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Quantitative Finance · शब्दावली

Research portfolio, project scorecard क्या है?

अन्य नाम: research portfolio · project scorecard

Definition 9.1 The Desk and the Firm · अध्याय 9 — Managing Researchers, Traders and Engineers

A desk’s research portfolio is the set of research and development projects it funds in a period, chosen under a budget of money and people. A project scorecard records each candidate’s cost, probability of success, value if it succeeds (the present value of the P&L it adds, net of its running costs), its overlap with what the desk already runs, and the evidence behind each estimate.

The distribution of a year’s realised net value from twelve candidate projects and a $10 million budget, chosen greedily by expected net value per dollar and at random; 20 000 simulated years, bins of $4 million. Most research years lose money on some projects; a good portfolio loses less often. Data: fm_research.portfolio_samples.
Figure 9.1. The distribution of a year’s realised net value from twelve candidate projects and a $10 million budget, chosen greedily by expected net value per dollar and at random; 20 000 simulated years, bins of $4 million. Most research years lose money on some projects; a good portfolio loses less often. Data: fm_research.portfolio_samples.
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