Omega Point Blog

Sectors

Where is Diversification Hiding?

September 12, 2021

Alpha and diversification have been especially elusive since the start of the pandemic in early 2020. As we’ve discussed previously, common systematic factors grab a tighter hold of stocks during periods of market stress, and assets begin to get pushed in a much more correlated fashion. So, to supplement our research on the return of alpha opportunity in the market, we will explore...

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Kevin Wahlberg
Kevin Wahlberg

Is the Overheating Economy Cooking Your Portfolio?

August 15, 2021

This past week saw interesting and polarizing news, as the CPI and PPI releases yielded mixed feelings in the market. CPI rose 0.5%, which CNBC noted was in line with expectations based on the consensus from economists surveyed by Dow Jones, and Core CPI came in lower than expectations, rising only 0.3%. However, as outlined by MarketWatch, PPI jumped up higher than expected, rising by 1%...

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Alyx Flournoy, CFA
Alyx Flournoy, CFA

An Energy-First View of the World

February 21, 2021

Before we kick off this week’s edition, we’d like to take a brief moment to send our thoughts and wishes to the millions of Texans, which include our customers and several members of Omega Point’s team, who are struggling with freezing temperatures, power outages and disrupted water service. This is a crisis of epic proportions, especially to those most vulnerable, and it is our hope that...

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Alyx Flournoy, CFA
Alyx Flournoy, CFA

Illuminating the Dynamics of Technology, Media and Telecom

February 14, 2021

In last week’s Factor Spotlight, we discussed the merits of using sector models as an additional lens for understanding risk in your portfolio. Broad market models are very helpful to establish a baseline for risk in the portfolio relative to the overall market; however, sector models can ‘tune’ the factors more accurately to the unique market behavior of each sector. This week, we’re going...

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Alyx Flournoy, CFA
Alyx Flournoy, CFA

Adding A Sector Lens: Introducing the Wolfe Research Sector Models

February 07, 2021

We are thrilled to announce that we have added several highly anticipated Risk Models from Wolfe Research to the Omega Point platform that will help enhance performance/risk analysis, portfolio construction, and precision basket hedging. The Wolfe Sector models now available include:

  • Energy
  • Consumers (Discretionary + Staples)
  • Technology, Media, and Telecom (TMT)
  • Healthcare
  • Industrials &...
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Chris Martin
Chris Martin

A Tour De Beta Across Sector SPDRs

November 22, 2020
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Chris Martin
Chris Martin