Alternative Risk Premia

Alternative Risk Premia products require specialised due diligence.

Alternative Risk Premia (ARP) strategies typically apply a rules-based approach to well understood, and academically documented, underlying factors. Institutional investors can access these strategies in a variety of ways, including managed funds, broker-dealer products, or in-house trading desks.

Our Alternative Risk Premia Working Group focuses on industry practices and providing a framework for institutional investors to conduct due diligence on these strategies.

Click here to find out more on how to get involved with this working group. 

Alternative Risk Premia Memos

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ARP - Backtesting