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StatsNoisy

This app calculates the probabilities of certain performance outcomes in investment management, based on some simplifying assumptions

This app calculates the probabilities of certain performance outcomes in investment management, based on some simplifying assumptions

StatsNoisy

by Joao Frasco
StatsNoisy
StatsNoisy
StatsNoisy

What is it about?

This app calculates the probabilities of certain performance outcomes in investment management, based on some simplifying assumptions.

StatsNoisy

App Details

Version
1.5
Rating
NA
Size
0Mb
Genre
Finance Education
Last updated
October 10, 2019
Release date
January 15, 2018
More info

App Screenshots

StatsNoisy screenshot-0
StatsNoisy screenshot-1
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App Store Description

This app calculates the probabilities of certain performance outcomes in investment management, based on some simplifying assumptions.

It calculates the probability of a single manage outperforming the benchmark over various time periods (from 1 month to 20 years), given a user selected manager skill level (given by the Information Ratio).

It also calculates the joint probability of none, or at least one manager, underperforming the benchmark. The user can select the skill level (equal for all the managers), the time period, and the number of managers.

It also calculates the probability of a single manager outperforming the benchmark by a certain alpha target (user selected) given a user selected tracking error, under the assumption that the manager has no skill i.e. an Information Ratio of 0.

It now includes probability density and mass functions, to help visualise the distributions of the outcomes i.e. the probabilities.

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