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Reference
Reference
Methodology, FAQs
9 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
Factor Trends
How do you know if a factor is overbought or oversold?
Written by
Edgar Nuñez
Updated over a week ago
Return Calculation Methodology
Written by
Kris
Updated over a week ago
Defining 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