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Risk Premia Strategies Performance Overview - January 2022
10 January 2022

Risk Premia Strategies Performance Overview - January 2022

Download SigTech's monthly performance analysis of Risk Premia strategies for an instant overview and comparison of each strategy's recent investment returns.

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20 January 2022

Data Spotlight: 3 strategies with Revelio Labs' workforce data

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$312AUM using SigTech quant platform illustration
20 January 2022

SigTech Reports Strong Growth in 2021

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SigTech shortlisted for Hedgeweek European Awards 2022
11 January 2022

SigTech shortlisted for Hedgeweek European Awards 2022

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The Alternative Data Podcast with SigTech
22 December 2021

The Alternative Data Podcast with SigTech

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Quant strategies to weather volatile energy markets
15 December 2021

Quant strategies to weather volatile energy markets

Blog post
How to identify and mitigate overfitting in systematic strategies
14 December 2021

How to identify and mitigate overfitting in systematic strategies

Video
Revelio Labs becomes first SigTech Data Showroom client
9 December 2021

Revelio Labs becomes first SigTech Data Showroom client

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3 Tail Risk Strategies to Hedge your Portfolio Before the Next Downturn
7 December 2021

3 Tail Risk Strategies to Hedge your Portfolio Before the Next Downturn

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Live Demo: Crude Oil Trading Strategy
1 December 2021

Live Demo: Crude Oil Trading Strategy

Video
A new way to trade Bitcoin
25 November 2021

A new way to trade Bitcoin

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SigTech at the HFM European Quant Summit 2021
16 November 2021

SigTech at the HFM European Quant Summit 2021

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Data Spotlight: IHS Markit Swaptions and BondCliQ
10 November 2021

Data Spotlight: IHS Markit Swaptions and BondCliQ

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Free backtesting & data for students
8 November 2021

Free backtesting & data for students

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SigTech launches Data Showroom
4 November 2021

SigTech launches Data Showroom

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How ESG, custom indexing and technology are reshaping the future for CIOs
21 October 2021

How ESG, custom indexing and technology are reshaping the future for CIOs

Research
US Government Bond Utilization Trading Strategy
20 October 2021

US Government Bond Utilization Trading Strategy

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Quant Insights Conference 2021
14 October 2021

Quant Insights Conference 2021

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How to control the hidden costs of systematic investing
6 October 2021

How to control the hidden costs of systematic investing

Whitepaper
Join us at Hedgeweek's Better Business Summit 2021
4 October 2021

Join us at Hedgeweek's Better Business Summit 2021

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23 September 2021

Data Spotlight: New Intraday Data for Government Bonds & FX

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Is the bull market about to end and is now the right time to diversify your equity portfolio?
9 September 2021

Is the bull market about to end and is now the right time to diversify your equity portfolio?

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SigTech & Boston University Intern Programme 2021
3 September 2021

SigTech & Boston University Intern Programme 2021

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SigTech featured in Hedgeweek Tech Report 2021
17 August 2021

SigTech featured in Hedgeweek Tech Report 2021

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Live Demo: Bitcoin Futures Momentum Strategy
2 August 2021

Live Demo: Bitcoin Futures Momentum Strategy

Video
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1 August 2021

Data Spotlight: Intraday Futures & FX Time Series, Trading Economics, Factor Exposures

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Quant Strategies on the Rise as Post Pandemic Optimism Grows
29 July 2021

Quant Strategies on the Rise as Post Pandemic Optimism Grows

Research
Live Demo: On-the-Run Government Bond Trading Strategy
28 July 2021

Live Demo: On-the-Run Government Bond Trading Strategy

Video
Four Steps to Building Custom Equity Portfolios
27 July 2021

Four Steps to Building Custom Equity Portfolios

Blog post
Live Demo: How to Build a Custom Equity Index for Pension Funds
20 July 2021

Live Demo: How to Build a Custom Equity Index for Pension Funds

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Quant trading python code
15 July 2021

The Future of Backtesting is Python - But 5x Faster

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Case Study: Top-ten Global Asset Manager
9 July 2021

Case Study: Top-ten Global Asset Manager

Case study
Improving Data Ingestion to Accelerate Backtesting
7 July 2021

Improving Data Ingestion to Accelerate Backtesting

Webinar
North Asset Management selects SigTech’s quant platform to launch systematic investment fund
6 July 2021

North Asset Management selects SigTech’s quant platform to launch systematic investment fund

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30 June 2021

Data Spotlight: IBES, Securities Finance, Housing Prices

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SigTech pioneers faster discovery process and efficient access to IHS Markit Data Lake
28 June 2021

SigTech pioneers faster discovery process and efficient access to IHS Markit Data Lake

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Live Demo: Signal Construction Examples on the SigTech platform
28 June 2021

Live Demo: Signal Construction Examples on the SigTech platform

Video
How custom equity portfolios are disrupting pension funds’ ESG and index investing
17 June 2021

How custom equity portfolios are disrupting pension funds’ ESG and index investing

Whitepaper
MasterLink Securities chooses SigTech’s quant platform
14 June 2021

MasterLink Securities chooses SigTech’s quant platform

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Neudata Online Summit 2021, Accelerating Quant Research
7 June 2021

Neudata Online Summit 2021, Accelerating Quant Research

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SigTech integrates with IHS Markit Data Lake
24 May 2021

SigTech integrates with IHS Markit Data Lake

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21 May 2021

SigTech expands reach to asset owners

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Bitcoin
18 May 2021

How to exploit Momentum Factors in the Bitcoin Futures Market

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13 May 2021

May Data Spotlight

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SigTech at Hedgeweek LIVE Technology Summit 2021
10 May 2021

SigTech at Hedgeweek LIVE Technology Summit 2021

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4 May 2021

SigTech increases US footprint with latest hire

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Backround image Matthias Frank at Crux summit
13 April 2021

SigTech at Crux Informatics' Accelerate Summit

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$312AUM using SigTech quant platform illustration
12 April 2021

Portfolio managers with $312 billion in AUM using SigTech quant platform

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9 April 2021

April Data Spotlight

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Seamless transition from research to execution
31 March 2021

Seamless transition from research to execution

Webinar
We've Expanded, Including First US-based Hire
25 March 2021

We've Expanded, Including First US-based Hire

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Riding the options trend
18 March 2021

Riding the options trend

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Tapping into social media data to predict the market
26 February 2021

Tapping into social media data to predict the market

Blog post
SigTech at the HFM US Quant Summit 2021
15 February 2021

SigTech at the HFM US Quant Summit 2021

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Deriving greater value from FX alternative data
9 February 2021

Deriving greater value from FX alternative data

Webinar
How to Build a Quant Strategy from Reddit’s WallStreetBets Sentiment
3 February 2021

How to Build a Quant Strategy from Reddit’s WallStreetBets Sentiment

Blog post
Financial pipelines at scale: From data inputs to signal extraction
27 January 2021

Financial pipelines at scale: From data inputs to signal extraction

Webinar
SigTech participating in the Goldman Sachs "Cloud-hosted solutions in finance" webinar
1 December 2020

SigTech participating in the Goldman Sachs "Cloud-hosted solutions in finance" webinar

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SigTech at Bank of America Global Quant & Innovation Conference
18 November 2020

SigTech at Bank of America Global Quant & Innovation Conference

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Quant Conference
1 November 2020

SigTech at The Quant Conference

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CLS and SigTech announce collaboration
20 October 2020

CLS and SigTech announce collaboration

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1 January 2020

Our market insights. Delivered to your inbox.

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