{"id":6352,"date":"2020-07-20T11:35:00","date_gmt":"2020-07-20T11:35:00","guid":{"rendered":"https:\/\/opturo.com\/staging\/?p=6352"},"modified":"2025-11-19T10:24:19","modified_gmt":"2025-11-19T10:24:19","slug":"a-bi-weekly-challenge-from-andre-mirabelli-opturo-9","status":"publish","type":"post","link":"https:\/\/opturo.com\/staging\/a-bi-weekly-challenge-from-andre-mirabelli-opturo-9\/","title":{"rendered":"A bi-weekly challenge from Andre Mirabelli &amp; Opturo"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">How should a performance modeler address the following?<br>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 \u201cthe return of the short\u201d 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?<\/p>\n","protected":false},"excerpt":{"rendered":"<p>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 \u201cthe return of the short\u201d itself is positive? That is, if a short lost money [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1360],"tags":[],"class_list":["post-6352","post","type-post","status-publish","format-standard","hentry","category-research-white-papers"],"meta_box":{"file":[],"external_link":""},"_links":{"self":[{"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/posts\/6352","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/comments?post=6352"}],"version-history":[{"count":3,"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/posts\/6352\/revisions"}],"predecessor-version":[{"id":6418,"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/posts\/6352\/revisions\/6418"}],"wp:attachment":[{"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/media?parent=6352"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/categories?post=6352"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/tags?post=6352"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}