Precision Tool
Significantly small figures are not rounded at input and output
Catégorie : Features
Big Data Friendly
High execution speed allows frequent calculation and large data array handling
Unbiased estimator
Factors are measured independently from portfolio overall result, thus allowing comparison from portfolio to portfolio without bias.
Interaction Free
Independent factors are estimated without interaction
Linear modeling
Portfolio return excess over benchmark is expressed as arithmetic sum of factors. The result is therefore easy to interpret with respect to business reality.
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