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Kris Woods shared thisOur updated F-stat analysis continues to show that traditional risk models are underselling risk (particularly for the Profit Growth and Profit Quality factors) in today's market regime.Kris Woods shared thisOn Friday, a strong May jobs report resulted in a strong market reaction. Yields jumped & rate-sensitive sectors sold off, resulting in factor movements that were inconsistent with their ex-ante predictions from commercial risk models. As unsettling as this event was for market participants, the market reaction was largely in line with our thesis that risk models are under-stating the latent risks in profitability factors and over-stating the benefits of industry diversification. In this week’s issue of the “State of the Markets”, we explore some of these issues and highlight vulnerable corners of the markets. Check it out below. #OmegaPoint #OmegaPointAI #FactorInvesting #QuantFinance #RiskManagement #HedgeFunds #FactorRisk
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Kris Woods shared thisOur novel F-stat analysis is showing the cracks in traditional risk models in today's market. Most notable to me is the divorce between statistical and fundamental models, indicating significant systematic risks exist in the market/your portfolio that need to be captured elsewhere. Our thematic sensitivity analysis is an excellent way to unearth your exposure to these risks alongside the traditional long-term factors.Kris Woods shared thisAnureet Saxena, and Omer Cedar just published this week’s State of the Market Update. Profit factor volatility is at extremes. Profit Growth breached the 99th percentile of its historical distribution in Q1. Profit Quality followed in Q2, breaching the 95th. These are not isolated readings. They reflect a regime that is outrunning standard model assumptions. Value and Momentum have fully decoupled. The two factors are registering near zero correlation right now, a significant break from their historically negative relationship. That relationship is one of the most persistent in factor investing. When it breaks, it matters. The statistical and fundamental model overlap gap is widening. Declining since Q2 2025 and now approaching the 95th percentile threshold, this gap signals that systematic risk is shifting in ways that is not adequately captured by traditional long-term secular risk factors. When three signals converge like this simultaneously, it is worth pressure testing your factor assumptions, not just your positions. The question is whether your current risk framework was built to surface all of what is moving right now. #OmegaPoint #OmegaPointAI #QuantFinance #RiskManagement #HedgeFunds #SystematicInvesting
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Kris Woods reposted thisKris Woods reposted thisI've spent years sitting across from risk managers and the questions they're asking haven't changed. How has my portfolio behaved during previous oil supply shocks? Where does my risk concentrate if rates move 50bps? Which positions are most sensitive to a momentum reversal right now? Omega Point has been answering those questions for a long time. That's not new. What's new is where you get those answers. With OP's MCP server, risk managers don't have to break their workflow to get to the insight. You're already in ChatGPT, you're already in Claude. Now you ask the question there, in the context you're already working in, and OP's data and factor history come to you. Forty years of market history, mapped to your actual portfolio, without ever leaving the tools you're already using. The analysis didn't change. The friction did. Here's a 3 minute example that makes it concrete, looking at today's oil shock environment, mapping 40 years of historical triggers against the S&P, Nasdaq, and Russell to give a forward looking read on where those portfolios are likely headed: If you're a risk manager curious what MCP actually changes about your day to day, not the concept, but the workflow, happy to walk you through how clients are using it today.
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Kris Woods shared thisThe major agentic AI announcements in capital markets this week were almost all about the back office: trade fail resolution, automated account opening, operational cost savings, etc. That's genuinely valuable, but it's not the conversation I'm having with portfolio managers right now. The PMs I talk to every day are asking things like: is this rally built on a solid factor foundation or is it just noise? What's my true oil exposure versus what I think it is? If I add this name, what happens to my momentum tilt? Those are front-office questions. And they used to require a quant team, a data science org, or at minimum a long afternoon. In this clip, Omega Point's CEO Omer Cedar breaks down what PMs are actually using agentic services for in their daily workflow — morning portfolio checks, digging into their own decision patterns, figuring out where to prioritize research. All without implementing a new system or spinning up a new project. Just the answer, in the workflow they already have. Google Cloud called the "10x portfolio manager" one of the defining agentic AI trends of 2026. This is what it looks like in practice. #OmegaPoint #OmegaPointAI #AgenticAI #PortfolioManagement #FactorInvesting #QuantFinance #RiskManagement #HedgeFunds #ArtificialIntelligence
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Kris Woods shared thisOmer Cedar predicted today's surging market using insights from our agentic services and decades of factor data. The combination of previously siloed data sources, web search (e.g. pricing from the Federal Reserve), portfolio data, and the Omega Point API is insanely powerful and we're just in the early innings.Kris Woods shared thisThree weeks ago (April 22), I said the S&P, Nasdaq, and Russell 2000 were each set up for 6–10% positive returns. Today, all three hit new intraday all-time highs. Oil is at $103. Trump just rejected Iran's latest peace proposal. The Strait of Hormuz is still effectively closed. And markets kept climbing. How did I see it? Omega Point's analysis looked at what was actually inside each index. 40 years of historical factor data, analyzed against the current composition of companies in the S&P, Nasdaq, and Russell. The macro noise was loud. The factor signal was clear: the context was favorable. The PMs I talk to right now are asking if this rally is real. The ones who aren't caught off guard ran this analysis weeks ago, at the company level, not the headline level. They already knew the answer before today's headlines hit. That's the difference. You don't need a quant team or a data science org to do this. The analysis runs in the workflow you already have. That's what makes a call like this repeatable, not lucky. #OmegaPoint #OmegaPointAI #PortfolioConstruction #FactorInvesting #RiskManagement #QuantFinance #HedgeFunds #MarketOutlook
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Kris Woods shared thisBeyond oil prices, you can use our MCP to stress test the impact of any macro, factor, and thematic move on your actual portfolio in seconds. It's pretty wild. Let me know if you want to see this in actionKris Woods shared thisOil swung 15% in 48 hours. The Strait of Hormuz effect is real, and every portfolio manager is asking the same question: what does this mean for my book? Omega Point's CEO Omer Cedar addressed exactly this kind of moment in his recent Leaders at the Bell interview on FEMacro. Worth watching today. Factor modeling turns a shock like this into a portfolio answer. Omega Point maps your actual holdings against 40 years of oil shock data to tell you what your portfolio is likely to do based on its specific sector exposures and investment style. Omer's finding a few weeks ago: even with Brent near $100 and whipsawing on Iran deal headlines, the S&P 500, Nasdaq, and Russell 2000 were all positioned for 1 to 10% positive returns despite the geopolitical noise. Not a macro call. Your portfolio's characteristics speaking. "You're a risk manager, you have 10 quants working for you." That is what Omega Point MCP makes possible today. Connect to Anthropic Claude, OpenAI ChatGPT, or your internal AI environment and ask about your oil exposure, your factor tilts, your top risk contributors, in plain English, right now. No new system. No implementation project. The software comes to your workflow. Not the other way around. Watch here: https://lnkd.in/eR-mGKMb #OmegaPoint #OmegaPointAI #FactorInvesting #QuantFinance #PortfolioConstruction #RiskManagement #HedgeFunds #OilMarkets
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Kris Woods shared thisVery excited to share some of the powerful use cases I've been able to develop using our agentic services. We're getting extremely positive feedback on the effectiveness and breadth of our MCP, with front office teams already supercharging their workflows across portfolio construction, risk management, thematic analysis, and decision analytics. Let me know if you'd like to see for yourself.Kris Woods shared this🚀 𝐖𝐞 𝐣𝐮𝐬𝐭 𝐥𝐚𝐮𝐧𝐜𝐡𝐞𝐝 𝐎𝐦𝐞𝐠𝐚 𝐏𝐨𝐢𝐧𝐭’𝐬 𝐀𝐈 𝐌𝐂𝐏 (𝐌𝐨𝐝𝐞𝐥 𝐂𝐨𝐧𝐭𝐞𝐱𝐭 𝐏𝐫𝐨𝐭𝐨𝐜𝐨𝐥). Investment teams are changing how they work. More analysis is happening inside AI tools—and the expectation is no longer just access to data… 𝐈𝐭’𝐬 𝐝𝐞𝐜𝐢𝐬𝐢𝐨𝐧-𝐫𝐞𝐚𝐝𝐲 𝐚𝐧𝐬𝐰𝐞𝐫𝐬, 𝐟𝐚𝐬𝐭𝐞𝐫. 🎥 𝐖𝐚𝐭𝐜𝐡 𝐭𝐡𝐞 𝐯𝐢𝐝𝐞𝐨 𝐚𝐛𝐨𝐯𝐞 𝐭𝐨 𝐡𝐞𝐚𝐫 𝐨𝐮𝐫 𝐂𝐄𝐎 𝐞𝐱𝐩𝐥𝐚𝐢𝐧 𝐰𝐡𝐚𝐭 𝐭𝐡𝐢𝐬 𝐮𝐧𝐥𝐨𝐜𝐤𝐬. ⚡ 𝐖𝐡𝐚𝐭 𝐰𝐞 𝐛𝐮𝐢𝐥𝐭 Omega Point’s AI MCP is an AI platform for hedge funds and asset managers, designed to work with ChatGPT and other LLMs to deliver portfolio analytics, risk insights, and scenario analysis. 𝐈𝐭 𝐜𝐨𝐧𝐧𝐞𝐜𝐭𝐬 𝐚𝐧𝐲 𝐋𝐋𝐌 (including ChatGPT, Claude, Copilot, VS Code, and others) directly to: • Portfolio analytics • Risk & factor models • Thematic + macro intelligence • Historical scenario analysis So instead of generic responses, 𝐲𝐨𝐮𝐫 𝐀𝐈 𝐝𝐞𝐥𝐢𝐯𝐞𝐫𝐬 𝐢𝐧𝐬𝐭𝐢𝐭𝐮𝐭𝐢𝐨𝐧𝐚𝐥-𝐠𝐫𝐚𝐝𝐞 𝐚𝐧𝐬𝐰𝐞𝐫𝐬 𝐠𝐫𝐨𝐮𝐧𝐝𝐞𝐝 𝐢𝐧 𝐲𝐨𝐮𝐫 𝐩𝐨𝐫𝐭𝐟𝐨𝐥𝐢𝐨 𝐜𝐨𝐧𝐭𝐞𝐱𝐭 𝐚𝐧𝐝 𝐩𝐨𝐰𝐞𝐫𝐞𝐝 𝐛𝐲 𝐎𝐦𝐞𝐠𝐚 𝐏𝐨𝐢𝐧𝐭’𝐬 𝐚𝐝𝐯𝐚𝐧𝐜𝐞𝐝 𝐚𝐧𝐚𝐥𝐲𝐭𝐢𝐜𝐬. 💡 𝐖𝐡𝐚𝐭 𝐭𝐡𝐢𝐬 𝐮𝐧𝐥𝐨𝐜𝐤𝐬 Ask questions like: • “What happens to my portfolio if oil rises 30%?” • “Are we in a macro-driven regime?” • “What’s driving my performance right now?” • “Where are my biggest risks across models?” ⏱️ 𝐀𝐧𝐬𝐰𝐞𝐫𝐬 𝐢𝐧 𝐦𝐢𝐧𝐮𝐭𝐞𝐬—𝐧𝐨𝐭 𝐝𝐚𝐲𝐬 🧠 𝐖𝐡𝐲 𝐢𝐭 𝐦𝐚𝐭𝐭𝐞𝐫𝐬 • Faster ad hoc analysis • Less time pulling data • More consistent insights across PMs, analysts, and risk teams • Works inside your existing workflows No new system to learn. Just better outcomes. This is the next step in our evolution: API-first → AI-native → Agentic platform 𝐈𝐟 𝐲𝐨𝐮’𝐫𝐞 𝐚 𝐡𝐞𝐝𝐠𝐞 𝐟𝐮𝐧𝐝 𝐨𝐫 𝐚𝐬𝐬𝐞𝐭 𝐦𝐚𝐧𝐚𝐠𝐞𝐫 𝐞𝐱𝐩𝐥𝐨𝐫𝐢𝐧𝐠 𝐀𝐈, 𝐥𝐞𝐭’𝐬 𝐭𝐚𝐥𝐤. #AIinFinance #AssetManagement #HedgeFunds #PortfolioManagement #RiskManagement #LLM #AgenticAI #FinTech #InvestmentAnalytics
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Kris Woods reposted thisKris Woods reposted thisWe're hiring a Junior Portfolio Strategist on my team at Omega Point. If you're excited about working at the intersection of quant finance, data science, and AI, and want to help investors tackle real-world challenges, I’d love to hear from you. Ideal for recent grads with strong analytical and technical skills. Send resumes to: careers@ompnt.com
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Kris Woods reposted thisKris Woods reposted this🇰🇷 South Korean EV battery stocks are surging — and S3’s squeeze scores show it’s not over yet. Ecopro BM, Ecopro Co Ltd, and POSCO Future M all saw short interest drop as prices rose, classic signs of a squeeze. L&F Co rallied too, but shorts are still active. Read our full research now: https://lnkd.in/e4Qm_ypS Which battery names are on your radar? Let us know! #S3data is essential. #ShortInterest #EVBattery #SouthKorea
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Kris Woods reacted on thisKris Woods reacted on thisOn Friday, a strong May jobs report resulted in a strong market reaction. Yields jumped & rate-sensitive sectors sold off, resulting in factor movements that were inconsistent with their ex-ante predictions from commercial risk models. As unsettling as this event was for market participants, the market reaction was largely in line with our thesis that risk models are under-stating the latent risks in profitability factors and over-stating the benefits of industry diversification. In this week’s issue of the “State of the Markets”, we explore some of these issues and highlight vulnerable corners of the markets. Check it out below. #OmegaPoint #OmegaPointAI #FactorInvesting #QuantFinance #RiskManagement #HedgeFunds #FactorRisk
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Kris Woods reacted on thisKris Woods reacted on thisMost equity risk models treat macro as background noise. When rates reprice sharply or credit spreads widen, that blind spot costs you. Our latest Knowledge Guide walks through a regime-aware approach to portfolio construction — using Quant Insight's Macro Factor Equity Risk Model to separate macro-driven drawdowns from genuine stock-specific risk, daily, across 18,000+ securities. Inside: > How the Macro Risk Pulse tells you whether to tilt macro or go stock-specific > Decomposing return variance at the single-security level > Identifying divergence from macro-implied fair value as an actionable signal > Forward-looking stress testing before regime shifts happen > The alpha benefit from getting this right: validated across 15 years of daily data. Download the full guide at: https://lnkd.in/djCxn4Kx #EquityRisk #PortfolioConstruction #QuantInsight #InstitutionalInvesting
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Kris Woods reacted on thisKris Woods reacted on thisI just spent two weeks in Japan and after two days back on LinkedIn, here's what I've learned: I need to go back to Japan.
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Kris Woods liked thisKris Woods liked thisLynx Collective and Flybridge Capital (Dorothy Chang) are running our third annual $50K AI Pitch Day, and applications are open‼️ Flybridge's is putting up a $50,000 investment for one pre-seed AI startup from their Next Wave NYC fund. Eight finalists pitch live in NYC on June 29, and the winner is chosen that day. 𝐇𝐞𝐫𝐞'𝐬 𝐚𝐥𝐥 𝐭𝐡𝐞 𝐝𝐞𝐭𝐚𝐢𝐥𝐬 𝐭𝐨 𝐚𝐩𝐩𝐥𝐲: 🔴 Open to pre-seed AI startups 🟢 Applications close June 12, or sooner once the eight spots fill 🔵 Earlier applications are reviewed first, so do not wait for the deadline. 𝐀𝐩𝐩𝐥𝐲: 𝐥𝐲𝐧𝐱𝐜𝐨𝐥𝐥𝐞𝐜𝐭𝐢𝐯𝐞.𝐜𝐨𝐦/𝐚𝐢-𝐩𝐢𝐭𝐜𝐡-𝐝𝐚𝐲-𝐚𝐩𝐩 Tag a founder in the comments who should apply!
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Kris Woods liked thisKris Woods liked thisToday I’m fired up to announce the launch of Carbon Arc Block. We talk a lot about launches at Carbon Arc. But, every launch is only possible because of the infrastructure we’ve been building underneath. At our core, Carbon Arc is an infrastructure business. We are removing the friction between a customer having a question and have the data delivered in a way that they can answer it. Sometimes that starts in natural language. Sometimes it is with an API. Sometimes it means buying the whole asset. Regardless, the path should be seamless and that is why Block matters. One agreement. One catalog. 50+ row-level assets. Explore instantly without legal & compliance friction, request access in a few clicks, and move from trial to production without the usual months-long back and forth. Beta opens June 1. Waitlist is being cleared on a rolling basis. Reach out to get added.
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Education
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The George Washington University
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Activities and Societies: Club Lacrosse, Drummer in a student band
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Licenses & Certifications
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Series 7 & 63 - Registered Securities Representative
FINRA
Volunteer Experience
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Mentor
iMentor
- 5 years 6 months
Education
Mentor and tutor at-risk high school students to prepare them for graduation and beyond.
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Languages
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Spanish
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Mandarin Chinese
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Organizations
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Young Professionals Association - Americas Society/Council of the Americas
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Leap Digital Investments
Is the competition shaping the future of crypto ETF strategy in the U.S.? 🚀 CoinShares has made a strategic pivot by withdrawing its U.S. SEC filings for spot ETFs on XRP, Solana, and Litecoin. This decision precedes a planned $1.2 billion SPAC merger with Vine Hill Capital and reflects the firm’s acknowledgment of the stronghold traditional finance giants like BlackRock and Fidelity have on single-asset crypto ETFs. With about $10 billion in assets under management, CoinShares is repositioning to become a leading public digital asset manager, aiming to rank among the top four globally. Key strategic shifts include: ✅ Moving away from single-asset ETFs to launch diversified and actively managed products within 12 to 18 months ✅ Introducing crypto equity vehicles, thematic baskets, and actively managed strategies to enhance product differentiation ✅ Leveraging public listing status to expand market presence and investor appeal Implications for the Australian digital asset landscape are significant. As local regulators develop frameworks balancing investor protection and innovation, we expect rising demand for diversified, compliant crypto offerings beyond single-asset funds. CoinShares’ shift signals an evolution towards more sophisticated, actively managed digital asset solutions catering to evolving investor needs. For Australian market participants, these trends point to growing innovation in crypto products that blend thematic exposure and equity strategies—potentially accelerating blockchain adoption across the financial sector. Information only. Not financial advice. 📈 Stay ahead with Leap Digital – expert research, analysis and opportunities. 👥 Follow Leap Digital for more updates. #LeapDigital #CryptoAU #DigitalAssets #CoinShares #XRP #Solana #Litecoin #ETF #CryptoInnovation #DigitalAssetManagement #Blockchain #Regulation #CryptoEquity #ActiveManagement
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