Omega Point Blog

Reflections On Quantamental Investing

Market Sensitivity

2018 Growth Momentum Market Sensitivity

Factor Spotlight: EOY 2018

December 23, 2018

With the next issue to be published in January, the entire Omega Point team and I would also like to take this opportunity to wish you a peaceful holiday season and New Year filled with happiness and prosperity.

As noted last week, you can now access all past issues of Factor Spotlight on our website, and in this issue we have compiled a list of the top 5 most popular Factor Spotlights of...

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Omer Cedar
Omer Cedar

2018 Beta Market Sensitivity

Market Sensitivity Update

June 01, 2018

In last week's Factor Spotlight, we discussed how the Market Sensitivity (Beta) factor was being flagged as Overbought and appeared to be reaching an inflection point. I wanted to quickly follow up as the factor has indeed seen a sell-off on both a cumulative and normalized basis in the global and US markets.  

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Omer Cedar
Omer Cedar

2018 Beta Market Sensitivity

Market Sensitivity

May 25, 2018

This week, I wanted to highlight the Market Sensitivity (Beta) factor as our Factor Profile tool currently has it flagged as Overbought in both the US and the broader global market. 

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Omer Cedar
Omer Cedar
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