Omega Point

Edgar Nuñez

Adam Patel

Jeremy Mulder

Product Documentation

Create portfolios, upload positions, manage portfolio metadata, and portfolio deletion.

Portfolio Operations

A guided workflow to upload historic or mock position data from CSV, or Excel data files.

Upload Positions to a Portfolio

The Omega Point Platform integrates with P&L reporting to align risk model with actual outcome

Daily, Per Security Profit & Loss Integration

Manage login & authentication through Microsoft Entra ID, Okta, & Google SSO identity management services, including activating 2FA

Signing in with Single Sign-On (SSO)

Getting Started

Make better use of your data with a pre-built integration between Lightkeeper & Omega Point

Integration with Lightkeeper

Access to premium financial data from our top-tier data partners

OP Financial Data Cloud & Marketplace

Unlock a powerful alpha-generating workflow between the Alpha Theory and Omega Point platforms, all with the click of a button

Integration with Alpha Theory

Financial Ecosystem

Analyze & view all positions at once across various risk model & data cloud metrics

Asset Review

Understanding risk-adjusted returns, as understood by Sharpe on a per-factor basis, to know how (unwanted) factor bets pay out.

Analyze a Portfolio's Factor Performance

Compare factor attribution for up to 5 financial instruments all at once

Side-by-Side Comparison

Perform trend analysis on a subgroup of securities for any portfolio, and compare long / short side-by-side

Segment Analysis

Enabling account-wide, or portfolio-specific, currency selection

Portfolio Currency Selection

Measuring the potential factor impact on a portfolio given a 1 STD move

Factor Sensitivity

Granular risk decompositions to help align risk insights with investment processes

Marginal Contributors Risk Decomposition

Application Features: Analyzing Portfolios

Run "what-if" portfolio rebalance simulations with real-time factor impact, including group analysis

Trade Simulator

Application Features: Portfolio Construction

How to fetch data from the Omega Point platform

Developing with the Omega Point API

Learn about position sets and how they are used in the API

Using Position Sets

Learn how to use the API to obtain portfolio metadata

Requesting Portfolios

Learn how to use query variables in your requests to the API

Using Query Variables

Sending a request to the API can now be used to create and modify portfolios

Creating & Modifying Portfolios

Learn how to upload position sets to portfolios

Uploading Portfolios via the API

Learn about benchmarks and their usage in the API

Benchmarks

Develop: Getting Started with the API

When running certain optimizations, why do I get an approximate solution message?

Understanding Approximate Solutions

Optimization: Common Objectives

Using a pre-trade Transaction Cost Analysis Constraint in Portfolio Optimization

Transaction Cost Analysis

Develop: Optimization API

Securely add a basket of securities, allowing any model to reference a basket via its unique ticker as if it were any other security.