Omega Point Blog | Wolfe Research

Energy Wolfe Research Sectors 2021

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...

Alyx Flournoy, CFA

Wolfe Research Sectors 2021 TMT

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...

Alyx Flournoy, CFA

Wolfe Research Sectors 2021

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 &...

Chris Martin

Hedge Fund Crowding Wolfe Research Retail Investor Sentiment 2021

Are You Prepared for the Next Short Squeeze?

January 31, 2021

This week’s tumultuous markets showed us the power of the crowd, even when the crowd is an untraditional one. Retail investor sentiment has caused pain in the short seller’s market before, but the past week saw market movement at unprecedented levels in recent times, as evidenced by the massive trading volumes on the NYSE and NASDAQ. Could the pain caused in institutional investor...

Alyx Flournoy, CFA

Hedge Fund Crowding Wolfe Research 2021

Identifying Crowded Names — Q1 2021 Earnings Season

January 24, 2021

Before we jump into this week’s topic on Hedge Fund Crowding, we have some exciting news exclusive to our loyal readers of Factor Spotlight. If you would like to better understand the forces impacting your own portfolio through the lens of Hedge Fund Crowding or the many other Omega Point screening tools you read about here each week, now is your ideal opportunity. For a limited time, we...

Alyx Flournoy, CFA

short interest Wolfe Research 2020 RobinTrack Retail Investor Sentiment

Is Retail Investor Sentiment Leading to the Collapse of Our Short Ideas?

July 26, 2020

Alyx Flournoy, CFA

Wolfe Research 2020 COVID

Did COVID Cause Institutional Investors to Change Their Strategy?

May 31, 2020

We’re excited to announce that we’ve recently added Wolfe Research’s new US Broad Equity Model to the Omega Point platform. Our team has already taken a deep dive into the new model, which includes fundamental, technical, and alternative data factors, and it’s clear that it can be of significant value to any investor seeking to better explain systematic risk and return dispersion in...

Omer Cedar

Energy Healthcare Wolfe Research 2020 Geopolitical Risk Consumer Discretionary Coronavirus

Geopolitical Risk Portfolio as a Risk Management & Stock Selection Tool

February 09, 2020

In the two weeks since we initiated our multi-part investigation of the Geopolitical Risk Factor (GRF), a distressing escalation in cross-border coronavirus cases is raising alarms and prompting swift action as nations scramble to avert a potential global health crisis. Our thoughts go out to those impacted and to the well being of all global citizens. Meanwhile, this situation...

Omer Cedar

Wolfe Research 2020 Geopolitical Risk

Sectors Driving Geopolitical Risk

February 02, 2020

Last week, we introduced the Geopolitical Risk Factor (GRF) and analyzed its performance over the past three years. This week, we decompose this factor into its sector exposures in order to assess whether any specific sectors are associated with positive or negative movements in the factor.

Omer Cedar

Wolfe Research 2020 Geopolitical Risk

Quantifying Geopolitical Risk

January 26, 2020

Throughout 2019, geopolitics and trade conflicts were a fixture in the news. Now, as we near the end of the first month of 2020, there remain a number of geopolitical storylines that have yet to play out. These include the contentious Trump impeachment trial and November elections, ongoing turmoil in the Middle East (punctuated by the skirmish with Iran in early January), and...

Omer Cedar