Decision Attribution
Flexible attribution engine and applications to handle complex attribution models.
Deploy an accurate framework to understand how investment decisions are driving alpha and risk.
Product Features
- Fully flexible attribution engine to mimic your investment decisions
- Ability to customize segmentation logic to reflect firm-specific requirements
- Extensive time series and drilldown attribution reporting
- Deploy dynamic or static segmentation categories using various bucketing methodologies
Our cloud-hosted solutions powered by AWS
On-site bolt-on analytics & data management
APIs for our analytical engines
ODIN Attribution
Decision Attribution
ODIN Attribution provides clients with the flexibility to select from a suite of best of breed models to meet their varied needs. Our proprietary Enhanced Brinson Fachler model empowers investment professionals to receive analytics which are based on how they actually make their investment decisions. If there is consistently applied logic and data to support it, our attribution engine can incorporate it into a decision tree - on the fly. Have a quant scoring method with multiple steps? Each step can be part of a decision tree and determine the alpha and risk generate by each. In combination with our ODIN Performance product, ODIN Attribution can handle any asset type and strategy. ODIN Attribution also provides the flexibility to select more traditional Brinson models, including a classic 2 step Brinson Beebower. Foreign exchange impact may be treated in a variety of ways, including decomposition or Karnosky Singer. Whether it be multi-asset or a traditional bottoms-up stock picking strategy, ODIN Attribution offers a way to provide economically meaningful analytics.
Market Attribution
Our Market Attribution models enable Fixed Income investors to determine the impacts of uncontrollable market movements on portfolios. Custom fixed income characteristics may be built on the fly and drive the decomposition of either nominal returns, or active returns relative to a selected benchmark. Are factor models part of your analytical arsenal? ODIN Attribution may be integrated with any factor model, whether it is provided by a 3rd party vendor or something you’ve built in-house. Perhaps your multi-asset group prefers one vendor and your fixed income group prefers another? No problem! Our platform is flexible enough to incorporate the data and logic you require to make your analytical process and associated reporting meaningful.
Analyst Attribution
Analyst Attribution is a specialized version of our proprietary Enhanced Brinson decision attribution model, which was developed to address the industry challenge of tracking and reporting upon the relative effectiveness of analyst ratings. Clients are able to use analyst ratings and have those ratings reflected in the security level weights in "paper portfolios." Attribution may be run relative to the assigned benchmark, and/or referencing the real world portfolio. The result is an accurate framework to assess the job performance of research analysts, which may be used to assist in performance reviews, compensation incentives, etc.
How do clients use our Attribution products?
Asset Managers
ODIN Attribution may be deployed as either as part of a comprehensive solution, or it may be used tactically to compliment other large/integrated systems which may have gaps. In this era of ETF’s and passive products, active managers are under significant pressure to explain their performance, alpha and risk. Wouldn’t it be nice if you had a wide breadth of attribution models to select from which are responsive to both your internal needs, but also your general business requirements. ODIN Attribution can provide your marketing people with the kinds of analytics they require, while also offering your investment professionals with analytics which truly reflect how they invest. ODIN Attribution includes dedicated Analyst Attribution, which can help your firm track analyst recommendations and assess their skill level. So whether the role is broad or limited, ODIN Attribution may be the answer to your attribution needs.
