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Software
Software Overview
Risk
Performance
Model Validation
Investor Reporting
Strategies & Securities
Consulting
Research
Demo/Pricing
About
Company Overview
Experience
Press
Contact
Glossary
Alpha
Alpha Sharpe
Backcast Returns
Backtesting
Benchmark Attribution Analysis
Beta
Coefficient Of Determination
Conditional Value at Risk
Cumulative Return
cVaR
Delta
Delta Exposure
Delta Normal VaR
Diversification Score
Event Driven
Ex-Ante Performance Attribution Analysis
Ex-Post Performance Attribution Analysis
Excess Kurtosis
Expected Shortfall
Factor Analysis
Financial Return
Fixed Income Relative Value
Gamma
Gamma Exposure
Global Macro
Hedge Fund
Historical VaR
Hybrid VaR
Idiosyncratic Risk
Implied Volatility
Incremental Sharpe
Incremental Value at Risk
iSharpe
iVaR
Jensen's Alpha
Kurtosis
Long/Short Equity
Marginal Value at Risk
Merger Arb
Merger Arbitrage
MTD
Multi-Strategy
Performance Attribution Analysis
Profit and Loss
R2
Rho
Risk Reduction Potential
Risk-Based Performance Attribution Analysis
Risk-Free Rate
RRP
Sharpe Ratio
Skewness
Standard Deviation
Stress Test
Systematic Risk
Theta
Tracking Error
t-Statistic
Value at Risk
VaR
Variance
Vega
Volatility
YTD
Jensen's Alpha
See
Alpha
.
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