Still a work in progress ‘Work in progress’ is a common caveat across the buy side, and nowhere is it more pertinent than for fixed-income performance measurement and attribution. Issues of methodology and data management have hindered efforts by manager

The wait for fixed-income performance measurement and attribution tools on a par with those on the equities side has been a long one, and for good reason - challenges of pricing, market data, and methodologies have loomed much larger for fixed-income managers than for other, simpler asset types. That does not mean efforts have been bogged down since BST's predecessor Hedge Fund & Investment Technology last examined the issue in 2005, but the proverbial haul clearly remains long.

The difficulties

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: