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
Investics And Opturo Partner To Provide Performance Measurement Services To Institutional Investors
Investics Data Services Company, Inc. and Opturo, Inc. have entered into an arrangement for Investics to utilize Opturo's performance measurement and data management capabilities (ODIN and VIA) in the Investics Cloud Ecosystem (ICE) ©. These next generational capabilities provide for maximum flexibility to instantly calculate in real time a truly customized risk and return service,…
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 moreHow to build customized datasets without coding with Opturo’s SAYS Platform
Data teams often face a common challenge: transforming raw data from multiple sources into something usable, fast. Enter Composite Construction—one of the most powerful features in Opturo's SAYS Platform™. It empowers users to seamlessly build customized datasets (Composites) by layering logic across disparate data streams—all without writing complex code or managing fragile pipelines. Whether you're…
Read more