The 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…
The Annualization Of Attribution
Related news
How SAYS automates benchmarking for data clarity
Unlock clarity in your data benchmarking with SAYS. One of the most common challenges in analytics? Comparing performance across portfolios or strategies that don't follow a standard benchmark. Traditional methods fall short—often forcing teams to choose between oversimplified models or complex manual workarounds. Enter Blended Benchmark Generation from Opturo's SAYS platform. This feature empowers users…
Read moreA bi-weekly challenge from Andre Mirabelli & Opturo
How does an attribution modeler address the following challenge?If a Fund achieves 50% one year and 0% the next, and its Benchmark achieves 0% the first year and -50% the next, then the active return each year is 50%. Is the annualized active return 50%? Or is the annualized active return the annualized Fund return…
How ODIN’s Configuration Control improves data operations
Imagine trying to scale your data operations without knowing exactly what changed, when it changed, or why. For many firms, that's the daily reality—managing complex analytics workflows with limited transparency and version control. That's where ODIN's Configuration Control makes a difference. ODIN empowers teams to track every change in their configuration—from business logic to processing…
Read more