Omega Point Blog

Momentum Rotation

The Battle Between Growth and Value

November 07, 2021

Before we kick off, I wanted to let you know that the latest issue of Regius Magazine features an article from Omega Point on “Improving Tax-Aware Performance Through Better Substitutions.” You can find us on p.74, and I encourage you to check out the rest of the excellent coverage, which focuses on Crypto, ESG, and Sustainability.

The last two times we highlighted the relationship between...

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Kevin Wahlberg
Kevin Wahlberg

Turning Analysis into Action: Hedge Baskets for Momentum Flow

March 28, 2021

In our prior two Factor Spotlights, Who’s Going With the (Momentum) Flow? and Is Momentum Flow Riding the Interest Rate Rollercoaster?, we have explored and analyzed the themes of momentum rotation and interest rates. Based on the many inquiries and portfolio evaluation requests we’ve received since we first published on these topics, we’re encouraged that so many in the investment community...

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Kevin Wahlberg
Kevin Wahlberg

Is Momentum Flow Riding the Interest Rate Rollercoaster?

March 21, 2021

My name is Kevin Wahlberg, Product Specialist at Omega Point, and I’m excited to make my Factor Spotlight debut this week as we continue our series on the impending momentum rotation. As we wrote in last week’s Factor Spotlight - and as was highlighted in a recent Bloomberg article - a historic, pandemic-related systematic strategy rebalance is expected to lead to a significant momentum...

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Kevin Wahlberg
Kevin Wahlberg

Who’s Going With the (Momentum) Flow?

March 14, 2021

There has been a great deal of buzz among investors about a likely leadership change in momentum as we near the one-year anniversary of the market trough during the pandemic-induced downturn. As Bloomberg notes, the $2 trillion world of quantitative investing will have a potentially market-moving rebalance coming up over the next several weeks for momentum-based strategies that rely on the...

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Alyx Flournoy, CFA
Alyx Flournoy, CFA