by admin | Oct 20, 2013 | Investment Performance Guy, News
It is rare that people keep track of errors, but baseball, with its love of statistics, does just that: goof during a game and it will usually get recorded. In last night’s Detroit Tigers vs. Boston Red Sox game, we were treated to three errors, two by the same...
by admin | Oct 19, 2013 | CIPM, CIPM Exam Tips & Tricks, CIPM expert, kurtosis, MPT, Omega ratio, performance measurement, post MPT, risk measurement, Sharpe ratio, skewness, Standard Deviation, value at risk
Last night, my hometown team, the Los Angeles Dodgers, was defeated by the St. Louis Cardinals in the National League Championship series. The Cardinals will go on to the World Series for a chance at what could be their 20th world championship… while the...
by admin | Oct 18, 2013 | Investment Performance Guy, News
There are probably few documents that say as much about timing as the Global Investment Performance Standards (GIPS(r)). But our focus is more limited, and won’t address everything that appears.One of the most important questions is when should a manager...
by admin | Oct 16, 2013 | Investment Performance Guy, News
How long before you report risk measures as part of your performance?Returns can be shown for a day, a few days, a week, a month, a quarter, a year, etc. Risk statistics typically rely upon a series of returns. But how many and which ones?The standard seems to be 36....
by admin | Oct 16, 2013 | CIPM, CIPM Exam Tips & Tricks, CIPM expert, CIPM Principles, GIPS, GIPS standards, GIPS verification, performance measurement, TSG
(Note: I wrote this post as a guest blogger for the STP Investment Services blog, but it appears that blog is offline and we received a request for the information, so I decided to post the information directly here.) The What, Why and Who of the...
