Omega Point Blog

Wolfe Research

Identifying Crowded Names — Q2 2021 Earnings Season

April 18, 2021

This week we revisit a popular Factor Spotlight topic as we head into the thick of Q2 2021 earnings season. With a market bracing for a procession of earnings announcements, we will explore the various forms of crowding measures to better understand what names are most vulnerable to systematic pressures stemming from concentrated holdings across the investment management landscape. Before we...

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Kevin Wahlberg
Kevin Wahlberg

Clean Infrastructure through Industrials-Colored Glasses

April 11, 2021

The focus on improved US infrastructure has lingered at center stage this week, as the business and investment worlds continue to weigh in on the pros and cons of President Biden’s proposed $2 trillion American Jobs Plan. Though the plan has faced much criticism in Congress, there are still ambitious efforts underway to get a clean infrastructure bill passed by the end of the summer.

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Alyx Flournoy, CFA
Alyx Flournoy, CFA

Financials: a Hidden Gem for Value Investors?

March 07, 2021

Value investing may have spent the last decade on the sidelines of the broader bull market, but Financials are an exception. This week, we pivot back to our spotlight on Wolfe Research’s sector-focused risk models and uncover some astounding factor premia that have been driving the Financials space.As we’ve noted in our recent posts on the Wolfe US Energy and Wolfe US TMT models, sector models...

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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

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...

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Alyx Flournoy, CFA
Alyx Flournoy, CFA

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...

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Alyx Flournoy, CFA
Alyx Flournoy, CFA

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

July 26, 2020
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Alyx Flournoy, CFA
Alyx Flournoy, CFA

Did COVID Cause Institutional Investors to Change Their Strategy?

May 31, 2020
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Omer Cedar
Omer Cedar