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Omega Point Blog

Reflections On Quantamental Investing

2016 Factor Review

January 03, 2017

Happy New Year!

The end of one year and the start of another is always a time of introspection and reflection. In this case, we would like to apply that introspection to the factors that we help our clients track. We'll lead with what most investors are interested in - headline performance - and then revisit specific instances that could benefit from extra reflection.

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Omega Point Factor Lab
Omega Point Factor Lab

November Factor Returns

December 06, 2016

Continuing our series on monthly factor returns, here is a summary for November.

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Omega Point Factor Lab
Omega Point Factor Lab

Election retrospective

November 17, 2016

The US election is over, and despite the reactions of many, this wasn’t a black swan event. It could hardly even be called a fat tail risk. Yet, an event that markets were giving between a 15% and 30% chance did in fact occur. Donald Trump now comes to power in an era of single party government, with the GOP controlling the House of Representatives and still barely in control of the Senate....

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Omega Point Factor Lab
Omega Point Factor Lab

Election Eve Sentiment: Creating Candidate Indices

November 07, 2016

The US Election has gotten more interesting in recent days. What many people thought to be a lock for Clinton had started to show some signs of uncertainty, a falling market (9 consecutive down days) was attributed to election news. Today, as early voting numbers and the latest FBI release favors Clinton, this trend has abruptly and significantly reversed.

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Omega Point Factor Lab
Omega Point Factor Lab

Factoring Down the Dow

October 28, 2016

The Dow Jones Industrial Average occupies a funny place in finance. First calculated in 1896, it is one of the oldest and most prestigious indices. People have watched its movements throughout their career. However, it is handcuffed by an archaic methodology that makes it inferior to most other indices.

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Omega Point Factor Lab
Omega Point Factor Lab

Election Sentiment and the Markets

October 19, 2016

Every four years, October brings with it a rather unique risk: The US Presidential election. Each election cycle is different. In most cycles, the Democratic candidate rails against the evils of big business while the Republican candidate supports business interests. However, as even the most detached election observer knows, 2016 is different.

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Omega Point Factor Lab
Omega Point Factor Lab