by David Spaulding | Jul 20, 2014 | Investment Performance Guy, News
In this weekend’s WSJ there’s an article titled “Risk Is Never a Strict Numbers Game.” Well, you know I had to take a look. It comes from “The Norm Chronicles: Stories of Numbers About Danger and Death,” by Bastland and...
by David Spaulding | Jul 16, 2014 | Investment Performance Guy, News
Jason Zweig wrote an article this past weekend in The Wall Street Journal, which also appears on his blog. It’s getting a lot of attention. The CFA Institute’s Facebook page links to it, First Rate has a page that recaps it, and several of us have posted a...
by David Spaulding | Jul 11, 2014 | Investment Performance Guy, News
My wife, Betty, and I visited Bill Sharpe yesterday at his home in Carmel, CA, to present him his Performance & Risk Measurement Hall of Fame award. I was in the area this week for a meeting with a client (CalPERS), and so took advantage of the trip to meet with...
by David Spaulding | Jul 9, 2014 | Investment Performance Guy, News
If you’re a regular reader of this blog or our newsletters, you know I am a big fan of celebrating anniversaries. I am pleased that The Wall Street Journal feels the same way. Today marks the 125th anniversary of the paper’s start: QUITE a milestone. They...
by David Spaulding | Jul 7, 2014 | Investment Performance Guy, News
As reported by Inc. magazine, Glassdoor and market research firm Harris Interactive conducted a survey of 1,000 U.S. employees about degrees and training: “A large majority of respondents–82 percent–said that their undergraduate degree has, indeed,...
by David Spaulding | Jun 25, 2014 | Investment Performance Guy, News
A few days ago I made reference to a webinar we recently conducted. I thought it might be helpful to simply provide the formulas here, which go along with the five things mentioned. Modified Dietz Geometric Linking Annualization Standard deviation This is the...