White Papers
The sharpe-less-ness
The sharpe-less-ness: When The Lighthouse Misguides
This paper discusses the shortcomings in using the sharpe ratio and show cases scenarios when the ratio leads to incorrect interface
Attribution to actionable
Attribution to actionable: Fixed Income Portfolios
In this paper, we will discuss the fixed income portfolio attribution analysis that can lead to actionable.
Performance Attribution
Performance Attribution : Approaches, Pitfalls & Best Practices
This paper discusses performance analysis, their approaches and some best practices.