by admin | Aug 31, 2011 | Investment Performance Guy, News
We have been engaged in a research project for a client, who wanted information on “sell side fixed income attribution systems.” This cause me to reflect a bit on the term “sell side.” You’ve no doubt run into the terms “buy...
by admin | Aug 30, 2011 | Investment Performance Guy, News
A colleague recently passed me a question that was sent to him: what is the proper treatment of class action settlement proceeds from securities-related lawsuits or bankruptcies, which are then deposited into an investment portfolio.You may have encountered this...
by admin | Aug 26, 2011 | Investment Performance Guy, News
TSG has announced that it’s conducting a survey on performance attribution. The survey will address all aspects of attribution, including approaches, preferences, and systems. Five cosponsors: DST Global Solutions, First Rate Investment Systems, ...
by admin | Aug 24, 2011 | Investment Performance Guy, News
In yesterday’s WSJ, William McGurn wrote about adhering to codes of conduct, and began by citing West Point’s code: “A cadet will not lie, cheat, steal or tolerate those who do.” As a former Army officer who served with many “ring...
by admin | Aug 23, 2011 | Investment Performance Guy, News
In this past weekend’s Wall Street Journal, Carl Bialik’s article, “Technology Can’t Save Us From Math Mishaps, brought home the problems we face daily in trying to ensure a relatively high degree of accuracy in the information we report.He...
by admin | Aug 18, 2011 | Investment Performance Guy, News
The revelation that the U.S. Justice Department is now investigating S&P’s ratings of pools of mortgage backed securities is perhaps totally unrelated to S&P’ recent downgrading of the U.S. government’s credit worthiness, but the timing does...