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Taking action on Qi Macro factor sensitivities
Taking action on Qi Macro factor sensitivities

How an equity PM can achieve 4% outperformance using Qi Macro Factor Sensitivities

Edgar Nuñez avatar
Written by Edgar Nuñez
Updated over a week ago


Quant Insight is a data partner with Omega Point, where customers can access Qi Macro Factor Sensitivities within security screening, portfolio analysis, rebalancing, construction, and hedge basket creation.

Taking action

This article enacts the steps described in Quant Insight's case study.

Utilizing Qi Macro Factors within Omega Point

1. Run a Qi Macro Exposure Report in Omega Point

Navigate to a portfolio's Analyze.Trends page, then use the view selector to display Qi Macro Factor Risk, which brings up the page below.

2. Inspect the results

Evaluate which macro factors have greater exposure compared to those in any benchmark, in this case, the portfolio is displaying active factor metrics compared to the S&P 500.

3. Rank portfolio stocks

Selecting which factors are overexposed compared to the benchmark, use the contributors panel (located on the right side of the screen) to select the factors of interest and sort the positions to find the highest & lowest contributors

4. Reduce the allocation

Navigate to Rebalance.Simulator to change the allocation to these top contributors, reducing allocation to the highest contributors and increasing allocation to the lowest contributors.

Simulator updates in real-time to show the impact of these decisions on the overall exposure to these factor sensitivities while also showcasing the impact to the total risk profile.

Saving this allocation as an experiment allows customers to track these allocation ideas overtime and compare to the portfolio.

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