Be Market Aware

Design an investment strategy that adapts to changing market conditions. Proactively capture your sources of return.

Click to play product video

Focus On Your Alpha

Unlock portfolio performance with unique insights that help capture the sources of your strategy's performance and reduce external noise from the markets.

Click to play product video

Eliminate Factor Drawdowns

Identify the most critical factors driving your portfolio risk and manage their impact to your strategy.

Click to play product video

Discover What’s Driving Your P&L

Our platform helps uncover even the most subtle shifts in market trends to help isolate the value drivers of your portfolio.

Click to play product video

Modern Portfolio Intelligence

Omega Point's easy-to-use web-based analytics platform is a one-stop strategy analysis dashboard that provides managers with an in-depth view of the factors that are driving their portfolio's performance.

Our comprehensive factor model library, with coverage of 70,000+ securities, allows you to quickly build a multi-dimensional view of your portfolio’s exposure in real-time to market factors across styles, sectors, regions, and asset classes.

Visually detect market patterns and unwanted factor bets that are detracting from you unique investment style. On average, Omega Point has helped reduce portfolio factor risk by 30% and increased overall returns by 14%.

Get Started

Developer Platform

Omega Point's Developer Platform allows you to pull our data and factor analytics directly into your internal systems, applications and most third-party platforms.

When used with Omega Point’s powerful application workflows through Portfolio Intelligence, the result is an organizational win-win that enables closer ties between PM’s, development teams and the middle/back office.

All managers, whether passive or active, can take advantage of quantitative insights without sacrificing their own unique investment style.

Get Started

Use Cases

Global Multi-Strategy Asset Manager

CIO, Global Multi-Strategy Asset Manager
NEED Discover unintended risks across multiple portfolios.
GOAL Robust integration into the organization's strategy analysis workflow.
USE Directly integrate analytics into existing PM-facing systems.
RESULT Reduced risk, clear reporting. More efficient collaboration between PMs, analysts, and quant teams.

Global Systematic Quant Manager

Global Systematic Quant Manager
NEED Quickly evaluate new strategies for undesirable factor risks.
USE Simultaneously backtest multiple strategies and minimize risk imbalances.
RESULT Better strategies that preserve ideas, increase alpha.

Global Investment Bank

Product Team, Global Investment Bank
NEED Manage model portfolios serving both institutional and retail client base.
USE Leverage Omega Point across the full design-analyze-deploy-monitor lifecycle of each model portfolio.
RESULT Increased innovation and adaptiveness to client needs.

Sector-Focused Fundamental Manager

Sector-Focused Fundamental Manager
NEED Identify unintended factor risk.
USE Actively monitor any changes in factor risk and adjust factor hedges.
RESULT Implement more adaptive hedging strategies.

From Our Blog

Is There Capacity in the Alpha Opportunity Ratio?

Sep 26, 2021 8:00:00 AM

Over the past couple weeks, we’ve spent time analyzing what pockets of the market offer the most alpha opportunity for active managers. We found that the alpha opportunity ratio can be a useful metric to understand when and where managers have higher opportunity to align portfolio risk with their alpha ideas. This week, we’ll wrap up this analysis by using the alpha opportunity ratio in a slightly different way to answer the following question - can we put enough capital behind alpha opportunities?

Read More

Building Intuition Around the Alpha Opportunity Ratio

Sep 20, 2021 5:55:47 AM

In last week’s Factor Spotlight, we introduced the notion of the diversification ratio as a way to quantify the degree of diversification opportunity across a universe of securities. Using this metric, we analyzed the level of diversification available across various segments of the US market.

This week, we continue our analysis by highlighting the application of this ratio and offering a heuristic guide for understanding the attractiveness of stock picking within an analyst coverage universe.

Read More

Where is Diversification Hiding?

Sep 12, 2021 8:00:00 AM

Alpha and diversification have been especially elusive since the start of the pandemic in early 2020. As we’ve discussed previously, common systematic factors grab a tighter hold of stocks during periods of market stress, and assets begin to get pushed in a much more correlated fashion. So, to supplement our research on the return of alpha opportunity in the market, we will explore diversification this week.

Read More

Ripple Effects of the Infrastructure Bill

Aug 29, 2021 8:00:00 AM

The buzz continued around the $1 trillion US infrastructure bill this week, as the bill faced unexpected rocky roads in the House. However, the House was able to clear a path for the bill and now targets a vote on Sept 27. Though there is still uncertainty around the bill’s final details, it feels clear that the focus on infrastructure spending, along with an emphasis on sustainability and clean energy, is here to stay.

Read More

Infrastructure Spending: How Much Juice for Clean Energy & the Grid?

Aug 22, 2021 8:00:00 AM

Before we jump into this week's topic, I wanted to mention that my colleague and ace Factor Spotlight author, Alyx Flournoy, is featured in a just-released video from Qontigo that highlights its partnership with Omega Point. In addition, Alyx briefly demonstrates how to analyze a portfolio on the Omega Point platform using the new Axioma Global Macroeconomic Projection model, which quite coincidently also makes a key appearance in today's analysis. We encourage you to check out the video here.

Now on to our focus topic of the week. On August 10th, the Senate voted in favor of a $1 Trillion bill that addresses a wide array of infrastructure funding, notably power and transportation. Two key areas of spending are modernizing the power grid and, more broadly, mitigating negative climate impacts through clean energy. While the bill still needs to get through the House this coming week, we decided to look at stocks most likely impacted by these aspects of the proposal to understand the broader characteristics and key common factor influences that have and will continue to drive risk and performance.

Read More

What People Are Saying

“Omega Point helps me make better trading decisions by providing critical market insights that support my core investment process.”

Dan Chai, Founder at Turret Capital Management

Turret Capital Management