Omega Point Blog

Recent Posts

Quantifying Geopolitical Risk

January 26, 2020
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Omer Cedar
Omer Cedar

Hedge Fund Crowding - Q1 2020 Update

January 19, 2020
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Omer Cedar
Omer Cedar

Examining Industry Alpha Trends & Opportunities for Diversification

January 12, 2020

We’ve been receiving a lot of good feedback on our alpha-driven series, including last week’s dissection of alpha trends at the Industry Group (GICS2) level since Jan 2018. To wrap up our alpha trends series, we’ll pull the lens back to perform more of a longitudinal study, so we can get an understanding of how these industry trends have played out since 2007.We’ll also provide our...

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Omer Cedar
Omer Cedar

Looking into 2020: Industry Alpha Trends

January 05, 2020
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Omer Cedar
Omer Cedar

Where’s the Alpha? Characteristics of Alpha-Driven Stocks

December 15, 2019

The end of the year is good a time for reflection and analysis, and many investors take the opportunity to use the typically less hectic market period between mid-December and mid-January to examine their process, figure out what’s worked over the past year, and think about improvements for the next year. A key candidate for annual adjustment is the definition of the investment...

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Omer Cedar
Omer Cedar

Better Portfolios Through Experimentation

December 08, 2019

We hope you enjoyed Thanksgiving weekend with your family while we took the week off from Factor Spotlight to do the same. Today, we’re excited to introduce our latest product feature - the Experiments Manager, which is now available for all Omega Point members. The utility of Experiments revolves around portfolio rebalancing, as it allows you to evaluate different “what-if”...

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Omer Cedar
Omer Cedar

Digging Deeper Into Macro Factors - which companies are most sensitive to China & US economies?

November 24, 2019

Last week, we introduced Wolfe Research’s Macroeconomic Factor Overlay by highlighting some interesting macro factors that the S&P 500 is exposed to. One of the chief follow-up questions that we’ve heard is “How do I determine the potential impact on my portfolio if these macro indicators change?”Today, we’ll dig a little deeper into the Wolfe macro factor library to better...

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Omer Cedar
Omer Cedar

Adding Global Macro Insights to your Portfolio

November 17, 2019

Today, we'll take a break from our Smart Hedging series to introduce a new macroeconomic factor overlay available on the Omega Point platform, courtesy of our partners at Wolfe Research. We’ll also share our weekly market and factor updates.

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Omer Cedar
Omer Cedar

The Global Trend Beyond Smart Hedging

November 10, 2019

Our recent series centered on Smart Hedging appears to have struck a major chord with many readers, judging by the high volume of comments and questions we’ve received since we first broached the topic. This is an area the institutional investment community has been grappling with as managers seek to strengthen their internal risk management practices while remaining competitive for...

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Omer Cedar
Omer Cedar

Building a Smarter Tech Hedge

November 03, 2019

Over the past couple of weeks, we’ve discussed the benefits of using a smarter hedge basket vs. the standard and ubiquitous ETF hedges that most portfolio managers use to some extent. Most recently, we built a higher Volatility basket out of the SPY constituents, through which a manager could have made an incremental +5.68% return per year over the traditional SPY hedge.

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Omer Cedar
Omer Cedar