Flametree white papers
The following papers provide detailailed documentation and examples on how FIA works.
A_generalized_hybrid_fixed_income_attribution_model.pdf176.1KB
Allocation_in_attribution_white_paper.pdf80.2KB
Annualised_returns_and_contributions.pdf81.6KB
Capital_attribution.pdf79.8KB
Customized report names in FIA.pdf164.4KB
Equity_attribution_models_in_FIA.pdf91.1KB
ESG_attribution.pdf125.9KB
Exposures and weights in FIA.pdf238.5KB
First_principles_attribution_in_FIA.pdf104.3KB
Interactive reports in FIA.pdf395.3KB
Modelling bond futures in FIA.pdf288.2KB
Modelling equity futures in FIA.pdf233.1KB
Nested portfolios in FIA.pdf290.4KB
Normalised stock selection for Brinson attribution.pdf91.2KB
Paydown_return.pdf81.8KB
Price YTM and discount yields in FIA.pdf199.8KB
Running_attribution_on_credit_portfolios_with_DTS.pdf113.5KB
Smoothing in FIA.pdf149.5KB
The_Flametree_HPA_Model.pdf510.4KB
Treating off_benchmark holdings in a Brinson framework.pdf55.4KB
Decision based attribution in FIA.pdf90.5KB
Code
These examples show how to call FIA from Java, C# and Python.
FIA can be called from most programming langauges. If your preferred langauge is not shown, please contact us.
Other material
FIA overview.pdf295.1KB
Older papers
Attribution_and_risk_adjusted_performance_metrics.pdf161.4KB
Flying_blind.pdf266.7KB
How_accurate_does_attribution_need_to_be.pdf255.8KB
Taking_the_Random_Route.pdf1911.0KB
The_Model_T_of_investment_analytics.pdf153.6KB
Spreadsheets
Equity attribution using Brinson, normalised and bottom-up approaches.xlsx51.0KB
DTS workbook.xlsx19.1KB