Omega Point Blog

Reflections On Quantamental Investing

Returns

2018: The Year of Man + Machine

January 18, 2018

The Omega Point team and I would like to wish you a very happy, healthful and successful 2018!

As we kick off the New Year, it’s no secret that advances in machine-learning technology are shifting the investment management landscape toward more systematic strategies and techniques. According to Hedge Fund Research, a leading provider of hedge fund data and analysis, the quantitative fund...

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Omer Cedar
Omer Cedar

Hedging Factors with ETFs

May 19, 2017

As we've discussed in previous blogs, there are various reasons why portfolio managers need to monitor and adjust the factor risk of their portfolio. Much of the time, it's prudently done to avoid unknown or unintended exposures. Other times, the emergence of a new factor risk in a portfolio can be evidence of style drift that a PM doesn't want. Sometimes, a manager has a macro view that leads...

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Omega Point Factor Lab
Omega Point Factor Lab

Factor Returns - Mid October

October 18, 2016

Here is the summary of the Factor Returns as of October 14th, WTD, MTD, QTD and YTD with some commentary.

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Omega Point Factor Lab
Omega Point Factor Lab

Factor Return Overview

September 30, 2016

As discussed in prior blog posts, factor exposures are an important lens through which to understand portfolios. The returns of factors are also an important metric for understanding what is going on in the stock market.

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Omega Point Factor Lab
Omega Point Factor Lab