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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When Macro and Geopolitical Risk Converge - A Defensive QIS Playbook

Use Case: When Macro and Geopolitical Risk Converge

Iran Tensions 202603

Market Update - Iran Tensions and Factor Performance

The rapid surge in oil prices unleashed by conflict in the Middle East is jolting one of the most popular systematic strategies touted by big banks on Wall Street.

Oil Turmoil Rattles $134 Billion Complex of Quant Trades

The key development has been the shift from static spreads to more systematic allocation frameworks across indices and maturities, supported by improved signal construction, normalization, and dynamic risk management.

Option Pros Trade Index Versus Index to Play Huge Stock Rotation