Separating Skill from Exposure - A Data-Driven Framework for Manager Evaluation

Featured • October 22, 2025

Separating Skill from Exposure

Active management is undergoing a quiet transformation as advances in data, analytics, and portfolio construction reshape how skill and performance are measured. For allocators, this shift offers new clarity into what drives returns, but also challenges long-held assumptions about active versus passive value.

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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