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mpi Stylus Pro

mpi Stylus Pro is the engine that enables users to create their own research and reporting applications. With mpi Stylus Pro you can integrate your data; calculate unlimited performance-based analytics; create custom designed analysis "templates", reports, charts and tables; and publish professional quality materials for electronic or printed communication. Best of all, you can automate the entire process so that a single "click" can run your research and reporting program.

Together with mpi Prospector (our visual database analysis application), mpi Integrator (our report integration manager) and mpi Allocator (our asset allocation and portfolio optimization tool), mpi Stylus Pro is part of the mpi Stylus Pro Suite.

Feature Set

Data Acquisition and Integration

  • Utilize any combination data frequency: daily through annual returns
  • Visually identify outliers, potential data errors. Handles missing data
  • Receive parallel access to databases from multiple data providers, including Lipper, Morningstar, Micropal, PSN, Mobius, eVestment Alliance , Nelson, etc.
  • Access performance and qualitative data in text files, spreadsheets, Word and RTF documents
  • Access any data in SQL databases (Oracle, Access, SQL Server, etc.) using Open Database Link - one of Stylus Optional Modules
  • Build your own comprehensive product databases in Excel

Research, Analytics and Visual Representation

Analytical Engine

  • Choose from five style estimation methods, including MPI's own Locally Weighted Regression (LWR) , the most accurate available
  • Measure validity and accuracy of analyses
  • Utilize our unique noise reduction techniques
  • Perform constrained multiple regressions with box and/or linear constraints
  • Control the size and positioning of the regression window

Exposure Analysis

  • Employ multi-level hierarchical analyses
  • Simultaneously analyze multiple portfolios with different return histories
  • Detect exposure to derivatives (currency and index futures), shorting, and leverage
  • Evaluate exposure relative to and in excess of a benchmark
  • Rank estimates versus peer groups, other funds and/or benchmarks
  • Evaluate funds comprised of multiple portfolios (fund-of-funds) and securities

Performance Attribution

  • Calculate all manger return components: Security Selection, Timing and Excess Return(relative to benchmark), as well as by asset type
  • Generate a style index that's in-phase with portfolio and benchmark return series
  • Calculate total and incremental contribution to return by component and asset
  • Evaluate risk-adjusted component performance and significance of component return
  • Rank all measures within a specified peer group

Risk Analysis

  • Calculate systematic risk (style), specific risk (selection), investment risk (relative to specified benchmark) and upside/downside risk
  • Generate a full range of MPT statistics including alpha, beta, Sharpe ratio, and t-stat

Visual Representation

  • Create and display a virtually unlimited number and variety of customizable charts and tables, in any sequence, to support the analytical process of users
  • Specify return preference (total, cumulative, time-to-date, rolling window) and discrete period options per visual
  • Provides full control of frequency and interval of output per visual
  • Customize titles, subtitles, footers, axis labels, background, ranges, scales and origin of axes, colors and markers, position of legend
  • Include any style index, benchmark or peer group as a reference point
  • Import graphical images, such as company logos, backgrounds, symbols, etc.
  • Create customized labels, text boxes, captions
  • Include up to 256 "Views" (groups of associated charts, tables and/or memos) per study
  • Utilize our built- in slide show, zoom, scroll, pan and animation capabilities
  • Print View elements and exports them as bitmap, metafile or GIF files.

Reporting

  • Customize any graph, chart or table to meet your exact preferences
  • Combine multiple graphics, charts, tables and text on any report page
  • Offer precise, individually designed report page layouts
  • Recreate existing reports or other communications with "one-to-one" precision
  • Make modifications to graphs, charts and tables in your study "Views" that instantly update "linked" elements in your associated reports
  • Customize titles, footers, etc.; provides pagination control and print previews
  • Print directly to multiple printers
  • Export to Adobe Acrobat (PDF), PowerPoint, RTF files or self-executing slide shows.

Automation and Publishing

  • Fully automate the analysis, reporting and publishing (exporting of reports, charts and tables) of information on an enterprise-wide basis with scripted execution
  • Batch process reports for large-scale production (via mpi Integrator)
  • Create dynamic text with our scripting language

Distribution of Dynamic Content

  • Deliver dynamic reports and content to authorized recipients, allowing users to individual specify various institutionally-approved elements of an analysis (managers, client portfolio, time period, etc.)
  • Access dynamic content over the web through our mpi Stylus.web application or our mpi Stylus Server, or
  • Distribute content to other approved desktop users of mpi Stylus Pro Suite or mpi Stylus Suite (our advisor-oriented application)

 

mpi Stylus Pro Suite