The company provides consulting advice on risk management, quantitative modelling & derivatives strategies and is led by Joseph Eagleeye and Hilary Till.

The firm also created the Premia Bancor Index, which is calculated and distributed by S&P Dow Jones Indices.  Information on the index can be accessed at https://www.spglobal.com/spdji/en/custom-index-calculations/premia/all/#overview.  The index’s Bloomberg ticker is PRBITR <​index>.  

The Premia Bancor Index was first published in August 2015 and therefore has a 10-year out-of-sample track record.  The ideas underpinning this index are discussed in the following research article: https://www.premiacap.com/publications/EDHEC_Working_Paper_Structural_Position-Taking_in_Crude_Oil_Futures_Contracts_F.pdf .   For more information on the Premia Bancor Index, one may email Premia at info@premiaresearch.com.

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Premia Research

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Premia Research

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