In late 2016, a Northern California-based long/short equity hedge fund added Omega Point into its risk management arsenal to better manage factor exposures across its investment portfolio. The fund credits its use of the Omega Point platform with helping it improve portfolio performance and successfully raise additional capital.
Kyle Mowery, Founder and Portfolio Manager of Chicago-based long/short value fund asset manager GrizzlyRock Capital, describes how Omega Point is helping him manage factor exposures in his portfolio.
In this candid ‘first person’ case study, Bruce Garelick, Founder and Chief Portfolio Manager of Boston-based long/short equity fund Garelick Capital Partners, provides a seasoned buy-side practitioner's perspective on the critical role that factor exposure management plays towards executing a successful investment strategy.
Also published by Axioma under the name: Adding Alpha by Subtracting Beta
Fundamental managers may not be focused on quantitative factors, but their strategies inevitably take positions aligned with various risk factors. In this white paper co-published by Omega Point and Axioma, we demonstrate how a constrained portfolio rebalancing can reduce extraneous factor risk and increase stock-specific risk, thus increasing alpha among managers who excel at fundamental stock picking.
Single Stock Hedging Using SmartTrades
During this final webinar of our Best Practices in Hedging Series, we demonstrated how to construct smarter hedge baskets specifically designed to offset factor risk inherent in new or existing alpha-generating ideas. You will learn how to tailor a hedge for any single-security trade on the fly, allowing you to remove unwanted factor bets, target sector requirements, and/or maximize the alpha in your trade.
October 27, 2020
In Part 3 of of Omega Point’s Best Practices in Hedging webinar series, we demonstrate how to proactively monitor and adjust your hedge positions.
October 20, 2020
Quantitative Evaluation of Hedge Baskets
In Part 2 of our Best Practices in Hedging webinar series, Omega Point Product Manager Chris Martin was joined by special guest Melissa Brown, CFA, Managing Director, Applied Research at Qontigo to explore industry best practices in simulating and evaluating hedging strategies through the lens of Axioma Factor Risk Models.
October 13, 2020
Creating Custom Hedge Baskets
In Part 1 of our Best Practices in Hedging webinar series, we demonstrated how to construct custom hedge baskets that generate superior results and shared a “checklist” to use when designing your optimal hedge.
October 6, 2020
During this webinar, we demonstrate and explore the powerful market insights offered by the Wolfe Research QES US Broad Equity Model using the Omega Point platform.
This new model includes both conventional risk factors as well as next generation signals that have been highly relevant in the recent market environment, including Hedge Fund Crowding, Short Interest, Interest Rates, Oil Prices, and Sell-Side Analyst Revisions.
June 11, 2020
COVID19-fueled turbulence has beaten down stock markets around the world, but in its wake it has also been punishing solid companies for largely non-fundamental reasons. We anticipate these to be better poised to bounce back once there is better news for the markets on the horizon.
In this webinar co-hosted by Omega Point and Alpha Theory, we show how to uncover which stock moves in your portfolio are largely from non-fundamental factors and how to use fundamental-based position sizing to take advantage of the dislocation.
April 21, 2020
As the spread of coronavirus (COVID-19) continues, we are witnessing uncharted turmoil in the global equity markets with factor behaviors that have whipsawed institutional portfolios in both down and up market days. The rapid changes we are observing are making it even more difficult than usual for portfolio managers to make the right investment decisions.
March 25, 2020
In this thought-provoking webinar, Omer Cedar, CEO and Founder of Omega Point, and Chris Martin, CAIA, CIPM, Director, Product Specialist at Axioma, expanded upon the techniques and insights found in their joint white paper Unravelling Risk and Alpha (aka Adding Alpha by Subtracting Beta) which captured the attention of some of the industry’s leading active managers.
The presentation slides for the webinar of the same name that expands upon the techniques and insights found in Omega Point’s and Axioma’s joint white paper Unravelling Risk and Alpha, which captured the attention of some of the industry’s leading active managers.
Working together to help fundamental investment managers make winning decisions.
August 19, 2021
• Kirk McKeown is said to oversee hedge fund’s data units.
• Steve Cohen’s firm seeks to improve collaboration among units.
March 5, 2018
Turnkey access to Axioma’s suite of factor models enables managers to boost portfolio performance with easy-to-use factor analysis tools.
June 20, 2017
Axioma, a global provider of innovative risk and portfolio management solutions, today announced a new partnership with Omega Point.
June 20, 2017
Omega Point will gain full portfolio risk decomposition via Axioma's factor, industry, and asset-specific analytics.
June 20, 2017
Turnkey access to Axioma's suite of factor models enables managers to enhance portfolio performance with factor analysis tools.
June 20, 2017
Axioma, a global provider of risk and portfolio management solutions, has formed a new partnership with Omega Point (www.ompnt.com), a portfolio intelligence tool for fundamental-style managers.
June 20, 2017
Axioma Partners and Omega Point have integrated their solutions.
June 20, 2017
A startup offering investment portfolio managers rich quantitative data to guide their decision-making, Omega Point needed to handle vast amounts of data without compromising product development.
June 8, 2016
The Brexit vote caused an enormous shock to the world's financial systems and cost investors a lot of money. But a data-driven strategy and machine learning tools helped some avoid the risks.
Omega Point enables financial and strategy professionals to make better investment decisions by unlocking insights from billions of data points with advanced analytics.
Databricks' Advanced Analytics Capabilities Enable Omega Point to Deliver Portfolio Insights for Financial Services
Databricks, the company behind Apache Spark, today announced that Omega Point, a leading data analytics provider, has selected Databricks for its ability to apply advanced analytics to large-scale datasets.
May 3, 2016