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

Barron's - "Hedge or Mutual Fund?"
Dow Jones - "Galleon Fund's Big July 2006 Gain Coincided With ATI Buyout"
Pensions & Investments - "The similarities between Pearl Harbor and Bernie Madoff"
Economist - "Con of the Century"
New York Times - "In Fraud Case, Middlemen in Spotlight"
Opalesque - "MPI's reverse engineering of hedge fund portfolios and its ability to provide new insight to firms considering the risk management and replication possibilities of funds"
The Financial Times - "Lifting the lid on hedge fund risks"
HedgeWorld - "2006 Hedge Fund Outlook"
CNN/Money - "Hedge Funds Headed for a Fall"
InvestmentNews - "Bayou Collapse Sends a Warning Signal"
The Economist - "In the Garden of Good and Evil"
HedgeWorld - "Can Style Analysis Act as Early Warning System for Hedge Funds"

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

Hedge Fund Analysis

Hedge Fund Analysis Factsheet