Opturo’s Proprietary IRR Engine Memo
Read how Opturo’s proprietary IRR engine fixes the issues found in traditional IRR calculations like Excel’s XIRR function.
Opturo’s Proprietary IRR Engine Memo
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A bi-weekly challenge from Andre Mirabelli & Opturo (July 6, 2020)
What if I invested by first doing an allocation among countries and then an allocation among sectors within countries, could I evaluate my sector allocation using a single-allocation Brinson model?See the paper and Excel example in Opturo's newsroom.
A bi-weekly challenge from Andre Mirabelli & Opturo (September 28, 2020)
How does an attribution modeler address the following challenge?Which are better for ex-post attribution:Temporal smoothing algorithms that change the impact of decisions made on Monday due to results achieved on the subsequent Friday, as the smoothing methods of Carino and Menchero do, or temporal smoothing algorithms that can attribute non-zero impact to null decisions that…
The Annualization Of Attribution
For Carl Bacon's Advanced Portfolio Attribution Analysis--Andre Mirabelli, Ph.D.--Annualization is necessary whenever one needs a temporally intensive property that can be used to compare the values of a temporally extensive property describing periods of different duration...
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