Complete Attribution to Investment Decisions

Complete Attribution solves a longstanding problem for active quants: how to attribute risk and return directly to a strategy’s signals and constraints, not simply to the factors of a risk model, and to do so accurately and reliably. CAtt avoids the substantial errors of regression-based attribution by replacing regression with the realities of portfolio evolution. Complete information in, complete information out.

Review

“CAtt is a clever approach to attribution. It starts with a dynamic, cost-controlled solution, and represents a significant improvement over traditional approaches that rely on linear regression.”
– Ron Kahn, Global Head, BlackRock Scientific Equity Research

Benefits to asset managers and their clients

Complete Attribution gives portfolio managers and their clients, for the first time, a complete and reliable transparency into the performance impact of asset management decisions.

Superior understanding promotes better future returns. And it raises the level of conversation with prospects and clients, further enhancing asset gathering and retention.

Schedule a live demonstration

We invite prospective clients to schedule a live demonstration, learn more, and view a variety of examples. We customize examples to your needs.

We also provide direct comparisons of CAtt’s results with those of Richard Grinold’s holdings-based attribution, and traditional risk-factor-based attribution.