by admin | Oct 4, 2013 | Investment Performance Guy, News
I didn’t anticipate a third posting on this topic, but I received an interesting note from a reader that I wanted to share and comment on:I disagree with your thoughts on using “arithmetic relative” when considering material differences in portfolio...
by admin | Oct 3, 2013 | Investment Performance Guy, News
When comparing geometric and arithmetic attribution, the following are often cited as advantages of the former:it’s compoundable (meaning, that it links attribution effects over time without creating temporal residuals)it’s convertible (that is, when we...
by admin | Oct 2, 2013 | Investment Performance Guy, News
I think my friend Carl Bacon will be proud of me for this post (no, I haven’t been completely won over; I just see some merit in this limited case!). Talk is cheap: show me the numbers!The subject of materiality came up during this week’s monthly...
by admin | Sep 25, 2013 | Investment Performance Guy, News
Five days of daily webinars that provide you the opportunity to get trained for a very low investment. A webinar-based approach that is content rich, cost effective, and convenient!To register or learn more, go here, call our office (732-873-5700), or contact Patrick...
by admin | Sep 24, 2013 | Investment Performance Guy, News
A few sessions at last week’s GIPS(R) (Global Investment Performance Standards) conference provided some insights into work, under development. I mentioned yesterday the presentation on pooled funds. There were also sessions on (the often talked about here)...
by admin | Sep 23, 2013 | Investment Performance Guy, News
The opening session at this year’s GIPS(R) (Global Investment Performance Standards) came along with some unexpected scary stuff. The topic was pooled funds, and the speakers (Annie Lo and Ann Putallaz) provided us with some insights into a guidance statement...
