Please see our Market Summary and Omega Point's Top Surprise Factors of the week below.The Surprise Metrics measure each factor's return divided by its predicted standard deviation. On a trailing one-week basis and since the invasion on Feb 24, we continue to see multiple standard deviation moves across a broad number of factors that continue to shift each week and are a unique indicator of the...
The Fed Sparks Panic in the Equity Markets
May 08, 2022Please see our Market Summary and Omega Point's Top Surprise Factors of the week below.
Investors Signal a Risk-Off Environment
May 01, 2022Please see our Market Summary and Omega Point's Top Surprise Factors of the week below.
The Surprise Metrics measure each factor's return divided by its predicted standard deviation. On a trailing one-week basis and since the invasion on Feb 24, we continue to see multiple standard deviation moves across a broad number of factors that continue to shift each week and are a unique indicator of the...
Macro Holds Onto Its Grip Over Global Equity Markets
April 24, 2022Please see below for our Market Summary and Omega Point’s Top Surprise Factors of the week.
Markets Feel Supply Chain Woes and Commodity Price Pressures
April 17, 2022Please see below for our Market Summary and Omega Point’s Top Surprise Factors of the week.
The Surprise Metrics measure each factor's return divided by its predicted standard deviation. On a trailing one-week basis and since the invasion on Feb 24, we continue to see multiple standard deviation moves across a broad number of factors that continue to shift each week and are a unique indicator of...
Rolling Out Our Weekly Surprise Metrics
April 10, 2022Today marks our inaugural condensed version of Factor Spotlight, as I mentioned in our last issue. Over the next few weeks, we will send out this version as we hone Factor Spotlight to leverage the hundreds of style, sector, macro, and other factors, from a wide variety of leading providers on the Omega Point ecosystem available to all our customers. We anticipate that the new Factor Spotlight...
Geopolitical Risk Quant Insight 2022 Ukraine Crisis Multi-factor Analysis Surprise Metric Surprise Characteristics Indices
Macro Factors are Driving Market Surprise
March 27, 2022Markets exhibited more strange behavior this week as the war in Ukraine raged on, and the macroeconomic backdrop continued to drive investor sentiment. So this week, we continue to leverage our Surprise Indices to highlight market reaction to current global events. We’ll also extend our analysis to illustrate a practical example of using our Surprise Index framework, combined with additional...
Geopolitical Risk 2022 Ukraine Crisis Multi-factor Analysis Surprise Metric Surprise Characteristics Indices
Your Exposure to the New Economic Order - Part III
March 20, 2022Since the Russian invasion of Ukraine on February 24th, we have leveraged our access to over 150 style and 400 sector factors to measure the market’s reaction. In our last two editions of Factor Spotlight, we introduced our Surprise Metric and our Surprise Characteristics Indices to quantify the significance of factor movements in the market and the sensitivity of assets to this new economic...
Geopolitical Risk 2022 Ukraine Crisis Multi-factor Analysis Surprise Metric Surprise Characteristics Indices
Your Exposure to the New Economic Order - Part II
March 13, 2022For the last two weeks, we have leveraged our access to over 150 style and 400 sector factors to measure the market reaction to Russia’s invasion of Ukraine. This week, we’ll be providing an update on the significant factor trends we see through the lens of our Surprise Metric.We will also introduce our Surprise Characteristics Indices, which will help quantify the reaction trade's risk and...