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3.06.2008 | mpi Stylus Pro Version 8.0
MPI is pleased to announce the official release of mpi Stylus Pro Version 8.0. New functionality in Version 8.0 focuses on portfolio analysis, asset allocation, new analytics, and automation. These features build upon MPI's preeminent platform for analysis, data integration, reporting and publishing. For highlights of these features, current clients should see our newsletter, Pilot 29, for an overview and our release notes for a more comprehensive list.

10.15.2007 | "Theories Offered on Hedge Fund Performance During Subprime Meltdown"
MPI's CEO offers an insight into "Hedge fund performance during subprime meltdown." in "Pensions and Investments".

9.24.2007 | "Lifting the Lid on Hedge Fund Risks"
Michael Markov's analytical research highlighted in the September issue of the "Financial Times".

6.28.2007 | "Big DSA is watching you!"
The article about MPI and Dynamic Style Analysis (DSA) is published in July's issue of "Banque & Finance", the leading banking publication in Geneva, Switzerland. Read it

6.18.2007 | GAIM 2007
MPI exhibited at the GAIM 2007 Conference on June 18-21 in Monaco. conference details ::

6.13.2007 | MPI in Europe
Markov Processes International Strengthens European Operations and Appoints Alexandre Dussaucy as Vice President, European Sales. details ::

5.7.2007 | "Forensic Analysis of Hedge Funds"
MPI CEO gave a talk "Forensic Analysis of Hedge Funds - Detecting Leverage and Fraud" at The Homeland Security Center for Dynamic Data Analysis (DyDAn) details ::

4.29.2007 | "CFA Institute's Annual Conference"
MPI exhibited at the CFA Institute's Annual Conference in New York on April 29 through May 2 in New York. conference details ::

4.26.2007 | "IMCA 2007"

MPI exhibited its latest solutions for Institutional Consultants at the IMCA 2007 Spring Professional Development Conference on April 26-29 in Phoenix, Arizona. conference details ::

4.16.2007 | "Hedge Fund Due Diligence Conference"

Jeremy Bach spoke at the Hedge Fund Due Diligence Conference on April 16th, 2007 in San Francisco. conference details ::

2.13.2007 | "Hedge Fund Replication and Alternative Beta"

Michael Markov spoke at the conference "Hedge Fund Replication and Alternative Beta" on February 13th, 2007 in London. conference details ::

1.17.2007 | MPI CEO speaks at the conference

Michael Markov spoke at the conference "New Methodologies in Hedge Fund Performance Measurement & Risk Management" on January 17th, 2007 in New York City. conference details ::

12.21.2006 | mpi Stylus Pro Version 7.0

MPI is pleased to announce the official release of mpi Stylus Pro Version 7.0. Version 7.0 includes many new features and enhancements that improve upon this already powerful research and reporting platform. The new version includes additions to both the core product and optional advanced modules, touching all areas of Stylus Pro s functionality. For highlights of these features, please see our newsletter, Pilot 28. For a more comprehensive list, please see our release notes.

2006 MPI USER CONFERENCE

Full Conference Agenda and Brochure is available.
Please Register Here.

10.13.2006 | MPI in the Wall Street Journal


"A Strategy Aiming to Pump Returns Gains Clout but May Be 'No Free Lunch'", an article in the Wall Street Journal features analysis and commentary by MPI CEO Michael Markov on the mutual fund 130/30 investment strategy. view ::

10.09.2006 | MPI Co-Founder Presents at MIT

Michael Markov presents a paper entitled "Dynamic Analysis of Hedge Funds" at MIT (Cambridge, MA) at the 3rd IASTED International Conference on Financial Engineering on Oct. 11, 2006. The paper, co-authored by scientists in both the United States and Russia, describes a new, efficient methodology designed to detect a hedge fund's risk, leverage and strategy dynamics using a performance track record. conference details ::

9.27.2006 | The McHenry Group Partners with MPI for Analytic Reporting Tool

- PRESS RELEASE - Research and Reporting Tool to be introduced at CFDD Advisor Conference in Chicago, October 3-5 ... view full ::

8.14.2006 | MPI Rating System Milestone

- PRESS RELEASE - MPI Enables Major Financial Institutions to Build Proprietary Fund Rating Systems On-the-Fly... view full ::

7.18.2006 | MPI In the News

HedgeWorld "When Long Means Loss" by Chidem Kurdas. A look at potential loss issues with regard to long-only investing -- includes analysis by MPI

6.26.2006 | MPI Announces Headquarters and European Operations Expansions

- PRESS RELEASE - MPI announced the relocation and expansion of its headquarters in Summit, NJ. The new site, located at 25 Maple St., will include executive, sales, support, development and training operations. Additionally, MPI announced the opening of its first European sales and services office based in London... view full ::

6.5.2006 | MPI On the Road

Jeremy Bach of MPI presented the Sincere & Co. sponsored session "Planning Your Clients Retirement: Statistical Analysis of Investment Managers" at the FPA NCA Summer Symposium on Retirement & Estate Planning in Bethesda, MD. conference details ::

4.26.2006 - 4.28.2006 | MPI On the Road

MPI's Jeremy Bach is featured in the "Race to Rate Hedge Funds" panel discussion at the Opal Financial Group - Alternative Investing Summit on April 28 at 8:00 a.m. Visit the MPI booth to see the latest MPI solutions for hedge fund analysis from April 26-28, 2006 at the Sawgrass Mariott Resort & Spa in Ponte Vedra Beach, FL... conference details ::

2.5.2006 - 2.8.2006 | MPI On the Road

See the latest MPI solutions for marketing/sales and client communications at booth #34 at the NAVA 2006 Marketing Conference in Rancho Mirage, CA... conference details ::

1.25.2006 | MPI In the News

HedgeWorld "Outlook 2006: A Challenging Comparison" by Chidem Kurdas. A hedge fund trend piece featuring analysis by MPI

12.4.2005 | MPI Media Alert

- MEDIA ALERT - MPI CEO to Discuss Hedge Fund Analysis Technology at Alternative Investing Summit... view full ::

11.15.2005 | MPI In the News

CNNMoney "Hedge funds headed for a fall?", by Amanda Cantrell

11.2.2005 | MPI Announces Stylus Pro Version 6.0

- PRESS RELEASE - Markov Processes International Announces Stylus Pro Version 6.0 at 2005 User Conference... view full ::

10.24.2005 | MPI Media Alert

- MEDIA ALERT - Markov Processes International to Hold User Conference at Mohegan Sun Resort

10.17.2005 | MPI In the News

HFN - HedgeFund.Net -- All Systems Go by James Armstrong - a review of new technologies for the Hedge Fund market featuring MPI

10.4.2005 | MPI Panel Presentation

Jeff Schwartz, VP/Sales at MPI, presented at the Center for Due Diligence Advisor Conference in Chicago. Topic: "Evaluating Analytic Software". This panel discussion reviewed popular software packages and addressed performance, risk and style attributes of funds and managed accounts and also discussed allocation and portfolio construction tools. For more conference information look here. If you are interested in speaking with an MPI representative on this subject please email sales@markovprocesses.com

10.1.2005 | MPI Japan Announces New Tokyo Office

We are pleased to announce that MPI Japan, Inc. has moved into a new office in Tokyo. The spacious new office, with a great on-site training facility, supports expansion efforts in the Japanese market. We congratulate Miyamoto-san, the President of MPI Japan, and the entire team on this exciting step. For details please visit the MPI Japan website www.mpi-japan.com. MPI Japan is a wholly owned subsidiary of MPI with clients including some of the largest broker-dealers, asset management firms, investment consultants and most prominent public and corporate pension funds. In addition, MPI software is used in MBA programs of several prestigious business schools in Japan.

MPI 2005 USER CONFERENCE

Full Conference Agenda and Brochure Available
Click Here to Download

9.23.2005 | MPI In the News

Wall Street & Technology -- News Brief -- Dynamic Hedge Fund Analysis

9.19.2005 | MPI In the News

Investment News Bayou Collapse Sends a Warning Signal, By Sara Hansard

9.8.2005 | MPI In The Economist

"Hedge funds -- In the garden of good and evil", an article in The Economist features analysis and commentary by MPI CEO Michael Markov on the investigation of the Bayou Management hedge fund and provides a review of MPI's background and achievements to date.

9.5.2005 | MPI In the News

Investment News -- News Brief -- Advanced Analysis Tool for Hedge Fund Returns

8.1.2005 | MPI In the News

HedgeWorld -- Can Style Analysis Act as Early Warning System for Hedge Funds? By Chidem Kurdas

8.1.2005 | MPI Launches Technology to Revolutionize Hedge Fund Analysis

- PRESS RELEASE - MPI’s Dynamic Style Analysis Provides Unprecedented Hedge Fund Transparency and Due Diligence... view full ::

7.25.2005 | MPI Presentation

Jeff Schwartz, VP/Sales at MPI, presents at the Retirement Savings Summit on July 26, 2005 at the Hyatt Regency, Cambridge, MA. Topic: "Platform Solutions for Integrated Fiduciary Risk Management, Decision Making and Reporting," 2:45 p.m.-3:30 p.m. (EST). For more conference information go to http://www.frallc.com. If you are interested in speaking with an MPI representative on this subject please email sales@markovprocesses.com

6.28.2005 | Enterprise Solutions Transform Reporting Processes Across Financial Service Organizations

- PRESS RELEASE - MPI’s Dynamic Content Distribution Saves Time, Cuts Costs and Refocuses Professional Priorities... view full ::

3.22.2005 | Standard & Poor's Basic Fund Package

Standard & Poor's Basic Fund Package has been added to MPI’s extensive menu of third party database options. This package is available to existing and new clients at no additional charge. The Basic Fund database provides monthly returns and sixty-six quantitative and qualitative datafields for over 17,000 equity, bond, and money market mutual funds. S&P’s Basic database will be rolled-out to existing clients as a three-month trial and new clients will receive the database bundled with the application. Please note that this package will be complemented by a fee-based Expanded Fund Package in the very near term.

3.17.2005 | mpi Enterprise Prospector User Guide and Example Studies

mpi Client Services offers Enterprise Prospector subscribers a detailed user guide with associated example studies. The user guide illustrates advanced features and controls that extend Prospector's core functionality. Enterprise Prospector provides a new level of flexibility and control for advanced research and reporting solutions ( Optional Modules ).

Below are a few areas where the advanced module can make an impact:

Proprietary Rating Systems

  • Differentiate your expertise: include proprietary metrics and calculations into research reports and analysis.
  • Dramatically enhance quality control: transition from complex spreadsheet environments.
  • Back-test various model types & assumptions on-the-fly.
  • Simulate 3rd party methodologies: anticipate and expand product development intelligence.

Custom Peer Group Creation

  • Increase research precision: flexible qualitative and quantitative filter capabilities.
  • Develop library of peer groups: narrow for select list programs and broader-based ones for general reporting.
  • Efficiently apply peer group construction across asset classes.
  • Lock-down quality control with consistent peer group filter and analytics within organization.

Manager Search and Selection

  • Visualize analytic relationships: chart proprietary metrics; 3rd party fundamental; and mpi computed statistics.
  • Seamlessly export specific managers to mpi Stylus Pro or mpi Allocator for more in depth analysis.
  • Efficiently create custom sets: capture pure play manager dynamics.

Risk Management Reporting and Oversight

  • Monitor sample sub-sets within population: conditional Color Indicators.
  • Enhance precision: ensure best-fit indices.
  • Examine dispersion: incorporate model and client portfolios.

If you are not a current subscriber to Enterprise Prospector, please contact support@markovprocesses.com for more information.

1.27.2005 | mpi Learning Program

mpi Client Services is pleased to report the successful launch of its mpi Learning Program. The first course offering, mpi Stylus Pro Comprehensive, was held in December and January in Burlington (MA), New York (NY), and Chicago (IL). Nearly thirty client partners, across sixteen firms, participated in the 2-day, hands-on program. Each session benefited from a unique mix of user experiences and interests, making for a productive and diverse learning environment. At the end of each course, clients were invited to complete a course evaluation to share their thoughts and opinions on the program and Stylus in general. In the words of one client, “The active hands-on approach was excellent - it kept me interested and involved”. As we expected from our exceptional clientele, however, there were many wonderful suggestions for improving and enhancing the workshop as well.

Courses within the mpi Learning Program are designed as collaborative and hands-on programs to match specific research and reporting solutions. To help guide this interactive approach, the Stylus Pro Comprehensive course offering was designed to represent an actual series of business scenarios. By connecting Stylus to real-world research and reporting situations, users are able to more quickly make the necessary developments and connections to apply their new learning to their business environment. And because MPI keeps the student to teacher ratio as low as possible - at approximately three students per MPI professional - each participant is assured personal contact and a chance to discuss his or her own Stylus questions and suggestions in an informal, one-on-one format. Stay tuned for expanded course offerings!

11.18.2004 | Blue Heron's SPI indices

MPI is pleased to announce that Blue Heron Consulting's proprietary Strategy Performance equity indices have been added to your US Equity Index database. The Strategy Peformance equity indices contain 18-month return histories and are free-of-charge. The extended, 36-month performance index set has an associated fee. Clients who are interested should contact support@markovprocesses.com.

Blue Heron Consulting's proprietary set of strategy-based indices, known as Strategy Performance Indicators (SPI), is designed for Returns-Based Style Analysis. Distinct from traditional broad market or style indices composed of individual securities, each SPI series is comprised of about 5 to 10 Pure-Play managers selected on the basis of proprietary qualitative research and analysis of holdings.

Blue Heron's proprietary indices will help to isolate the set of investment strategies unique to a manager's investment process and philosophy. The result is known as the manager's Strategy Profile; i.e. the fingerprint of their investment activities. Their research suggests that it is often the strategy that drives manager returns, even to a greater extent than style.

Their research also indicates that distinct profiles result in very different performance over short time periods and that specific strategies are rewarded differently depending on market environments. Due to these meaningfully different performance patterns over the short term (e.g. three years or less), an accurate understanding of a manager's strategy biases is essential to correctly assessing the managers level of skill and their role in a multi-manager mix.

Blue Heron's SPI indices can be used right now with the most recent Basic Indices update in MPI Stylus. In any Stylus study, simply select the "BHCSPI" style map from the maps folder. Try applying the index selection model in the Parameters node to distill the strategy profile. Compare and contrast style analysis results between this and other outlines.

For additional information and description of the SPI indices please download this document: Strategy Performance Indicators.

11.18.2004 | Research Template

The new template contains two alternative one page reports using Blue Heron Consulting's Strategy Performance Indices (SPI) in the Style Outline. The template may be used to examine the explanatory power of using investment strategies as well as style to describe and evaluate managers' performance. Details are available for clients here.

11.03.2004 | Online Modular Training

MPI Client Services Team announced the latest schedule for online modular training. Sessions are free of charge to all MPI Clients and are designed to provide useful overviews of specific research and reporting elements of the application. Each session will be hosted by a Client Servicing Professional and last approximately one hour. please click here for the schedule and calendar (mpi clients).

10.19.2004 | Mpi Learning Program's Regional Training Course

MPI Client Services is pleased to present its first regional training course offering as part of the expanding "MPI Learning Program". Five domestic and one international location will be included in the initial roll-out phase of the program: Boston, New York, Chicago, San Francisco, Seattle, and London.

Regional training courses within the MPI Learning Program are designed as interactive, collaborative, and hands-on training practicums at regional computer lab facilities. Each course promises its own unique benefits, from significantly enhancing research quality control to helping establish significant cross-functional efficiencies and solutions for investment work practices. Each course will be hosted by a Client Services Professional partner(s) and have an associated "Course Profile" and "Detailed Course Agenda" document. For more information specifically on the "Mpi Stylus Pro Comprehensive" course, please click here (mpi clients).

09.23.2004 | Thematic Online Training Program

As a precursor to MPI’s Regional Training Workshop series poised to begin in December, the MPI Client Services Team introduced a new learning program comprised of 11 thematic online training sessions. The sessions are modular in format and present users with a top level overview of specific areas of the application. The duration of each session is roughly 1-hour and will be hosted by a Client Servicing Professional. To view the expanded program, please click here.

08.30.2004 | Lipper Database

Lipper Analytical's Variable Underlying Fund and Variable Subaccount Databases are now available for download and use within MPI Stylus. Included with 120 months of historical performance data are approximately forty qualitative fields to help support variable annuity research and reporting objectives. To inquire further, please contact John Lampe of Lipper Analytical at (303) 405-7403.

08.13.2004 | New Templates

A number of new database-specific templates are developed for use with mpi Stylus Pro. The templates are based on eVestment Alliance and Hedge Fund Research databases, and can be used as manager due diligence overview reports and product profile factsheets. Details are available for clients here.

05.14.2004 | MPI Client Seminar in NYC

MPI conducted a seminar in Manhattan at the Midtown Hilton on May 14th. Seminar agenda can be found here. MPI's research and development efforts over the past several years in the areas of alternative investments and returns-based style analysis have proven quite timely. The dramatic rise in hedge funds and diminished manager transparency have escalated the need for more advanced research and risk management applications. In that spirit, the program format is designed as an educational workshop that illustrates how to successfully apply MPI's technology using well-known hedge fund stories such as Long Term Capital, Soros Quantum Fund and others as case studies. Additionally, we will introduce our new Hedge Fund Engine, as well as our new asset allocation module for Stylus Pro, MPI Allocator.

04.15.2004 | mpi Allocator™, an Asset Allocation tool from MPI

MPI Allocator, our asset allocation module and the newest addition to the MPI Stylus Pro Suite, is scheduled for beta release in early 3rd QTR 2004. Allocator applies the best of MPI's analytics, visualization and reporting to the development and analysis of asset allocation policies. Its breakthrough design offers unlimited flexibility in conducting asset allocation studies and presenting their results in client-ready reports. The Allocator comes with a library of templates that include dozens of charts and tables and ready to use reports. Like all MPI products, we will continually update Allocator with new methodologies, forecasting models and features from which you can choose.

03.01.2004 | mpi Hedge Fund Engine™

MPI Hedge Fund Engine, which offers a new model of returns-based style analysis (RBSA), is scheduled for release in May 2004. The engine dramatically improves the analysis of very active and long/short products, hedge funds in particular. This patent-pending technology from MPI presents a major breakthrough in RBSA and the first significant advance in this area since it was developed by Sharpe in 1992, addressing all of the original methodology's limitations. It delivers unparalleled precision in sensing portfolio dynamics, identifying breaks in exposure (e.g., manager or strategy changes) and protecting from spurious correlations and instability of results when analyzing hedge funds. Used to its fullest, it allows one to literally reverse-engineer alternative investment products, making it an invaluable tool for investment consultants and fund-of-funds managers. MPI has been at the forefront of returns-based style analysis (RBSA) research for the past 10 years and we will continue to deliver the best technology and methodologies to our clients.

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