Wall Street Strategists Steer Investors to Cross-Asset Hedges
Poseidon Capital Partners appoints Premialab to strengthen QIS-driven portfolio construction
Hedge Fund Selection for Multi-Asset Portfolios
Access an extensive, integrated database of Morningstar funds/ETFs, systematic strategies, thematics, Premialab Pure Factors® and benchmarks, with the ability to incorporate your private dataset.
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Access daily index-level reconciliation using independent price sources to verify risk models and facilitate performance contribution analysis.
Premialab Pure Factors® are proprietary benchmarks on risk premia and factor performances. They are constructed by harvesting strategy data from Premialab's extensive database to capture the consensus implementation across providers.
Premialab has partnered with Eurex to launch QIS Index futures, broadening investor access to systematic strategies and enhancing efficiency through standardized, centrally cleared contracts that were previously available only over the counter (OTC).
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Enjoy the flexibility to effortlessly build and test single or multi-asset portfolios, optimizing your investment approach for superior results, while benefiting from comprehensive internal and external risk reporting.
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Featured • November 16, 2020
The Momentum factor saw a plunge of unprecedented magnitude in early November. This commentary aims to interpret recent market dynamics from a factor perspective and update participants on the evolving factor environment.
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