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