Omega Point helps customers seamlessly merge proprietary data with premiere risk and financial data available through the OP Data Cloud. During the position upload process, it is possible to supply custom categories on a per-security basis.

Custom categories are supported through two data structures that can be employed based on your needs:

  1. Classifications — per-security, point-in-time categories that are applied to the security master, similar to GICS. These labels are available to all portfolios, and useful for active analysis, and custom optimization constraints / external securities filters. More information on classifications.

  2. Position Tags — per-position, point-in-time labels that live only within the portfolio they are assigned to. These are most useful when fractions of a security need to be assigned to different tags, for instance if a security is covered by two different analysts. More information on position tags.

Once uploaded, these classification and tags are available in three locations:

  1. Analyze:Assets includes a "group by" dropdown to select GICS or a custom classification or tag category, which will group the positions by the selection.

  2. After drilling down into a factor's attribution, the Analyze:Trends Contribution panel offers the ability to "group by" custom categories:

  3. In both assets & trends, it is possible to filter the portfolio down to select categories based on their membership or exclusion from these custom classifications or position tags.

    Custom Segments & Contributor Groups
    Create position segments based on filters that match your classifications.

    Then, evaluate and group contributors using custom categories. Any security that does not have a classification or tag but is within the segment will be categorized as "Other."

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The Analyze module is sure to become a force multipliers for investment teams as you fully customize your investment analysis to more easily track particular strategies and themes.

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