by admin | Feb 4, 2014 | Investment Performance Guy, News
It’s probably not surprising that Sunday’s Superbowl is still a topic of discussion. I’m conducting a GIPS(R) (Global Investment Performance Standards) verification this week, and this morning, when I went into the hotel’s concierge lounge, I...
by admin | Jan 29, 2014 | Investment Performance Guy, News
I have to thank my lovely daughter-in-law, Monica, for providing this photo to me. Consider this, a “fun” post. I was in the Army for almost five years, and stationed for 39 months with the 25th Infantry Division (Oahu, Hawaii; I was a Field Artillery...
by admin | Jan 28, 2014 | Investment Performance Guy, News
Note: the following comes from this month’s newsletters, but I wanted to get it out, given the urgency of registering! The CFA Institute has made a huge commitment in our segment of the industry by creating, maintaining and administering the Certificate in...
by admin | Jan 28, 2014 | Investment Performance Guy, News
This year’s Performance Measurement, Attribution & Risk (PMAR) conferences, like last year’s, will have a theme. It started as “Casino Royale,” but has been broadened to “Secret Agents,” or more specifically, “Secret...
by admin | Jan 24, 2014 | Investment Performance Guy, News
At the core of performance measurement is the rate of return. While we are often distracted by attribution, risk, and the Global Investment Performance Standards (GIPS(R)), the ROR is fundamental. And so, there are some key points we should agree on. 1. Use...
by admin | Jan 22, 2014 | Investment Performance Guy, News
Most of those who calculate rates of return have settled on either the end-of-day or start-of-day treatment for cash flows. Some time ago I arrived at the belief that a mixed treatment is better: Inflows: start-of-day Outflows: end-of-day. While in bed one...
