MPI Software Product Overview
investment analytics
and reporting solutions
Asset Owners & Consultants
Fund Research
MPI Hedge Fund Indices
Advisors & Wealth Managers
Portfolio & Risk Analysis
Target-Date Radar
Asset Managers
Monitoring & Surveillance
MPI Stylus Web
Retirement Plan Advisors
Automated Reporting
Submit it here, and we will respond shortly.
Featured research
How will each party tax proposals impact the wealth of Middle Class and High Net Worth households?
With Mag 7 stocks trouncing VC and Private Markets trailing in FY2024, Columbia and Brown lead Ivy endowments but with vastly different risk and exposures
How the anemic deal climate, record low distributions and massive unfunded capital commitments are pushing endowments further into illiquid private equity & venture capital, increasing risk & leverage in portfolios (and markets broadly)
Ivy and elite endowments did poorly in fiscal year 2023, especially relative to a global 70/30 benchmark and smaller, less resourced endowments that invest in less private markets assets/funds than those employing the ‘Yale model’.
Media Coverage
“Style analysis is a useful tool that can illuminate how a portfolio operates if people understand how to use it, which Markov and his employees do, Sharpe said in an interview. “I would pay serious attention to the results they produce,” he said.” Justin Mitchell quotes Nobel-prize winner in Economics William Sharpe in his article.
“The quantitative analysis firm has a method for back-solving portfolios using returns rather than squishy self-reported allocations, and produced a study for Institutional Investor,” writes Leanna Orr about MPI in her article “David Swensen Is Great for Yale. Is He Horrible for Investing?”
Chris Flood from The Financial Times talks about MPI’s technology, its ability to reverse engineer hedge fund returns and applications from fund selection to managing risk and detecting potential fraud. “MPI’s software provides valuable insights into how a hedge fund delivers returns. It can help an investor understand whether a manager is adding value. If some […]
“This method allows firms to effectively deduce strategies at other firms and avoid potential counterparty risks, without being forced to wade through information…” The article “Criminal minds and increased surveillance” highlights MPI’s technology for non-intrusive Oversight and Surveillance.
“Michael Markov, C.E.O. of MPI, a quantitative research firm, said calculations using daily prices of AXA Rosenberg’s mutual fund portfolios suggest that by early 2009, there was “an apparent aberration” in the funds.” The New York Times’ Jeff Sommer features MPI’s analysis in a story “The Tremors From a Coding Error”.
“…(MPI) was hired by a fund two years ago to look into Fairfield Sentry’s returns and found that it was “statistically impossible to replicate them.” New York Times article “In Fraud Case, Middlemen in Spotlight” discusses how MPI found warning signs in Madoff’s returns.
“To folk who want to invest in hedge funds, as well as those who want to invest like hedge funds, Markov Processes has a lot to offer…” The Economist article “In the garden of good and evil” discusses MPI’s expertise in quantitative analysis and replication of hedge funds
