Building upon a previous issue of Factor Spotlight": "A Tales of Two Betas", this week we return to the concept of Beta as a basic analytic measuring risk relative to the broad market. Omega Point now incorporates third-party risk model Betas for both reporting and portfolio construction purposes (but never fear, if you have your own beta calculation you would prefer to measure/manage,...
Before we jump in this week, I wanted to let you know that a recording of my presentation on Evaluating Alpha Signals at last month’s Wolfe Research Global Quantitative & Macro Investment Conference has been posted. Please don’t hesitate to reach out if you have any questions or comments. Now on to this week’s topic...
Portfolios were rocked this past week as the world heard of news...
I think we can all safely say it’s been a roller coaster ride of a week, with the slow drip of US election results keeping many on the edge of their seat and up late at night anxiously awaiting the final votes to be counted. At the time of writing, it would appear that the American people have chosen Joe Biden and Kamala Harris to be the next leaders of their country. However, despite...
With the election now only two days away and most choices likely set, I’m sure that many of you are ready for at least a brief respite from the crescendo of related coverage. In that vein, we’re taking a break from our election series this week, but for those still inclined you may want to check out our previous two posts: “Mitigating Election-Driven Volatility in Your Portfolio” and ...
Before we take the plunge into this week’s election agenda, I’d like to take this opportunity to invite you to join me on Tuesday, Oct 27 for the fourth and final webinar in our Best Practices in Hedging series where I will be demonstrating: Single Stock Hedging Using SmartTrades™. This is designed to be a practical and hands-on session where I will showcase some of the latest Omega...
Before we take the plunge into this week’s spotlight on the election, I’d like to take this opportunity to invite you to join Omega Point’s Chris Martin and Qontigo’s Melissa Brown this Tuesday at 11:30 a.m. ET for the second webinar in our 4-Part “Best Practices in Hedging” series: Simulation and Testing of Your Hedging Strategies. Also, no worries if you missed the series kick-off...
Before we dive into this week’s 'Tale of Two Betas', I’d like to take this opportunity to invite you to join Omega Point this Tuesday at 11:30am ET for the kick-off webinar in our 4-Part “Best Practices in Hedging" Series: Creating Custom Hedge Baskets. With sky high market uncertainty forcing practitioners to reexamine their risk management practices, this shapes to be a timely and...
The IPO train keeps on moving, with GoodRx debuting this week up 53% in its first day of trading and Palantir and Asana set to hit the public scene next week. We continue our spotlight on IPOs by discussing how to de-risk IPO trades and boost your potential alpha in the name.
