A bi-weekly challenge from Andre Mirabelli & Opturo

Messy data in, poor insights out — it's a challenge every analytics team knows too well. That's where SAYS Platform™ from Opturo makes a real difference. Our Data Management & Normalization engine transforms disparate, inconsistent datasets into one clean, unified structure—ready for seamless analysis across platforms and teams. One of our asset management clients used…

How should a performance modeler address the following? What criteria should be used to decide between different methods of iteration, including the seeding procedure, for the calculation of IRR? This is especially relevant if it turns out that different iteration procedures give significantly different resulting IRR values a non-negligible portion of the time. For example, would…

Opturo--Andre Mirabelli, Ph.D.-- Building a robust ex post Performance and Attribution system involves a number of difficult challenges. It requires careful attention to a number of particular considerations and their convoluted interactions in order to consistently provide economically meaningful results, and not formally motivated calculations that are hidden behind familiar sounding names.