Latest news with #Premialab
Finextra
08-07-2025
- Business
- Finextra
Union Investment selects Premialab
Union Investment, one of Germany's top asset managers with €500 billion in assets under management, has adopted Premialab's advanced platform to strengthen its approach to quantitative investment strategies (QIS), boost operational efficiency, and enhance its risk management practices. 0 This collaboration reflects Union Investment's ongoing focus on innovation and evidence-based decision-making in a constantly evolving investment environment. "We chose to work with Premialab because of the depth and quality of their QIS data," said Sebastian Rohm, Head of Alternative Risk Premia at Union Investment. "Premialab's tools - particularly for portfolio construction, market analysis, and stress testing - play a key role in supporting our investment framework. The platform also helps us improve operational processes by simplifying data handling and reporting, which ultimately allows us to use our resources more efficiently." Premialab's platform is powered by a unique dataset collected directly from 18 major global investment banks. It supports institutional investors - including asset managers, wealth managers, pension plans, and sovereign wealth funds - in refining asset allocation, selecting top-performing strategies, and maintaining effective risk control. "Partnering with Union Investment is an exciting step forward for us as we continue to grow our presence in Germany and across Europe," said Neil Richards, Head of EMEA Business Development at Premialab. Adrien Géliot, CEO of Premialab, commented: "We're seeing a sharp rise in the adoption of QIS, as institutional investors increasingly turn to these strategies as liquid, transparent, and cost-efficient performance engines. Premialab sits at the heart of this transformation, uniquely positioned to deliver clarity and insight across a rapidly growing universe of systematic strategies. We are delighted to partner with Union Investment and bring our data and risk monitoring capabilities to one of the world's leading investment firms." Premialab's multi-asset, multi-region platform handles more than 10 million data points every day and analyzes over 6,000 investable systematic strategies. Serving clients with total AUM of around $20 trillion, the platform - along with Premialab Pure Factors® - enables comprehensive quantitative strategy selection, in-depth due diligence, advanced risk assessment, and enhanced regulatory reporting.
The Star
07-07-2025
- Business
- The Star
Quant funds reap gains amid volatile market
NEW YORK: From Treasury market reversals to trade threats, the first half of 2025 was dominated by policy upheaval and Wall Street angst. The dollar famously fell, while commodities and risky assets were whipsawed. But inside the markets where the world's biggest quants operate, a funny thing happened: time-honoured trading patterns prevailed. Markets rewarded the strong over the weak, widening the gap between winners and losers amid a return to what AQR Capital Management's Cliff Asness has called 'basic rational investing'. That wide dispersion, as the industry calls it, proved fertile territory for systematic hedge funds, which scored some of the strongest returns so far in 2025. Strong performers included Marshall Wace's TOPS, Renaissance Institutional Equities Fund and AQR Delphi Long-Short Equity, which all climbed about 11%, beating broader hedge-fund performance. Additionally, Voleon Composition, a machine-learning hedge fund, gained 12.8%, while Two Sigma Spectrum was up 7.6%. 'Some companies are doing better than others again,' said Richard Mathieson, managing director at BlackRock, whose equity market neutral fund is up 8% this year. 'So for that process where you're taking a fresh, up-to-date view of every security in the market and building it into a portfolio, the opportunity set is just a lot more compelling.' Systematic stock strategies managed to thrive against a backdrop of rapid-fire market shocks from January through June, a stretch that saw the S&P 500 stage its biggest reversal since 2009 and commodity volatility surge to the highest in three years at one point. Treasuries lurched from their longest winning streak since 2016 in February, before succumbing to the worst weekly drop in 24 years just a little more than a month later. These quants made money not by avoiding the upheavals but by riding a market where stocks started moving more independently. The question now is whether that investing edge will hold as calmer markets and resilient economic data – with last Thursday's jobs report landing stronger than expected – push the S&P 500 to fresh all-time highs. All told, 2025 is extending a renaissance for computer-driven stock traders, following the so-called quant winter – the years leading up to the pandemic when few strategies paid off beyond buy-and-hold bets on Big Tech. While their trades can vary, quants typically spread their bets more widely and slice and dice stocks based on some quantifiable characteristics and historical patterns. That means they're more likely to win in a year like this, with less concentration in mega-caps and different shares dancing to their own beat. For another lens into that, a strategy that bets on US single stocks being more volatile than the overall index has gained 3.5% this year, according to a Premialab index aggregating bank swap products. In terms of commonly used factors – or quant characteristics often used to sort portfolios – momentum, which simply bets on recent winners, was up for a seventh straight quarter, according to a Bloomberg index. That's a sign that for all the market drama, the internal patterns within stocks have been far less fickle. There are some signs that this might be starting to crack, with momentum dropping the most since March this week as investors rotated into laggards. Fading fears of an escalating trade war have revived investor appetite for risk in the past month, fuelling a rotation out of so-called quality and low-risk stocks. 'There are fundamental shocks that are affecting individual securities in different ways,' said Andrea Frazzini, head of global stock selection at AQR. 'Combined with the higher volatility and dispersion we've seen, it really means that we can take more risk, we can get closer to our model, and we have an easier time to implement our views.' In stark contrast were quant trend followers that need sustained momentum to profit. The cohort, which trades futures across assets, saw their worst half-year performance since 2000, dropping 10.1% so far in 2025, a Societe Generale index shows. The Systematica Bluetrend Fund slid 17% and Man AHL Alpha fell about 7.6%, while Transtrend lost 17.5%. (The fund was impacted by positions in less mainstream markets, such as within commodities and currencies, executive director Andre Honig wrote in an email). The rotation out of US stocks – which saw shares outside the nation return about three times the S&P 500 – was also reflected in quant performance. Unlike in previous years, AQR's equity models have been scoring stronger returns outside the United States, Frazzini added. The firm's Adaptive Equity strategy rose 15.5% in the first half, while its Delphi trade, which favours lower-risk companies, benefited from the flight to quality earlier. At Man Numeric, Man Group's quant equity unit, Jayendran Rajamony says other than strength in factors like momentum, it can be hard to generalise performance thanks to the growing use of idiosyncratic signals at each fund. The Man Numeric Quantitative Alpha fund was up 18.7% in the first half. Even with their computer-driven precision, quant programmes may still need occasional human intervention, especially when policy shocks, like tariffs, fall outside the bounds of historic patterns. 'One can argue that some very bold new policy thinking simply cannot be captured,' Rajamony said. 'Intervention as a form of managing risk, I think, is needed to make sure these portfolios navigate an environment like this.' Representatives for Marshall Wace, Renaissance Technologies, Voleon, Two Sigma and Systematica declined to comment. — Bloomberg
Finextra
02-07-2025
- Business
- Finextra
Former executive from Man Group and Credit Suisse joins Premialab
Premialab, has today announced the appointment of Mr. Bogdan Levchenko, CFA as Senior Product Specialist as part of the expansion of its EMEA team. 0 Mr. Levchenko served as Head of Portfolio Modeling at Man Group with previous senior positions at Credit Suisse. Mr. Levchenko has over 20 years' experience involving quantitative and alternative strategies. He will be responsible to further support the firm's business development efforts in EMEA specifically leveraging insights from Premialab unique dataset on quantitative and multi-asset investment strategies. Adrien Geliot, Chief Executive Officer of Premialab said: "We are delighted to welcome Bogdan to the team. His deep technical expertise in alternatives and quantitative strategies, combined with a strong understanding of institutional investors' needs, will help our clients extract even more value from our data and analytics across asset classes." The announcement follows recent senior appointments at Premialab, including Marc Fisher, former Managing Director at Citibank with a prior senior position at Deutsche Bank; and Jens Janke, former Head of Risk at Ram Active Investments. Recognized as the leading independent platform for data and analytics on quantitative strategies, Premialab's capital markets infrastructure is trusted by top asset managers, insurance companies, and pension funds. It drives digital transformation, enhances performance and risk management, while reducing operational costs. The platform currently supports institutional clients overseeing more than $20 trillion in assets under management. Mr. Levchenko holds a MBA in Finance from Clark University. He is a CFA® charter holder.
Yahoo
12-02-2025
- Business
- Yahoo
S&P Global, UBS, Bank of America and Fidelity's former executive joins fintech PremiaLab
Mark Findlay, further expands PremiaLab's Data & Risk offering bringing his extensive risk management expertise to the fintech platform dedicated to quantitative investment strategies. LONDON, Feb. 12, 2025 /PRNewswire/ -- PremiaLab announces the appointment of Mark Findlay as Chief Revenue Officer. Mr. Findlay will lead business development activities across market segments. Before joining PremiaLab, Mr. Findlay served as Managing Director, Head of Financial Risk Analytics at S&P Global with previous leadership positions at UBS, Bank of America, ABN AMRO and Fidelity. Mr. Findlay has over 20 years' experience in derivatives trading, sales, risk management and scaling Fintech solutions businesses. He will be responsible to execute and scale PremiaLab's business development initiatives, providing data and analytics solutions to asset managers, pension funds, insurance companies and soverign wealth funds globally. Adrien Geliot, Co-Founder & Chief Executive Officer of PremiaLab said, "I am delighted to welcome Mark to the team. His appointment confirms our leadership in this market segment and ensures we deliver first class service to both our existing and future clients. His extensive trading, risk management and strategic skills will help us build on our commercial success addressing the demand from institutions for advanced risk solutions linked to their QIS portfolios" The announcement follows previous senior appointments at Premialab, including Daniel Fields, former Global Head of Markets at Societe Generale; John Macpherson, former Managing Director at Goldman Sachs, Citibank, and Nomura; Marc Fisher, former Managing Director at Citibank with a prior position at Deutsche Bank; and Georgios Sittas, former Managing Director at HSBC, Standard Chartered, and previously a director at Lehman Brothers. Recognized as the leading independnant platform for data and analytics on quantitative strategies, Premialab's capital markets infrastructure is currently used by leading asset managers, insurance companies and pensions funds, accelerating their digitalization and enhancing performance and risk control while reducing costs. The Platform is already providing data to institutional clients representing over $20 Trillion of assets under management. Mr. Findlay holds an MBA from the CASS Business School in London. Notes to Editors About PremiaLab Premialab is the leading independent platform providing data, analytics and risk solutions on quantitative and multi-asset strategies in collaboration with leading investment banks and institutional investors globally. Combining intelligent technology with a unique source of information the platform empowers asset allocators to make better investment decisions whilst achieving utmost time and cost efficiency. With offices in London, Paris, New York, Hong Kong, Sydney, and Dubai, its international team is dedicated to supporting a global client base with the most up-to-date QIS dataset, advanced portfolio construction, performance and risk analytics. The firm has established strong partnerships with the top 18 investments banks, global asset managers, pensions funds and insurance companies. For more information please visit: Photo: View original content to download multimedia: Sign in to access your portfolio
