largest US and Europe Large-Cap Growth & Value funds and how Premialab Pure Factors® is used on factor performance attribution analyses. https://t.co/yigon7jotR
#mutualfunds #portfoliomanagement #peeranalysis
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Under current economic uncertainty and #recession fears, our white paper explores an advanced factor analytics model made of 47 uncorrelated factors across all #asset classes to measure #risk exposure & performance of any #investment vehicle >> https://t.co/1xYfBakxiW
#inflation
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Inflation climbed from 5.4% YoY in Sep 21 to 8.5% in Mar 22. Our latest use case provides an insightful performance update on the passive and actively managed #commodity inflation baskets constructed to explore #inflation protection strategies >> https://t.co/to9Lgjguww
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Top10 largest Canadian #pensionfund OMERS partners with @premialab to benchmark, analyze, and monitor quantitative investment vehicles #multiasset #pensionfunds #quantitativeinvesting
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Meet Pierre Trecourt and Andreas Karlsson next week in Copenhagen, where we will be sponsoring the EQDerivatives, Inc Investor Network 2022 - #Copenhagen and presenting on the topic "Defensive Strategy: Market Update" https://t.co/gC2Quvcqgi
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On May 18, our Co-Founder, Pierre Trecourt, had the pleasure of moderating a great panel discussion. Thank you both Yana Keresteliev @Citi and Molly Freeman @BofA_Business. 2022 MacroMinds Foundation Investment Symposium proud sponsor #education #charitable #makeadifference
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Our latest use case showcases how Premialab proprietary benchmarks on #riskpremia and factor performances can be used in conjunction with #equity factor models to assess and manage associated risk. Read more https://t.co/Qe0XFof2jG
#riskmanagement #quantitativeinvesting #equity
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A readworthy @RiskDotNet article on #fx carry, capturing insights driven from our unique data. "G10 FX carry has delivered a Sharpe ratio of 1.5 years to date, data from Premialab shows.” Read more>>
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Discover 2022 Q1 top-performing equity funds among the largest US and Europe Large-Cap Growth & Value mutual funds and how Premialab Pure Factors® is used on factor performance attribution analyses. https://t.co/NUiPlh5ZkQ
#mutualfunds #portfoliomanagement #peeranalysis
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Our Co-Founder, Pierre Trecourt, will moderate the "Harnessing Risk Premia... Innovations and Opportunities" panel discussion with Yana Keresteliev @Citi and Molly Freeman @BofA_Business | 18 May at 12:35pm EST. At #MacroMinds2022 Symposium, 18-19 May, NY https://t.co/4HNlbKwsVG
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Our latest article, Characterizing #intraday Momentum Strategies, assesses the #systematic intraday momentum strategies' #hedging properties on reducing tail risk and benefiting asymmetric and convex #returns during #volatile market regimes. Learn more https://t.co/Ck26owNMeA
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Delighted to be back in person in the US, sponsoring Global @EQDerivatives 2022, May 25-26. Our Head of Portfolio Solutions, Andrew Baehr will share unique insights on the topic of Protection Strategy Clustering and Selection, May 26 at 2:25 pm PDT https://t.co/oVAya72XOg
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A noteworthy commodity carry strategies article https://t.co/b5RvI3Jmnp referencing our Head of Factor Insights, Todd Groth: “About a third of strategies on offer from bank quantitative investment strategies desks adapt in ways such as reversing the strategy if curves invert”
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