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Premialab Enhances QIS Offering with Launch of Three New Pure Factors
Through rigorous statistical analysis eliminating model specific noises, Premialab has introduced Premialab Equity US Dispersion Pure Factor®, Premialab Equity US Long Volatility Pure Factor®, and Premialab Multi Asset Global Tail Hedge Pure Factor®, which aim to provide tailored hedging during periods of market drawdowns and volatility spikes.
Premialab Equity US Dispersion Pure Factor® captures the implied-realized volatility premium typically found in options on S&P 500, by taking a short position in index implied volatility and a long position in single-stock implied volatility.
Premialab Equity US Long Volatility Pure Factor® capitalizes on sudden increases in market volatility. As the US market reference for equity volatility premium and protection during severe sell-offs, it takes advantage of volatility spikes by buying options on S&P 500 and VIX futures.
Premialab Multi Asset Global Tail Hedge Pure Factor® comprises four distinct underlying categories that collectively benefit from significant market declines. It includes option buying on S&P 500 and VIX futures, integrates a cross-asset trend component, and takes long positions in rates volatility.
"Robust performance and risk management tools are imperative in today's uncertain macro environment," said Adrien Geliot, CEO of Premialab. "The addition of these bespoke tail risk premia factors strengthens our quantitative toolkit and ability to help investors navigate challenging market conditions".
For more information about Premialab's Pure Factors offering and the newly added factors, please visit www.premialab.com or contact client-services@premialab.com .
Premialab is the leading independent platform that collaborates with leading investment banks and institutional investors globally, providing data, analytics, and risk solutions for systematic, factor, and multi-asset strategies. With offices in London , Paris , New York , Hong Kong , Sydney and Dubai , the company has forged strong partnerships with the top 18 investment banks, asset managers, pension funds, and insurance companies globally representing AUM over 20 trillion USD .
View original content: https://www.prnewswire.co.uk/news-releases/premialab-enhances-qis-offering-with-launch-of-three-new-pure-factors-302198130.html