Omega Point Blog

Reflections On Quantamental Investing

Volatility

2019 Volatility Beta Profitability

Volatility & Beta Up Big While Profitability Slowly Recovers

January 13, 2019

This week brought with it some mixed news, between the potential jobs impact stemming from the government shutdown, increased optimism over US-China trade, and recent comments from the Fed about the need for “patience”. With regard to factors, we're seeing signals that indicate that we're in the midst of a return to a “risk-on” environment, with Volatility and Market Sensitivity both...

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Omer Cedar
Omer Cedar

2019 Profitability Volatility Fundamentals Axioma

Factors Have Rallied Amid Macro Uncertainty

January 06, 2019

I hope you enjoyed the holidays and year-end festivities. Today, we'll provide a factor update spanning the past two weeks, a period characterized by sustained choppiness in the market and mixed economic headlines. Just this week, AAPL dramatically lowered 1Q revenue guidance, citing “economic deceleration,” particularly in China. and the ISM Manufacturing Index's significant December put...

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Omer Cedar
Omer Cedar

2018 Market Selloff Volatility Beta Profitability

Risk-Off is back in Demand

November 18, 2018

Thanks to all who braved the weather to attend the Learn2Quant conference in New York on Friday. For those unable to make it, I'll share the slides from my presentation on "How to be Factor Aware” once they're available.

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Omer Cedar
Omer Cedar

2018 Market Selloff Short Squeeze Profitability Volatility Beta

Short Squeeze or Sustainable Rebound

November 04, 2018

This week's market rally has resulted in pundits pointing towards a recovery due to better-than-expected corporate earnings and a softening of the trade war between the US and China. In our conversations with clients, we're hearing a lot of speculation about whether or not this is a legitimate bounce in the market or simply a short squeeze in the wake of the broad selloff of the past several...

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Omer Cedar
Omer Cedar
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