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Reference

Methodology, FAQs

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9 articles in this collection
Written by Edgar Nuñez and Kris

Simple Performance Attribution Explanation

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Written by Kris
Updated over a week ago
Methodology

Normalized Factor Returns

Tracking a factor's overextension to its mean
Kris avatar
Written by Kris
Updated over a week ago

Factor Trends

How do you know if a factor is overbought or oversold?
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Written by Edgar Nuñez
Updated over a week ago

Return Calculation Methodology

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Written by Kris
Updated over a week ago

Defining Risk

Total Risk and Factor, Specific Risk Decomposition Explained
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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
Kris avatar
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
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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.
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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
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Written by Edgar Nuñez
Updated over a week ago
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