A bi-weekly challenge from Andre Mirabelli & Opturo
Should the gross portfolio return reported for day t depend on the amount of fee accrued to day t-1 when the fee was not actually paid until day t+1?
In the Opturo Newsroom, this is brought up in ‘Challenges Building A Performance & Attribution Application’ and is addressed in the published research paper “Portfolio Net of Fee Performance”.
A bi-weekly challenge from Andre Mirabelli & Opturo
Related news
A bi-weekly challenge from Andre Mirabelli & Opturo
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.
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.
Read moreHow ODIN’s Configuration Control improves data operations
Imagine trying to scale your data operations without knowing exactly what changed, when it changed, or why. For many firms, that's the daily reality—managing complex analytics workflows with limited transparency and version control. That's where ODIN's Configuration Control makes a difference. ODIN empowers teams to track every change in their configuration—from business logic to processing…
Read more