Premialab, Momentum: Crushed by the COVID-19 Vaccine

Featured • November 16, 2020

Momentum: Crushed by the Vaccine

The Momentum factor saw a plunge of unprecedented magnitude in early November. This commentary aims to interpret recent market dynamics from a factor perspective and update participants on the evolving factor environment.

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2025 Factor Review

2025 Factor Review - Persistence over Protection

Premialab at EQD Europe 2026: QIS AUM and Flow

Premialab at EQD Europe 2026: QIS AUM and Flow

Institutional investors, particularly hedge funds, are increasing exposure to short volatility and dispersion strategies in equity and rates to provide carry in a risk on market.

Hedge Funds Play Short Vol, Dispersion Trades in Risk On Market

Q4 Factor Performance and Outlook Webinar

Webinar Replay: Q4 Factor Performance and Outlook