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Quantitative investing in your hands

Apply techniques used by top quant firms to discover how 60+ market-moving factors are driving your portfolio's performance.

Navigate Volatility

Examine how critical shifts in momentum, interest rates, commodities, and other factor trends impact your portfolio.

Communicate your investment style

Visualize and report on your portfolio's exposure to intuitive factors, showcasing your fundamental investment strategy to asset allocators.

Take control of your portfolio

Simulate your trades in real-time to understand how they impact your overall factor exposure.

Discover

Dashboard

Built by quants that have successfully managed over $1B in assets using systematic strategies, Omega Point helps maximize your performance while optimizing for volatility. Our industry-leading factor model characterizes your portfolio's risk and return across quantifiable signals that are strongly correlated with asset returns.

Attribution

Discover how style, sector, and region factors have been driving your portfolio's performance. Compare exposures between your portfolio and industry benchmarks. Optimize your portfolio based on which factor trends that are contributing most to your returns.

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Analyze

Comprehensive Coverage

Omega Point incorporates dozens of data sets in order to calculate factors across critical dimensions. Factor coverage includes momentum, volatility, fundamentals, market data, earnings, interest rates, regions, commodities, and more. Omega Point's 60+ factors explain over 90% of the recent performance of the S&P 500.

Factor Exposure

Utilize Omega Point's intuitive risk model to analyze how factors will impact your volatility. Drill down to see how each of your positions contributes to your sensitivity to factor movements. Act with a clear understanding of your risk as it relates to your portfolio.

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Manage

Market Dynamics

Determine factor trends and identify time periods when market dynamics, internal firm thematic shifts or portfolio turnover significantly altered your portfolio's exposure. Showcase your investment style to asset allocators with long, short and net exposure breakdowns.

Simulate

Harvest your gains and trim your losses while managing your quantitative risks. Set your factor exposure targets and simulate your trades in real-time. Ensure you are staying within your exposure targets prior to making big moves in your portfolio. Don't be caught on the wrong side of a factor sell-off again.

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From Our Blog

January Factor Review

Feb 14, 2017 11:33:13 AM

We hope that the new year has treated you well so far.

The first month of 2017 was a bullish one, more so for tech investors than for the broader market. The rally was helped by expectations that there wouldn't be quite as many Fed hikes as were priced in at the end of 2016, and the US dollar also saw a reversal after strengthening against many currencies in 2016. Apart from Estimate Dispersion, %4 Week Total Return (AKA Reversal Factor) and 2Y Forward Growth, most factors saw poor performance. So while bullish investors may be celebrating the start of 2016, those with a bit too much exposure to classic factors like Value or the newly popular Beta and Volatility factors may find their performance lagging the indices.

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2016 Factor Review

Jan 3, 2017 7:49:42 PM

Happy New Year!

The end of one year and the start of another is always a time of introspection and reflection. In this case, we would like to apply that introspection to the factors that we help our clients track. We'll lead with what most investors are interested in - headline performance - and then revisit specific instances that could benefit from extra reflection.

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November Factor Returns

Dec 6, 2016 10:54:16 AM

Continuing our series on monthly factor returns, here is a summary for November.

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Election retrospective

Nov 17, 2016 12:31:23 PM

The US election is over, and despite the reactions of many, this wasn’t a black swan event. It could hardly even be called a fat tail risk. Yet, an event that markets were giving between a 15% and 30% chance did in fact occur. Donald Trump now comes to power in an era of single party government, with the GOP controlling the House of Representatives and still barely in control of the Senate. We’ve been sharing some quantitative insights on the topic throughout the cycle, and in this post will follow up to see how things worked out.

First, let’s take a look at the factor returns around this election:

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Election Eve Sentiment: Creating Candidate Indices

Nov 7, 2016 4:15:07 PM

The US Election has gotten more interesting in recent days. What many people thought to be a lock for Clinton had started to show some signs of uncertainty, a falling market (9 consecutive down days) was attributed to election news. Today, as early voting numbers and the latest FBI release favors Clinton, this trend has abruptly and significantly reversed.

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