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Python-performance-attribution

INTRODUCTION TO PORTFOLIO ANALYSIS IN PYTHON. Active return for an actively managed portfolio. Active return is the performance of an (active) ...












python-performance-attribution


May 29, 2020 — I am building a performance attribution tool on Python to help us understand the asset allocation, stock selection effects of our fund. We are using daily price data​ .... Attribution analysis, also known as “return attribution” or “performance attribution,​” is an evaluation tool used to explain and analyze a portfolio's.. Formally, Bacon (2008) stated that “performance attribution is a tech- nique used to quantify the excess return of a portfolio against its benchmark into the active ... 939c2ea5af





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