New updates have been reported about Premialab.
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Premialab has deepened its role in the quantitative investment ecosystem by adding BBVA Global Markets QIS to its global contributor network, integrating BBVA’s suite of rule-based strategies into the Premialab platform. The partnership allows Premialab to apply its Pure Factors framework and other advanced analytics to independently benchmark and dissect the performance and risk characteristics of these strategies, enhancing the quality and breadth of insights available to institutional clients.
By onboarding BBVA GM QIS, Premialab broadens its coverage across equities, thematic and smart beta strategies, systematic asset allocation and alternative risk premia indices, which can be deployed as standalone allocations or overlays for income generation and hedging. The collaboration reinforces Premialab’s value proposition as a neutral analytics hub for over 7,000 investable systematic strategies representing about USD 20 trillion in client AUM, strengthening its ability to deliver granular risk decomposition, factor attribution and scenario analysis that support allocation decisions for global asset managers, pension funds, sovereign wealth funds and insurers.