Factors Guest Speaker: OMEGA POINT
omer cedar
In this discussion, Omer Cedar explores the increasing importance of thematic investing and its relationship to traditional factor-based approaches. He emphasizes the need for integrating themes into investment processes, despite their often transient nature relative to long-established factors. Cedar explains how Omega Point bridges the gap between fundamental and quantitative investing, providing tools and frameworks for investors to identify, quantify, and manage thematic exposures in their portfolios.
Case Study
Omer Cedar from Omega Point introduces a comprehensive case study demonstrating practical thematic portfolio management techniques. The session focuses on analyzing the Deep Seek theme using advanced analytical tools and portfolio optimization strategies.
Key Learning Objectives:
Theme Analysis: Decompose the Deep Seek theme using multiple-factor lenses
Portfolio Exposure Quantification: Measure portfolio beta to the theme
Strategic Portfolio Management: Adjust portfolio exposures using optimization tools
Action Items:
Analyze Deep Seek theme's factor characteristics
Compare theme across different risk models
Quantify portfolio's historical and predicted beta to the theme
Use portfolio optimizer to adjust theme exposures
Conduct trade simulations to refine portfolio strategy