Omega Point Blog

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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

The Risk of Factors

September 24, 2016

The first big signal that even today’s fundamental managers need new tools came in August, 2007.  Before the financial crisis, there was the great quant meltdown. Partly precipitated by the failure of several Bear Stearns mortgage funds, large quantitative funds that traded with many times their leverage had to quickly exit positions, pushing down the value of many seemingly good companies. To...

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Omega Point Factor Lab
Omega Point Factor Lab