Omega Point Blog

Reflections On Quantamental Investing

Recent Posts

Evaluating Portfolios Using AI

April 23, 2018

Is this a good or bad portfolio?

This is a question we're asked often. Academics will tell you that positive exposure to momentum and value is generally good, but positive exposure to volatility is generally bad. So, what's the answer?

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Omer Cedar
Omer Cedar

2018: The Year of Man + Machine

January 18, 2018

The Omega Point team and I would like to wish you a very happy, healthful and successful 2018!

As we kick off the New Year, it’s no secret that advances in machine-learning technology are shifting the investment management landscape toward more systematic strategies and techniques. According to Hedge Fund Research, a leading provider of hedge fund data and analysis, the quantitative fund...

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Omer Cedar
Omer Cedar

Boost the Return, Drop the Drag!

September 14, 2017

How a multi-hundred billion dollar global fundamental investment portfolio boosted return by 29.6% and reduced volatility factor drag by 53.6%

I hope you all have had a very gratifying summer and your September is off to a superb start!  And for those of you affected by Hurricanes Harvey and Irma, we hope that you and your families were able to withstand the storms in safety.  
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Omer Cedar
Omer Cedar

Our Partnership with Axioma

June 28, 2017

How Customers Benefit from Our Partnership with Axioma

A key driver in our mission to democratize quantitative investing is to simplify complexity for our traditional asset manager clients, and our recent announcement to partner with Axioma expands upon that by leaps and bounds.  As always, clients can discover, analyze and manage their portfolio factor risk using Omega Point’s intuitive...
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Omer Cedar
Omer Cedar

Axioma Partners with Omega Point

June 20, 2017

Axioma Partners with Omega Point to Enable ‘Quantamental’ Approach In Fundamental Investing

Turnkey access to Axioma’s suite of factor models enables managers to boost portfolio performance with easy-to-use factor analysis tools

NEW YORK, NY–20 JUNE 2017 – Axioma, a global provider of innovative risk and portfolio management solutions, today announced a new partnership with Omega Point (...

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Omega Point Factor Lab
Omega Point Factor Lab

Hedging Factors with ETFs

May 19, 2017

As we've discussed in previous blogs, there are various reasons why portfolio managers need to monitor and adjust the factor risk of their portfolio. Much of the time, it's prudently done to avoid unknown or unintended exposures. Other times, the emergence of a new factor risk in a portfolio can be evidence of style drift that a PM doesn't want. Sometimes, a manager has a macro view that leads...

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Omega Point Factor Lab
Omega Point Factor Lab

April Factor Returns

May 11, 2017

April started out on a bearish note, but after various geopolitical risks subsided, the month ended with market indices skyrocketing. The Nasdaq made record highs with help from Microsoft, Google, Amazon and Facebook. Crude oil returns were the inverse of the market, rising into the middle of the month on geopolitics and hopes of OPEC cuts, but falling afterwards.

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Omega Point Factor Lab
Omega Point Factor Lab

What Drives Your Stocks?

April 25, 2017

We are excited to introduce a new methodology that enables us to closely examine what has been driving any given stock's returns.

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Omega Point Factor Lab
Omega Point Factor Lab

March Factor Review

April 14, 2017

March was a month of stalling markets. Sometimes, a stall can be useful for managers. Rising markets may lift all boats, but a small break can be helpful for professional managers running strategies with a beta of less than one to public equities.

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Omega Point Factor Lab
Omega Point Factor Lab

February Factor Review

March 14, 2017

2017's bull market continued in February, with Dividend Yield being the month's standout factor. The low volatility factor’s positive return in an up month is also quite notable. Even low beta stocks, which are expected to underperform when markets are up significantly, were basically flat. Book/Price was the laggard this month. And Momentum, the best performing factor in the latter half of...

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Omega Point Factor Lab
Omega Point Factor Lab