Reference

Methodology, FAQs

8 articles in this collection
Written by Edgar Nuñez and Kris

Simple Performance Attribution Explanation

Written by Kris
Updated over a week ago

Methodology

Normalized Factor Returns

Tracking a factor's overextension to its mean

Written by Kris
Updated over a week ago

Return Calculation Methodology

Understand how Omega Point decomposes sources of return across factors and alpha

Written by Kris
Updated over a week ago

Defining Risk

What is risk? Total Risk and Factor, Specific Risk Decomposition Explained

Written by Edgar Nuñez
Updated over a week ago

Factor Drift Methodology

Automatic calculations display how a factor's current risk & exposure sizes up against its historic values

Written by Kris
Updated over a week ago

Exposure Contributors

Determine which security in your portfolio is contributing to your portfolio's net factor exposure

Written by Edgar Nuñez
Updated over a week ago

Implied Expected Returns

Implied Expected Returns can be generated for any portfolio given the composition of securities and their weights.

Written by Edgar Nuñez
Updated over a week ago

Whitepapers, Case Studies, and more

Whitepaper: Unravelling Risk and Alpha

Applying Factor Insights to Fundamentally Managed Portfolios

Written by Edgar Nuñez
Updated over a week ago