Omega Point Blog

Reflections On Quantamental Investing

Alternative Data

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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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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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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