Omega Point

Tracking a factor's overextension to its mean

Normalized Factor Returns

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

Return Calculation Methodology

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

Defining Risk

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

Factor Drift Methodology

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

Exposure Contributors

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

Implied Expected Returns

Edgar Nuñez

Jeremy Mulder

Methodology

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