Directories

Related Searches

Opturo, Inc. Adds "Fixed Income Attribution" To Its Wide Offerings Of Performance, Attribution and Risk Analytics

2012-07-28

BOSTON ---- Opturo, Inc, has harnessed its versatile and powerful software platform, VIA, to allow users to perform both Fixed Income Differentiation Attribution and Fixed Income Return Decomposition. These new offerings add to Opturo's already wide array of performance and attribution analytics for asset management companies and financial professionals.

Opturo's Fixed Income Market Differentiation Attribution analyzes how the market creates the total active return of a fund. It does this by explaining active returns purely in terms of the differences of returns within groupings (such as the differences among industry returns within a sector and the differences among bond yields due to different maturities, durations or convexities among groupings), supplemented only by pure trade effects.

For example, one can employ Opturo's system to answer questions such as, "How much of the fund's active return is explained by differences among the durations of AA bonds?"

Opturo's Fixed Income Decomposition allows a user to analyze returns in terms of any combination of a wide variety of components such as risk-free rate, currency, industry, duration, convexity, etc. on top of Selection and Trade effects.

Opturo's Director of Performance Analytics, Andre Mirabelli, PhD., elaborates, "Opturo already provided complete explanations of active return, risk and risk-adjusted returns in terms of controllable investment decisions and in terms of factor exposures. Adding complete explanations in terms of market differentiation and in terms of market-description decomposition fills out a truly comprehensive understanding of the sources of active and absolute performance relevant to fund management.”

Opturo's president, Ken D'Silva explains, "We saw a real need for a fixed income attribution solution both from our clients and in the asset management community at large." He adds, "We have once again leveraged our powerful software platform to provide an exact solution to an outstanding and business-critical need."

About Opturo

Opturo, Inc. is a financial software and consultancy firm specializing in providing innovative, practical and cost effective Performance, Risk, Composite Management for GIPS and Investment Process Automation solutions backed by extensive financial industry experience and state-of-the-art technology. It is the mission of Opturo to deliver superior technology solutions to our clients to optimize their investment processes.

Related Downloads

FinCAD 1.0

With FINCAD Analytics Suite you have access to the industry's most comprehensive financial analytics library available. With extensive cross asset coverage of derivatives and fixed income vanilla instruments, you can quickly and easily generate...

eFormExpert

eFormExpert 2011.4

eForm Expert is very easy, flexible and user-friendly Income Tax Return filing software that takes care of all your requirements relating to Income Tax Return Filing.
The program is designed for preparing Income Tax return for e-filing &...

Taxsmile Desktop Manager

Taxsmile Desktop Manager 1.0

Taxsmile Desktop Manager, Your Desktop Tax Manager to prepare and file your Income Tax Returns

Desktop tax manager enables you to prepare your Income Tax return at your desk, from home with ease and at your convenience. Developed in...

Microsoft ProClarity Analytics Server 6.3 SP3

ProClarity Analytics Server 6.3 works with Microsoft Office PerformancePoint Server 2007 to extend the reach of business intelligence to every decision-maker in your organization. With visualization tools such as performance maps, decomposition...

CreditAnalytics 1.3

CreditAnalytics is a full-featured financial fixed income credit analytics, trading, and risk library, developed with a special focus towards the needs of the credit products community.
In particular, CreditAnalytics provides analytics to value...

Macroaxis 1

Pitchlet is a ready-to-use wealth management analytics presentation in which financial analytics can be created rapidly and distributed instantly through various channels. It is the final output of Applied Financial Engineering. Pitchlet offers free...

DTN ProphetX 3.1

DTN ProphetX is a comprehensive solution for energy trading. It introduces you to an industry leading array of innovative productivity features, advanced analytics, and performance enhancements. With the release of DTN ProphetX Energy Edition, DTN...

AcQuest 1120 Solution 2010

AcQuest 1120 Solution 2010 1.0

AcQuest 1120 Solution represents IRS Corporate Form 1120 tax software designed to aid in the preparation of the U.S. Corporate Income Tax Return.

The 1120 Solution will prepare a basic Form 1120, the supporting detail sub-schedules,...

NETAVIS Observer 4.0

NETAVIS Observer 4 is available in several editions from Basic for small installations up to Enterprise for big and complex installations. Extra modules for layout navigation, video analytics, number plate recognition and for retail complete the...

Atomic Tanks

Atomic Tanks 5.1

Atomic Tanks is a multi-platform Scorched Earth clone similar to the Worms series of games
Annihilate the other tanks to earn money, then spend it on bigger and better shields and weapons to wipe out the opposition.
Features a wide array...

New Press

New Companies

Now Searching

Business
Retail Man POS 2.6
Simply Calenders 5.7.0.1480
ChequeSystem Cheque Printing Software 6.1.0
RationalPlan Single Project 5.2.7744.
ClickCharts Free Flowchart Software 4.12
Soda PDF 11.1.9
Business Letter Professional 7.31
DataNumen Outlook Repair 6.8
OzGISMac 14.6
Dr.Web for Android 12.3.3
Design
Easy GIF Animator 7.3
JBatch It 6.53
ClickCharts Pro Edition 4.12
Yasisoft GIF Animator 3.1.0.39
InPixio Free Photo Editor 8.5.6740
nanoCAD Plus 10.0.4447.4521
CADopia Professional Edition 18.3.1.4063
Canvas Draw for Mac 5.0.2.51
DrawPad Plus 5.17
POSTER 8.7.0.0
Multimedia
Batch It Ultra 5.84
Aiseesoft MKV Converter 9.2.20
Mixcraft 8.1.418
Crescendo Plus 4.10
Tipard DVD Creator 5.2.28
WonderFox DVD Ripper Pro 12
WonderFox DVD Video Converter 17.2
TempoPerfect Computer Metronome Free 5.00
Tipard Video Enhancer 9.2.20
TunesKit DRM Audio Converter for Windows 3.0.3
Network & Internet
Maiar Browser 72.0.59.102.0
PresenTense Time Client 5.3.2245
Vivaldi for MacOS 2.6
Vivaldi for Windows 64 2.6
Comodo IceDragon 65.0.2.15
HttpMaster Professional 4.5.0
HttpMaster Express 4.5.0
BriskBard 1.8.0
YetiShare File Hosting Script 4.5.3
SoftPerfect Network Scanner 7.2.2
System Utilities
SeaMonkey to PDF 6.2.1
Aiseesoft FoneLab 10.0.10
Softany CHM to DOC Converter 3.08
Softany CHM to PDF Converter 3.08
FineRecovery 5.2
System Mechanic Free 18.7.3.176
Tagstoo linux 2.0.1
Hot Keyboard Pro 6.2.106
Handy Backup Server Network 8.0.3
SoftPerfect Cache Relocator 1.2