Reference
Methodology, FAQs
8 articles in this collection
Written by Kendall Osborn and kristopher woods
Written by Kendall Osborn and kristopher woods
Whitepaper: Unravelling Risk and Alpha
Applying Factor Insights to Fundamentally Managed Portfolios
Written by Kendall Osborn
Updated over a week ago
Updated over a week ago
ETF Correlations
ETFs as a hedging instrument for / against factor returns
Written by kristopher woods
Updated over a week ago
Updated over a week ago
Normalized Factor Returns
Tracking a factor's overextension to its mean
Written by kristopher woods
Updated over a week ago
Updated over a week ago
Factor Trends
How do you know if a factor is overbought or oversold?
Written by Kendall Osborn
Updated over a week ago
Updated over a week ago
Risk Model Explained
A deep dive into our methodology for the Factor Risk model
Written by kristopher woods
Updated over a week ago
Updated over a week ago
Methodology
Return Calculation Methodology
Written by kristopher woods
Updated over a week ago
Updated over a week ago
Aggregation Methodology (OP US Model)
An explanation of how we calculate our aggregate values
Written by kristopher woods
Updated over a week ago
Updated over a week ago
Display Mode Guide (OP US Model)
Omega Point automatically calculates data and allows you to select which calculation you would like to display
Written by kristopher woods
Updated over a week ago
Updated over a week ago