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The SigTech Risk Premia Report provides comprehensive performance analysis of diverse risk premia strategies across commodities, equities, fixed income and FX asset classes. They're structured in a long/short setting to minimize directional effects from the underlying asset class.
Our strategies emphasize transparency, a sound underlying economic rationale, tradability and a consistent methodology across strategies.
Recent enhancements to the SigTech’s monthly Risk Premia Strategy Report include:
Composite strategies: Analytics for five risk premia composite strategies and a multi risk premia strategy allocating across all 19 strategies.
Extended analytics: In-depth risk analytics and extended returns data for a granular strategy assessment.
Improved methodology: Revised underlying methodologies for the risk premia strategies, including extended investment universes and definition of risk factors.
New risk premia category:Though tail risk is not a traditional risk premia strategy, it has been added for its strong diversification properties.
Subscribe now to get the monthly risk premia report.
