From Our Blog
Boost the Return, Drop the Drag!
Sep 14, 2017 12:55:19 AM
How a multi-hundred billion dollar global fundamental investment portfolio boosted return by 29.6% and reduced volatility factor drag by 53.6%
I hope you all have had a very gratifying summer and your September is off to a superb start! And for those of you affected by Hurricanes Harvey and Irma, we hope that you and your families were able to withstand the storms in safety.Our Partnership with Axioma
Jun 28, 2017 2:11:55 PM
How Customers Benefit from Our Partnership with Axioma
A key driver in our mission to democratize quantitative investing is to simplify complexity for our traditional asset manager clients, and our recent announcement to partner with Axioma expands upon that by leaps and bounds. As always, clients can discover, analyze and manage their portfolio factor risk using Omega Point’s intuitive visualization platform. But by adding seamless one-stop access to Axioma’s extensive global factor data sets, more options now exist to boost portfolio performance irrespective of strategy.Axioma Partners with Omega Point
Jun 20, 2017 3:03:28 AM
Axioma Partners with Omega Point to Enable ‘Quantamental’ Approach In Fundamental Investing
Turnkey access to Axioma’s suite of factor models enables managers to boost portfolio performance with easy-to-use factor analysis tools
NEW YORK, NY–20 JUNE 2017 – Axioma, a global provider of innovative risk and portfolio management solutions, today announced a new partnership with Omega Point (www.ompnt.com), a portfolio intelligence tool for fundamental-style managers. Through this licensing agreement, Omega Point clients can now access Axioma’s suite of factor models via their existing workflow. This will enable closer alignment of modelling assumptions and risk factors across the front and middle office to achieve a shared view on the drivers of performance and risk that will ultimately lead to more informed investment decisions.
Hedging Factors with ETFs
May 19, 2017 6:07:03 PM
As we've discussed in previous blogs, there are various reasons why portfolio managers need to monitor and adjust the factor risk of their portfolio. Much of the time, it's prudently done to avoid unknown or unintended exposures. Other times, the emergence of a new factor risk in a portfolio can be evidence of style drift that a PM doesn't want. Sometimes, a manager has a macro view that leads to the conclusion that certain factors like Value or Momentum are being misvalued, suggesting that reweighting the portfolio’s factor exposures will lead to additional alpha.
We've developed a technical indicator that will not only alert managers concerned about factor risk, but also assist those who see the management of factor exposure as a way to actively increase alpha rather than mitigate unwanted risks.
April Factor Returns
May 11, 2017 1:32:56 PM
April started out on a bearish note, but after various geopolitical risks subsided, the month ended with market indices skyrocketing. The Nasdaq made record highs with help from Microsoft, Google, Amazon and Facebook. Crude oil returns were the inverse of the market, rising into the middle of the month on geopolitics and hopes of OPEC cuts, but falling afterwards.
