Description
Noisy
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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About
Bundle Id
Joao.Frasco.NoisyMin Os. Version
17.0Release Date
Mon, Jan 15, 2018Update Date
Wed, Oct 11, 2023Content Rating
4+Has IMessage
NoSupport Watch
NoSupport Siri
NoFile Size
426kBHas Game Center
NoFamily Sharing
YesSupport Passbook
NoSupported Languages
EnglishSupport
What's New
version
2023.10.11updated
7 months agoUpdated to iOS 17.0!
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