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Performance attribution

Performance Attribution – getting under the hood with s&p dow jones indices links

  This is from the latest guest blog I posted yesterday. Here some highlights where you can read this entire article including s&p dow jones indices here: Understanding where returns really come from and what they mean Attribution analysis involves comparing a portfolio’s performance against a set benchmark and unpacking the excess return to examine …

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Performance attribution also known as benchmarkingdescribed in our algo, model development, strategy development online course for a quant

Performance attribution also known as benchmarkingdescribed in our algo, model development, strategy development online course for a quant or HFT This has been posted in the new online course for our members. Get access to it by going here: http://quantlabs.net/membership.htm NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t …

Performance attribution also known as benchmarkingdescribed in our algo, model development, strategy development online course for a quant Read More »

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