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Hedge Fund Analysis Software

Traditional Returns-Based Style Analysis (RBSA) has been relatively ineffective in the analysis of alternative investments - leaving a gap in due diligence efforts of Hedge Fund of Funds Managers. In response, MPI has developed a solution to this problem - Dynamic Style Analysis (DSA) - a patented pattern recognition technology that represents the first significant advance in this area since RBSA was first developed by Sharpe in 1992.

With DSA, MPI Solves the Needs of the Hedge Fund Professional:

  • Address risk management and/or fiduciary needs in an incredibly cost-effective way
  • Effectively reconcile manager performance with disclosed strategy
  • Uncover more information on underlying style, leverage and shorting than was thought possible
  • Assess the predictiveness and validity of analyses
  • Backtest the ability to predictively replicate the strategy with one click
  • Seamlessly integrate multiple third-party and/or proprietary data sources
  • Use MPI's returns-based VaR technology to assess risk and test historical accuracy of the model
  • Create and analyze model or fund-specific portfolios in mean-variance optimizer
  • Easily select and monitor managers with MPI's visual database search engine
  • Automate repetitive reporting processes to save time and money
  • Incorporate almost any kind of data into analysis and reports (qualitative, holdings-based, returns-based, etc.)
  • Design almost any kind of custom report desired with MPI's easy to use template-based approach

Advantages of MPI Hedge Fund Technology

  • Superior Accuracy
  • Proprietary Cross Validation
  • Detection of Shifts in Portfolio Strategy
  • Protection from Spurious Correlations
  • Detect Leverage
  • Analyze Products with Limited Histories


MPI Products for Hedge Fund Analysis


MPI Reports / Analysis

To request a specific sample report click here


MPI in Hedge Fund News


MPI Hedge Fund Presentations

  • "Forensic Analysis of Hedge Funds - Detecting Leverage and Fraud" - The Homeland Security Center for Dynamic Data Analysis (DyDAn), May 2007
  • "Dynamic Style Analysis - the key to understanding and replicating hedge fund strategies" - Hedge Fund Replication and Alternative Beta, London, January 2007
  • "The Race to Rate Hedge Funds" - Alternative Investing Summit, April 2006
  • "New Frontiers in Hedge Fund Due Diligence" - Alternative Investing Summit West, December 2005
  • "Improving Hedge Fund Due Diligence - Detecting Leverage, Skill and Fraud using Dynamic Style Analysis" - Alternative Investing Summit East, April 2005
  • "A Workshop in Hedge Fund Analysis" - MPT Forum, Tokyo, June 2004
  • "Understanding Hedge Funds" - Pension Investing Conference, Tokyo, October 2002

 

Products

See a profile on MPI in the Financial Times including testimony from a sovereign wealth fund Stylus user on risk analysis and monitoring of managers.