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Quantitative dataset powering multi-asset allocation & risk analysis
Premialab is a leading independent platform providing data, analytics, and risk solutions on systematic and multi-asset strategies. Our executives come from leading financial and technology institutions, including Goldman Sachs, Deutsche Bank, Credit Suisse, Société Générale, BNP Paribas, Morgan Stanley, Citibank, HSBC, Nomura, JPMorgan, UBS, Thomson Reuters, Finastra, Moody’s, IHS Markit, Misys, Sophis, and FIS.
With offices in Paris, London, New York, Dubai, Hong Kong and Sydney, our international team is dedicated to supporting a global client base with the most up-to-date risk premia dataset, advanced performance and risk analytics. The firm has established strong partnerships with the top 18 investment banks, global asset managers, pensions funds, and insurance companies.
QIS universe screening Easily screen, shortlist, and select managers or strategies and perform ongoing monitoring. With more than 5 million curated data points from 18 leading investment banks, updated daily on all asset classes, our extensive database streamlines data access by providing it in a uniform format, with consistent classification across......
VaR and CVaR Compute VaR and CVaR with flexible time horizons and confidence levels to match your specific needs. Visualize the contribution of VaR from each strategy to your portfolio. Break it down by asset class, factor, sector, or a number of other market parameters of your choice. Exposure and Sensitivities Visualize your......