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 Launches SAYS Platform™ For Simple Turnkey Investment Analytics & Custom Applications
Sarasota, FL, May 13, 2019 (GLOBE NEWSWIRE) -- Opturo, Inc, an enterprise data management and analysis software provider of performance, attribution and risk analytics, announced the release of its new Software At Your Service‚ (SAYS) Platform; a PATENT PENDING versatile cache driven, cloud hosted platform which provides users with the tools to rapidly deploy Custom…
Read moreThe Annualization Of Attribution
For Carl Bacon's Advanced Portfolio Attribution Analysis--Andre Mirabelli, Ph.D.--Annualization is necessary whenever one needs a temporally intensive property that can be used to compare the values of a temporally extensive property describing periods of different duration...
Read moreStop Waiting, Start Leading. Trail SAYS Today
Ever wonder where your portfolio returns are truly coming from? With SAYS Platform™ by Opturo, you no longer have to guess. Our Performance Analysis / Return Generation engine empowers asset managers and data teams with full transparency into the drivers of performance—down to every last basis point. Whether you're working across multiple sleeves, asset classes…
Read more