Getting Sharpe

Discover how AI’s growing power demands are fundamentally reshaping the energy investment landscape in our latest episode of Getting Sharpe podcast with a special guest - Sheldon Simon, Founder and Managing Partner of Third Gear Investments. Sheldon shares his deep expertise in energy and utilities, breaking down how investors can navigate rising power prices, capitalize on independent power producers (IPP), and build a risk-controlled, cross-sector portfolio in this rapidly evolving landscape.

In this episode, Cameron Hight from Alpha Theory and Omer Cedar from Omega Point explore how investment managers can enhance portfolio performance through the integration of fundamental analysis and quantitative risk optimization. They discuss Alpha Theory's innovative collaboration with Omega Point, which combines disciplined position sizing with sophisticated risk management to create higher Sharpe ratio portfolios. This unified approach offers portfolio managers a systematic framework for maximizing idiosyncratic returns while maintaining their fundamental investment thesis, addressing the growing challenge of generating superior risk-adjusted returns in today's increasingly complex and factor-driven markets. Download the Intentional Alpha case study.

In this episode of Getting Sharpe, Omer and Pouya Taaghol, Founder & CEO of Big Data Federation, explore how data-driven science is changing the game for fundamental forecasting. Pouya’s background in tech and engineering gives him a unique edge, allowing him to dive deep into how big data and alternative approaches are providing investors with sharper, more scalable insights into company performance. From spotting unexpected correlations to rethinking traditional analysis, this conversation sheds light on how investors can leverage OdinUltra’s revenue forecasts to navigate quarterly earnings season. 

In this episode, Omer and Ye Tian from Theia Insights explore how investors can navigate industry classifications and thematic factor risk models using Theia's AI-powered approach. They discuss Theia's innovative method of clustering on underlying themes rather than companies, which provides a more nuanced market representation and helps investors understand their exposure to various themes and industries. This approach offers deeper insights into portfolio composition and risks, addressing gaps in traditional factor models and providing a more comprehensive view of risk and exposure in today's complex market landscape.

In this episode, Omer and Krishnan Sadasivam from Quant Insight discuss how investors can navigate the current economic landscape and market dynamics. They break down key factors influencing investor sentiment, including Federal Reserve rate cut expectations, the state of the economy, and the upcoming US election. The conversation highlights sector-specific concerns, with retail and real estate seeking future growth opportunities. The Mag 7 stocks are now more sensitive to macro factors like inflation, yields, and real rates in early 2024. Election outcomes could also impact market performance, with a potential Trump victory affecting investor positioning.

In this episode, Omer and Hallie Martin, Head of QES Risk Solutions at Wolfe Research, discuss how the investor community can make sense of the recent macro volatility in the market in the last few weeks. They break down investor reactions to announcements like the Bank of Japan interest rate hikes and election news using Wolfe’s quantitative factor lenses. Forward-looking uncertainty around interest rate, volatility, and size factors cautions investors to make sure their portfolio exposures match their fundamental convictions.

In our first episode, Omer has an insightful conversation with Melissa Brown, Managing Director of Applied Research at Simcorp to discuss the complexities of AI-related investments and their unintended factor exposures.Omer and Melissa discuss topics like the new downside risk factor in the Axioma US 5.1 Model, crowding, and the nuances of AI stock baskets that go beyond just the Magnificent Seven or NVIDIA.