Vestek Launches Price Capture Portfolio Attribution Tools
PERFORMANCE MEASUREMENT
LONDON--Vestek has launched a portfolio attribution package to capture the effect of intraday trading activity. The system utilises actual purchase prices captured from the back office processing system to perform portfolio attribution analysis, rather than end of day prices. Thus true profit/loss figures and portfolio performance can be calculated for each portfolio rather than using generic valuations. This system is most useful in portfolios of highly volatile stocks, such as internet
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