Expert in the Loop is an intelligent factor selection methodology that automatically identifies the most relevant regressors for analyzing a quantitative investment strategy, thematic basket, fund, ETF, or portfolio. This feature combines the expertise of Premialab’s product specialists with advanced factor selection statistical methods to identify the most appropriate benchmarks and Premialab Pure Factors® tailored to the characteristics of each specific asset under analysis.
Leveraging metadata, empirical analysis, and Premialab’s machine learning capabilities, a flexible factor selection algorithm has been developed to create and combine categorization rules based on the internal expertise in factor decomposition models. This algorithm guides the selection of the most relevant benchmarks and Premialab Pure Factors® for further analysis.
