by admin | Apr 26, 2012 | Investment Performance Guy, News
Jed Schneider, CIPM, FRM is a guest blogger, offering some of his impressions from TSG’s recent performance attribution survey.—————————–Every year, TSG puts out a survey to the investment industry...
by admin | Apr 24, 2012 | software search
I recently reviewed a client’s software search materials. In our preliminary discussion they explained that they were looking for a performance attribution system. However, it became fairly clear during my review that they were actually looking...
by admin | Apr 23, 2012 | Investment Performance Guy, News
I am adjusting the title of a post that William McKibbin had last week, titled “Are Mathematicians Creative.” Given that my undergrad degree (from Temple University) is in math, and that math is clearly a huge part of performance and risk measurement,...
by admin | Apr 21, 2012 | Investment Performance Guy, News
Reminder! This coming Monday, April 23rd at 11:00 am (EST), Jed Schneider, CIPM, FRM will discuss highlights from TSG’s recent performance attribution survey. He will present findings, and compare the results with previous years’ surveys. You...
by admin | Apr 20, 2012 | GIPS, Global Investment Performance Standards
In doing GIPS(R) (Global Investment Performance Standards) verifications under the new version, I’ve witnessed a few firms who insert “N/A” for years prior to 2011, when they chose not to report the 3-year annualized standard deviation. Not showing...