by admin | Nov 28, 2009 | attribution, GIPS, Returns, risk
I guess it’s not surprising that as a blogger, I occasionally wonder around looking at other blogs … I regularly visit about a dozen and am always looking for new ones to add to my list. Today I’ve visited several new sites and have picked up a few...
by admin | Nov 19, 2009 | attribution, fixed income attribution
TSG, Inc. is hosting its 3rd annual Trends in Attribution Conference. This year’s program is at the Heldrich Hotel in New Brunswick, NJ. Our turnout is much better than one might have expected, given the economy … we have more folks here this year than in...
by admin | Nov 18, 2009 | attribution, fixed income attribution
At last week’s Performance Measurement Forum meeting in Rome we briefly discussed the issue of “pricing effects.” That is, the effect that can arise when your portfolio’s prices don’t match what’s in the index. Recall that we...
by admin | Nov 7, 2009 | attribution, fixed income attribution
In spite of this year’s market downturn, TSG’s upcoming Trends in Attribution Symposium (TIA) will have a very good turnout. We’re obviously quite pleased by this. With roughly two weeks to go there’s still time to be a part of this event....
by admin | Nov 5, 2009 | attribution
Yesterday I discussed the “pricing” effect. Today I want to briefly touch on another “new” effect. By “new,” I don’t necessarily mean that it’s a recent introduction of an effect, but it’s new relative to the other...
by admin | Nov 4, 2009 | attribution, fixed income attribution
We recently met with a client for whom we’re designing a fixed income attribution system. During our meeting the subject of the “pricing” or “price difference” effect came up. This effect identifies the impact when the portfolio and...
