A bi-weekly challenge from Andre Mirabelli & Opturo
How should a performance modeler address the following?
Is the return of a short, considered itself as a financial instrument or derivative investment vehicle, the return of its underlying (i.e., the shorted holding), implying that when the short loses money that “the return of the short” itself is positive? That is, if a short lost money on a day, is it best to report that the short itself had a positive return for that day?
A bi-weekly challenge from Andre Mirabelli & Opturo
Related news
The Annualization Of An Active Return
For FRA's Crash Course in Attribution--Andre Mirabelli, Ph.D.-- Presentation on the Annualization of an Active Return
Read moreOpturo Launches Enterprise Data Governance Platform
Opturo launches Enterprise Data Governance, a Bolt-On platform to define policies and rules in real-time across the entire enterprise to securely access and protect sensitive data
Read moreOpturo Announces Multi-Language Reporting For Performance And Attribution, Risk And Gips Composite Management
Sarasota, FL, May 14, 2018 (GLOBE NEWSWIRE) -- Opturo, Inc, an enterprise data management software provider of performance, attribution, risk and GIPS composite analytics and reporting, today announced a significant new release to its platform, which adds multi-language analytics and reporting. Users may now select their preferred language to use within the platform, as well…
Read more