| Bond Investment Business fast development in Fund Company, Banks and other Financial Institution of China, The assets scale is growing. With this, Management of asset become more and more difficult. Face to this market environment complex and changeful, Management of Financial Institutions Asset needs to strengthen investment research, Financial institutions need to strengthen the asset management sector investtment and research, and market anticipation, Adjust the portfolio asset allocation actively, Improve the capabilities of Asset Management.Based on the really demand of the business and the performance attribution model, Based on the data warehouse and data interface of Fund Company and Bank.Research on data of transactions and positions balance for income analysis and attribution decomposition, to provide a reference value benefit analysis for the asset management and investment analysts. How to configure the assets attribute classification and the automatic data analysis flexibly, To provide the attribution analysis of the different analysis dimensions for the investment decision to provide the optimal allocation of reference, and help the investment managers to have better achieve maximum benefits.The article analyzes the current situation and the performance of the basic theory of the beginning. Summarize existing technical knowledge and algorithm model.According to the software development process to complete requirements analysis and detailed design,And dividing the system module to complete system construction. |
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