Foreign exchange attribution

From Flametree Technologies
Jump to: navigation, search

FIA currently uses a naive currency attribution model. Future releases may include more sophisticated FX attribution algorithms, such as Karnosky-Singer.

Returns are decomposed into local currency return and FX return.

Personal tools
Namespaces
Variants
Actions
Manual
Attribution methodology
Data
Configuration
Running FIA
Reporting
Tutorials
Additional information
Company
Downloads
Toolbox