Website

CompoundingHappens.com

Damien is principal of CompoundingHappens.com. This is a web site for investment performance analysts, portfolio managers, quants, and other people who want to extend their thinking on investment performance analysis.

The material on CompoundingHappens.com is mostly written by Damien. Selected portions are contributed (with appropriate acknowledgement) by guests.

Publications in Peer-Reviewed Literature

Laker, Damien, “What is this Thing Called Interaction?”, Journal of Performance Measurement, Fall 2000, pp. 43-57.

Laker, Damien “Implementing Daily Stock-Level Attribution: A Case Study”, Journal of Performance Measurement, Winter 2000/2001, pp. 37-44.

Laker, Damien, “Incorporating Transaction Cost Measurement into Performance Attribution”, Journal of Performance Measurement, Summer 2001, pp. 13-24.

Davies, Owen and Laker, Damien, “Multiple-Period Performance Attribution Using the Brinson Model”, Journal of Performance Measurement, Fall 2001 pp. 12-22.

Laker, Damien “Performance Measurement for Short Positions” (Letter) Journal of Performance Measurement, Spring 2002.

Laker, Damien, “A View From Down Under”, Journal of Performance Measurement, Summer 2002, pp. 5-13. The title of this document as submitted to the journal was “Multiperiod Attribution Calculations: Reflections on the Spring 2002 Issue”.

Laker, Damien “Benchmark Rebalancing Calculations”, Journal of Performance Measurement, Spring 2003, pp. 8-18.

Laker, Damien, “Perspectives on Transaction-based Attribution”, Journal of Performance Measurement, Fall 2004.

Laker, Damien, “Toward Consensus On Multiperiod Attribution”, Journal of Performance Measurement, Spring 2005.

Training

Damien offers a one-day training course “Introduction to Investment Performance Measurement and Attribution”. This training course can be used as the first step toward more customized training, or as part of a consulting engagement.

Consulting Services

Damien has played many roles in the performance analysis industry. His deep technical knowledge and wide-ranging personal contacts can add value on a wide range of consulting assignments.

Damien understands more than just about anybody else about how to draw-in the threads between requirements gathering, vendor selection, structuring a commercial arrangement, getting management approval and buy-in, then finally ensuring that the implementation of a new system or business model meets or exceeds the goals that were initially set for it.

Furthermore, Damien can assist with occasional brief reviews, aimed at identifying each client firm’s potential for continuous improvement, then developing plans to help ensure that the potential is realized.