Omega Point Blog

What's Driving Volatility & Beta?

April 07, 2019
In light of the substantial rally in the US market over the past week, we'll be refocusing our attention on our US model in order to see how the key Volatility and Market Sensitivity factors have behaved. We'll also attempt to identify what's been driving these factors by decomposing their underlying long and short components.
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Omer Cedar
Omer Cedar

Decomposing the Size Factor

October 07, 2018

Oct 7, 2018

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Omer Cedar
Omer Cedar