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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

Hedge Fund Crowding Wolfe Research 2020

Hedge Fund Crowding - Q1 2020 Update

January 19, 2020

One of our more popular Factor Spotlights of 2019 centered around hedge fund crowding. As we head into another earnings season, we wanted to revisit the topic as it pertains to a few key industries.As a reminder, we shared a 2019 paper that posited that the level of concentration has been consistently on the rise, stemming from three key reasons:

Omer Cedar

2019 Global Macro Wolfe Research

Digging Deeper Into Macro Factors - which companies are most sensitive to China & US economies?

November 24, 2019

Last week, we introduced Wolfe Research’s Macroeconomic Factor Overlay by highlighting some interesting macro factors that the S&P 500 is exposed to. One of the chief follow-up questions that we’ve heard is “How do I determine the potential impact on my portfolio if these macro indicators change?”Today, we’ll dig a little deeper into the Wolfe macro factor library to better...

Omer Cedar

2019 Global Macro Wolfe Research

Adding Global Macro Insights to your Portfolio

November 17, 2019

Today, we'll take a break from our Smart Hedging series to introduce a new macroeconomic factor overlay available on the Omega Point platform, courtesy of our partners at Wolfe Research. We’ll also share our weekly market and factor updates.

Omer Cedar