Andre Mirabelli, PhD, Director of Peformance Analytics, has been developing and building attribution models for over two decades. Opturo’s Advanced Brinson Fachler model for decision attribution is the culmination and realization of Dr. Mirabelli’s vision and research.
Opturo offers exact attribution roll-ups while eliminating all Interaction Terms and issues with Temporal Smoothing. Top and bottom decision effects can be identified and tracked in order to ascertain which real-world investment decisions are adding and detracting alpha.
Opturo’s decision attribution provides economically meaningful analysis in which each term is a precise answer to a clear financial question. Decision trees can be built on-the-fly and customized to accurately reflect portfolio managers’ actual investment processes. Decisions can be based upon continuous variables and avoid ad-hoc boundaries.
Opturo’s various analytical solutions can be implemented in a fraction of the time of competing systems, as we leverage each client’s unique infrastructure. Data formatting, replication and synchronization issues can be minimized or eliminated with an Opturo implementation.
Gain a competitive advantage by deploying analytics which reflect your investment professionals’ actual decision making processes. Restrictive “black box” analytics can be a thing of the past when you use Opturo’s pioneering marriage of enterprise data management with innovative analytics.
Opturo’s innovative architecture provides clients with a platform which can be scaled to meet the needs and scope of any project. Whether leveraging significant proprietary data infrastructure or going to the cloud, Opturo can help the largest enterprises address their big data challenges.