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

Omega Point's AI-based Market Aware™ engine unlocks 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 Market Aware algorithms help 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.

AI-driven market detection patterns are seamlessly integrated with your own, 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 AI-driven 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

The Global Trend Beyond Smart Hedging

Nov 10, 2019, 7:15:00 AM

Our recent series centered on Smart Hedging appears to have struck a major chord with many readers, judging by the high volume of comments and questions we’ve received since we first broached the topic. This is an area the institutional investment community has been grappling with as managers seek to strengthen their internal risk management practices while remaining competitive for ever-fickle client assets that have more product destinations than ever before.

Read More

Building a Smarter Tech Hedge

Nov 3, 2019, 6:45:00 AM

Over the past couple of weeks, we’ve discussed the benefits of using a smarter hedge basket vs. the standard and ubiquitous ETF hedges that most portfolio managers use to some extent. Most recently, we built a higher Volatility basket out of the SPY constituents, through which a manager could have made an incremental +5.68% return per year over the traditional SPY hedge.

Read More

Building a Superior SPY Hedge

Oct 27, 2019, 7:15:00 AM

Last week, we discussed the significant drawbacks of using the S&P 500 SPDR (SPY) as a market exposure hedge. We established that 1) the SPY hedge is wildly common among the institutional investment community (40% of the SPY’s AUM is short interest), and 2) it carries an inherent long bet on Volatility - a negative premia factor that’s down 32% over the past five years.

Read More

The Inherent Volatility of a SPY Hedge

Oct 20, 2019, 7:15:00 AM

This week we’ll be kicking off a series on “smart hedging,” by which we aim to find a more efficient and elegant solution to hedging market exposure in your portfolio. We’ll also provide our weekly market and factor update.

Read More

The Riskiness of Crowds

Oct 13, 2019, 7:15:00 AM

As we head full force into earnings season next week, I have been thinking about the most popular topics of discussion with our clients over recent months. Last Friday’s rocky market action set the backdrop for what is sure to be an interesting week ahead, as geopolitical developments and economic news mean there will be so much to parse.

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