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
Opturo’s AI enhanced Free Text Search functionality can be used to scan entire data environments (databases, text, excel and other sources) for locating and securing sensitive data.
Free Text Search allows for identifying 138 types of sensitive data elements such as EMAIL_ADDRESS, DATE, ORGANIZATION_NAME, and DOMAIN_NAME.Opturo can search through your documents and perform anonymization techniques including Masking, Pseudonymization, Swapping, Perturbation, and Encryption as part of a full Enterprise Data Governance solution.
The Limited Efficacy Of Elementary Brinson Attribution
Read Dr. Andre Mirabelli's explanation of the limitations of Elementary Brinson Attribution. An Excel example can be found above.
Read moreAsset Managers: Gain Clarity, Not Complexity
Ever wish you had a clear view of portfolio risk before making critical decisions? Meet the Ex-ante Risk Summary—one of ODIN's most impactful features. It transforms raw data into actionable insights by delivering forward-looking risk metrics across portfolios, asset classes, and strategies. Instead of piecing together multiple reports or building custom models from scratch, ODIN…
Read more