Whitepaper; Premialab

Featured • June 23, 2022

Premialab White Paper: Advanced Factor Analytics

The Premialab white paper introduces a statistical and analytical methodology to benchmark and classify the universe of Quantitative Investment Strategies (QIS) deployed in the market.

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Partnership will help institutional investors analyze and manage QIS exposures alongside the rest of their portfolios, powered by Aladdin Risk and Premialab's QIS data ecosystem.

Premialab and BlackRock's Aladdin® Join Forces to Accelerate QIS Adoption Among Institutional Investors

November 2, 2026
The first institutional QIS indices on digital assets from Marex are now available on the Premialab platform, offering systematic access to the Bitcoin and Ethereum volatility risk premium with 24/7 risk management

Premialab Extends QIS Coverage to Digital Assets with Marex's Institutional Crypto Indices

October 26, 2026
In Bloomberg this weekend, Premialab CEO Adrien Geliot shared his perspective on the continued role of systematic volatility strategies in institutional portfolios.

Wall Street Strategists Steer Investors to Cross-Asset Hedges

October 4, 2026
Poseidon Capital Partners appoints Premialab to strengthen QIS-driven portfolio construction

Poseidon Capital Partners appoints Premialab to strengthen QIS-driven portfolio construction

September 28, 2026