Tag Info

Hot answers tagged

1

We actually managed to come up with the answer to this question ourselves but wanted to share the answer since it might be relevant to others as well. The calculation depends on what method is used to calculate the cost. There is the FIFO, LIFO and the average cost method, see: http://www.accounting-basics-for-students.com/fifo-method.html If FIFO or LIFO ...


1

Accurate performance reporting is an important subject. The amount and timing of monies in an account is just one of the aspects affecting the performance. Others include taxes, fees, day count convention and benchmark construction. One of the frameworks often referenced for that matter are the Globale Investment Performance Standards (GIPS). The standards ...


1

Maybe the following guidelines help: Big picture: For performance measurement purposes you should compare returns not absolute values. You need to convert all time series into percent returns which in itself takes care of normalization. Also as next step you do not only want to measure out or under performance in terms of return performance but in ...


1

Have you considered the HDF5 data model? Edit for Louis : Why using HDF5 ? As stated in the HFDF short description page : HDF5 is a unique technology suite that makes possible the management of extremely large and complex data collections. HDF5 is a suitable solution when dealing with very large datasets and you need performance. Again, as ...



Only top voted, non community-wiki answers of a minimum length are eligible