A bi-weekly challenge from Andre Mirabelli & Opturo
How should a performance modeler address the following?
For an illiquid, how do you assign/interpolate returns for each day in a year in a manner that does not misrepresent its daily volatility, when one only knows the returns for each of the four quarters in the year?
A bi-weekly challenge from Andre Mirabelli & Opturo
Related news
Opturo Announces U.S. Patent For Its Application Building Technology
Opturo, a leading provider of investment analytics and data management solutions, announced the issuance of U.S. Patent No. 11,681,504, for the code-free Application Building product within its Investment Analytics & Data Management Platform.
Read moreChallenges Building A Performance & Attribution Application
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.
Read moreState Street chooses Opturo to power Enterprise Performance
State Street Corporation announces that Enterprise Performance, a comprehensive performance solution, is now live for clients of State Street and Charles River Development. The fully integrated solution, powered by Opturo, offers a single performance calculation engine that enables greater efficiency in performance operations.
Read more