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Analytics Technology Research
New Initiative MPI Transparency Lab

A free resource from MPI providing unique insight into the world’s largest and most opaque investments. Explains results, uncovers hidden risks… Featured in The New York Times.

New Technology MPI Stylus Web

Transforming retirement plan analysis, monitoring and reporting with our new application for Advisors

New Analytics MPI Risk Solutions

Now providing advanced stress-testing features that deliver insight into fund performance across various regimes and hypothetical scenarios.

MPI delivers advanced portfolio analytics to help fund buyers make smarter, more informed decisions, while offering fund sellers deeper insight into the style, performance and risk characteristics of their product sets.

Software Products

MPI Software Product Overview

A comprehensive selection of
investment analytics
and reporting solutions

Asset Owners & Consultants

Improve your investment analytics and portfolio optimization capabilities

Fund Research

Achieve deeper analytical insights and deliver your team actionable investment intelligence

MPI Hedge Fund Indices

Better benchmarks for measuring institutional quality hedge fund performance

Advisors & Wealth Managers

Better market your expertise and improve client outcomes

Portfolio & Risk Analysis

Better understand and explain individual fund or manager impact on overall portfolio dynamics

Target-Date Radar

A powerful TDF analysis and comparison tool for plan advisors

Asset Managers

Gain a competitive edge in the design, launch and marketing of your funds and products

Monitoring & Surveillance

Identify and articulate a more nuanced story about investment performance

MPI Stylus Web

Retirement plan analysis, monitoring and reporting application specifically designed for advisors

Retirement Plan Advisors

Improve your plan creation, monitoring and reporting capabilities

Automated Reporting

Generate and distribute dynamic investment insights to internal teams, clients and prospects
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    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

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