Omega Point Blog

The Market Reacts to Inflation with Sector Realignment

June 26, 2022

Over the last month, we've introduced Extreme Movers, the latest tool in our arsenal to understand what is driving markets from week to week. Two week's ago, we debuted an international version of the Extreme Movers portfolio to help investors compare fluctuating alpha opportunities and factor-driven dynamics between the US and the world. The Extreme Movers portfolios allow us to apply hindsight...

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Kevin Wahlberg
Kevin Wahlberg

Rate Hikes and Recession Fears Grip Markets

June 19, 2022

Over the last few issues of Factor Spotlight, we've introduced Extreme Movers, the latest tool in our arsenal to understand what is driving markets from week to week. Last week we debuted an international version of the Extreme Movers portfolio to help investors compare fluctuating alpha opportunities and factor-driven dynamics between the US and the world. The Extreme Movers portfolios allow us...

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Kevin Wahlberg
Kevin Wahlberg

US and International Markets Show Consistent Reaction to Uncertainty

June 12, 2022

Before we jump into this week's Extreme Movers, I wanted to let you know that Omega Point's CEO Omer Cedar and I will be attending the S3 AIR Summit this Monday, June 13, at the NYSE to present "Data-Driven Superpowers for Institutional Investors." For those of you who will be in attendance, we hope to see you there.

Now on to this week's main course...

Over the last few issues of Factor...

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Alyx Flournoy, CFA
Alyx Flournoy, CFA

Increased Alpha Opportunity Amid Continued Risk-On/Risk-Off Sentiment

June 05, 2022

In the last issue of Factor Spotlight, we introduced the latest tool in our arsenal to understand what is driving markets from week to week. The Extreme Movers portfolio allows us to apply hindsight to the prior week's momentum to understand the following key questions better:

  1. Was the preceding week an alpha-driven or factor-driven week?
  2. What are the factor characteristics of the stocks that...
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Alyx Flournoy, CFA
Alyx Flournoy, CFA

Capturing Weekly Trends through our Extreme Movers Portfolio

May 22, 2022

This week we place a brief pause on our Surprise Metrics analysis to introduce the Extreme Movers portfolio, another method that can help investors augment their understanding of what is transpiring in the markets. But for those of you who have been closely following the Surprise Metrics over the past several months, no worries; updated tables and our analysis will resume on Jun 4, following a...

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Kevin Wahlberg
Kevin Wahlberg

A Market Flight to Quality

May 15, 2022

Please see our Market Summary and Omega Point's Top Surprise Factors of the week below.The Surprise Metrics measure each factor's return divided by its predicted standard deviation. On a trailing one-week basis and since the invasion on Feb 24, we continue to see multiple standard deviation moves across a broad number of factors that continue to shift each week and are a unique indicator of the...

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Kevin Wahlberg
Kevin Wahlberg

The Fed Sparks Panic in the Equity Markets

May 08, 2022

Please see our Market Summary and Omega Point's Top Surprise Factors of the week below.

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Kevin Wahlberg
Kevin Wahlberg

Investors Signal a Risk-Off Environment

May 01, 2022

Please see our Market Summary and Omega Point's Top Surprise Factors of the week below.

The Surprise Metrics measure each factor's return divided by its predicted standard deviation. On a trailing one-week basis and since the invasion on Feb 24, we continue to see multiple standard deviation moves across a broad number of factors that continue to shift each week and are a unique indicator of the...

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Alyx Flournoy, CFA
Alyx Flournoy, CFA

Macro Holds Onto Its Grip Over Global Equity Markets

April 24, 2022

Please see below for our Market Summary and Omega Point’s Top Surprise Factors of the week.

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Kevin Wahlberg
Kevin Wahlberg

Markets Feel Supply Chain Woes and Commodity Price Pressures

April 17, 2022

Please see below for our Market Summary and Omega Point’s Top Surprise Factors of the week.

The Surprise Metrics measure each factor's return divided by its predicted standard deviation. On a trailing one-week basis and since the invasion on Feb 24, we continue to see multiple standard deviation moves across a broad number of factors that continue to shift each week and are a unique indicator of...

Read More
Alyx Flournoy, CFA
Alyx Flournoy, CFA