Portfolio attribution is a critical tool for investment managers, enabling them to dissect and understand the sources of portfolio performance relative to a benchmark. By breaking down returns into allocation and selection effects, attribution… Continue reading Stock Level Extensions to Menchero’s Method for Portfolio Attributions
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Ferrari – make sure your investment manager buys you one…
Ferrari has been one of our strongest contributors in the hedge fund with the counter up 30% YTD in EUR terms and 50% over the past six months. One of the key reasons this… Continue reading Ferrari – make sure your investment manager buys you one…
How (and why) technology is changing investment forever.
Machine learning. Big Data. Cloud computing. Artificial Intelligence. Algorithms. We’ve all heard the technology buzzwords. And we’re constantly being told that they’re going to change our lives, without really understanding how (or even why).… Continue reading How (and why) technology is changing investment forever.