Dyalog ’19 Videos: Week 6
Scrinium is a portfolio management system that can handle a comprehensive range of financial assets, collect them into “portfolios”, and compute returns (SR, ANN, TWR), risk (Std, VaR, Duration, Convexit, Delta, Gamma, Sharpe) and relative risk (Alpha, Beta, Jensens Alpha, Tracking Error). It deals with benchmarks, and so on and so forth. However, Claus Madsen’s […]