Premialab Adds Three New Pure Factors to QIS Range

Premialab is thrilled to share that SRP has featured our latest developments in this online article.

Data analytics and risk solutions provider Premialab has expanded its Premialab Pure Factors suite with the introduction of three new factors designed explicitly for downside protection in volatile market environments and tail risk mitigation. The addition of these bespoke tail risk premia factors strengthens our quantitative toolkit and ability to help investors navigate challenging market conditions.

Read the full article Tail-Risk Hedging Toolkit: Premialab Downside Protection Pure Factors® to discover how our newly introduced downside protection Pure Factors can help you effectively hedge against tail risks and safeguard your portfolio.

Read Full Article

Download the paper

Submit your details below to gain access to this exclusive content

Related Insights

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

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

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

Discover the power of Premialab

Interested in learning more? Reach out to us to speak with one of our expert consultants.

Request a Demo