Last week, we highlighted that the growth vs value spread has recently hit a high point since 2005, which led us to dive deeper into what might be causing this trend. We used the J.P. Morgan iDex U.S. Growth Index and J.P. Morgan iDex U.S. Value Index, which are much purer representations of growth and value than standard style indices, and found that the beta profile of these... |

Beta and Volatility: A Wolf in Growth and Value Sheep’s Clothing
December 06, 2020
As we near the end of a painful year that will also surely rank as among the most bizarre ever for the investment community, we might all be wondering what else 2020 can possibly throw at us? Well, don’t hold your breaths too long given that soon we may be experiencing a growth vs. value rotation within the mix, as we are beginning to see the characteristics of growth and value hit... |

A Tour De Beta Across Sector SPDRs
November 22, 2020
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,... |

The Factors Leading to Last Week's Momentum Shock
November 15, 2020 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... |

Avoiding the Election Beta Wave
November 08, 2020
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... |

Smart Trading M&A in the Semiconductor Industry
November 01, 2020
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 ... |

The Hidden Election Candidate: ESG
October 25, 2020 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... |

Mitigating Election-Driven Volatility in Your Portfolio
October 18, 2020
First off, I hope that you can join us this Tuesday, October 20 for Monitoring and Rebalancing of Your Hedge Positions in Changing Markets, the third webinar in our “Best Practices in Hedging” series. If you missed the previous webinars in this series, you can view the recordings and slide handouts via the following links: Quantitative Evaluation of Hedge Baskets and Creating Custom... |

Elections - Obstacle or Opportunity for Active Investors?
October 11, 2020
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... |

A Tale of Two Betas
October 04, 2020 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... |
