Money managers, broker dealers, consultants, custodians, plan providers, administrators, third party marketers, advisors and plan sponsors can save time and money by automating their performance and risk reports. Take the next step. Maintain the quality and sophistication of your reports while dramatically reducing the resources required to put your best foot forward.
MPI’s automation capabilities turn Stylus Pro into a powerful and flexible publishing engine, allowing "one-click" production of fact sheets, reports, marketing materials, etc.
- Automate almost any function of the software with StylusScript, MPI’s scripting language.
- PDF Creation & Merge: Print large automated publishing jobs directly to PDF and, if desired, merge or append them to other PDF documents.
- Batch Processing capabilities, including "MPI Publisher".
- Script interface and syntax highlighting.
Although Stylus Pro already offers an unparalleled analytic package; this module provides even more features, specifically the power to create custom manager ratings, scorecards or other custom analytics, among other features.
- Create proprietary manager rating systems or user-defined analytics and calculations in Prospector; utilize indicators to clearly identify distinct groups or specific managers on Prospector charts.
- Resampling, "MPI Portfolio Calibration", our unique, patent-pending approach to automated stress-testing can help identify portfolios that are robust in thousands of environments, not just one.
- Multiple Frontiers: Analyze and visualize multiple frontiers at one time to stress test portfolios in different economic environments, contrast different optimizations models or forecasts; show clients the value of adding additional assets/investments to their portfolios.
- User-Defined Optimization Variables: Create optimal portfolios using any metric of one’s choosing (not just expected return), such as manager rating, yield, fees, operational risk, etc.
- VaR: MPI's unique, returns-based Value at Risk (VaR) functionality estimates loss thresholds for a manager or portfolio. This is complemented with back-testing capabilities that identify the parameters that most accurately predict VaR for a given manager or portfolio. Marginal and Component VaR facilitate the identification of pockets of risk concentration and the effect of different exposures on overall VaR.
- Non-normality and higher moments can be taken into account by applying the Cornish-Fisher expansion in generating adjustments to compute 'modified VaR'.
- Prospector Database: Create a subset of a vendor/proprietary databases by filtering down and extending the number of fields with pre-calculated statistics that can then be used anywhere in Stylus Pro.
Advanced Database turns Stylus Pro into a true integration platform by allowing access to any number of proprietary databases (SQL, Access, Oracle, etc.) and seamlessly integrating them into the system. Users can then utilize in-house performance and qualitative data on thousands of products or accounts, regardless of location.
- Dictionaries (New!): A versatile new component providing spreadsheet-like table storage within Stylus Pro where user-provided data can be dynamically associated with a manager. Such data can be imported, manually entered and exported. Previously, such functionality required external sources such as Excel, Access, SQL Server or complex Stylus work-arounds.
- Dictionaries Block (New!): Utilizing the “Dictionaries” functionality described above, one can perform advanced-level reporting and visualization.
- Database Merge: The ability to correct or expand an existing MPI database.
- SQL: Use SQL statements to create customized charts and tables using information from proprietary linked databases.
- Prospector Database: Create a subset of a vendor/ proprietary databases by filtering down and extending the number of fields with pre-calculated statistics that can then be used anywhere in Stylus Pro.
High Frequency Analysis
Capture additional portfolio dynamics; detect shifts more quickly with daily data and analyze a broad range of products using daily indices across various asset classes and countries.
Dynamic Style Analysis (DSA)
Dynamic Style Analysis (DSA): A major breakthrough in returns-based style analysis (RBSA) for alternative investments using pattern recognition technology and other advanced dynamic techniques.
- Works with even very limited historical data
- More accurate results, quicker detection of style shifts
- Superior detection of leverage and shorting
- Unique predictability measures and factor selection model
Custom Language Support (CLS)
This module allows one to modify text that appears in Stylus Pro charts, tables and dialogs to suit organizational preferences, including foreign languages.