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
Stop Waiting, Start Leading
Data waits for no one. Neither should your reports. In fast-paced investment environments, static or delayed analytics can mean missed opportunities. That's why ODIN's Adaptive Real-Time Reporting (ART) is a game-changer. One of our clients—an asset management firm handling multiple strategies across platforms—used to spend hours reconciling and stitching together performance data at day-end. Now?…
Read moreOpturo, Inc. Introduces “ODIN”, A Completely Web-Based Performance, Attribution And Risk Solution
BOSTON--(BUSINESS WIRE)--Opturo, Inc., has created a new web-based deployment of its Investment Analytics software, which it calls ODIN. Users of ODIN have access to Opturo's wide range of performance, attribution and risk analytics with the portability, scalability and ease-of-use of the web.
Read moreA 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…