Our Risk Technology works. Does yours?

Omega Analysis' business is the robust engineering development of solutions to practical problems in finance backed by decades of experience in cutting edge mathematical sciences research.

Omega Metrics® technology for risk management, trading strategy development, portfolio construction and performance analysis is based on Omega Analysis' fundamental research advances in mathematics and statistics.


Any sufficiently advanced technology is indistinguishable from magic.

Arthur C. Clarke

Virus Deaths in Brazil Needs a Context.

We estimate the excess average deaths in Brazil.

The ‘excess’ deaths in 2020 should have been expected. The numbers were entirely predictable.

Our standard model applied to samples of deaths above the average rate shows that none of the events so far should have been unexpected given the data history.

We do not need further proof that VaR trading limits cannot be taken seriously.

Predicting the 'Unpredictable'- we did not need to predict the Coronavirus to predict the meltdown.

31 March

13 January