Factor Spotlight

This week we illustrate methods to screen portfolios for risky 2021 earnings season names and highlight some of the market’s most crowded stocks.

Building on our last two dives into Volatility, we apply our research to a real world portfolio management use case.

With evidence that low volatility investing may be re-emerging, we dive into the factor characteristics of high and low volatility stocks.

We examine the remarkable rise of the Volatility factor which has wreaked havoc for many investors & look for evidence of re-normalization.

We leverage S3 Partners' dataset to highlight ways it can improve market analysis, idea generation, & portfolio construction workflows.

We introduce our relationship with S3 Partners and focus on highlights of S3's short Interest & securities finance data now on Omega Point.

This week, we wrap up our current beta investigation by proposing alternative benchmarks to use in beta calculation

With growing evidence that beta is decreasing in relevance as a measure of market risk, we explore its relationship to concentration.

This week we investigate a question that is coming up more frequently among investors: does beta still explain market movements?

This week we break down the advantages of using sector-specific risk models to hedge momentum risk vs. alternative methods.