by admin | Jul 26, 2012 | Investment Performance Guy, News
While exercising this morning, I caught an advertisement on the television for a supplement to help men guard against prostate cancer. I had the sound off, so don’t know what was said, but at one point noticed the following:Results not...
by admin | Jul 25, 2012 | Investment Performance Guy, News
Last week I began to conduct a software certification for a TSG software vendor client. My primary contact mentioned that they changed their policy for timing of cash flows, so that inflows default to start-of-day events, while outflows default to end-of-day (though...
by admin | Jul 24, 2012 | Investment Performance Guy, News
True Confession Time: years ago, when the concept of “supplemental information” was being introduced, I opposed the idea of actually “labeling” this information. While understanding the notion of supplemental is important, I didn’t see...
by admin | Jul 20, 2012 | Investment Performance Guy, News
TSG will host Risk Week this coming fall. It will be a week of daily webinars, covering a variety of risk topics.Risk measurement’s importance to the investment industry has never been greater; thus our belief that a week of daily sessions, conducted by leading...
by admin | Jul 19, 2012 | Investment Performance Guy, News
A TSG verification client recently sent me the following note:Hi Dave, I’m hoping you can answer a questions for us very quickly. Our CCO and I are having a disagreement over whether representative account performance from a composite can be shown alongside the...
by admin | Jul 18, 2012 | Investment Performance Guy, News
One area that often results in a lot of confusion (and probably some controversy) is how one should calculate performance attribution of a portfolio that includes derivatives. I have been of the opinion that if the portfolio holds anything that isn’t represented...
