THESIS
2020
x, 44 pages : color illustrations ; 30 cm
Abstract
The analysis of fund investment style is crucial for both fund managers and investors.
It reveals the underlying investment strategy of a fund, which determines its performance.
A clear profiling of a fund’s investment strategy provides other fund managers with invaluable
insights to enhance their investment strategies, and help investors assess the
suitability of the fund investments regarding style preference and risk management. However,
analyzing a fund’s investment styles is challenging, as it requires a comprehensive
analysis of high dimensional temporal data that are often difficult to explore, even for
experienced fund managers.
To address this issue, we propose iFUNDit, an interactive visual analytic system for
fund investment style analysis. The system decomposes fund...[
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The analysis of fund investment style is crucial for both fund managers and investors.
It reveals the underlying investment strategy of a fund, which determines its performance.
A clear profiling of a fund’s investment strategy provides other fund managers with invaluable
insights to enhance their investment strategies, and help investors assess the
suitability of the fund investments regarding style preference and risk management. However,
analyzing a fund’s investment styles is challenging, as it requires a comprehensive
analysis of high dimensional temporal data that are often difficult to explore, even for
experienced fund managers.
To address this issue, we propose iFUNDit, an interactive visual analytic system for
fund investment style analysis. The system decomposes funds’ various attributes into two
categories, namely, the performance attributes and the investment style factors; and visualize
them in a set of coupled visualizations: a distribution view to display performance
attributes of funds and managers, a cluster view to show the grouping of investment styles
in the market, and a detail view to delineate the temporal evolution of investment style.
The system provides a holistic overview of fund data and facilitates a streamlined analysis
of investment styles at the fund and manager level. We demonstrate the effectiveness of
the system through interviews with domain experts, and case studies by using the China
mutual fund data set.
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