MPI Events

Here is a round up of our upcoming and recent industry events.

Identifying Liquidity Risk in Fixed Income Mutual Funds: A Quantitative Approach

Webcast: September 15, 2020

The quantitative research and approach demonstrated in this webinar will help provide a useful and pragmatic framework for investment practitioners to screen for liquidity risks when selecting new fixed-income products, as well as when conducting ongoing monitoring of their current bond funds.

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Market Mayhem: How to Assess Complex Strategies During Extreme Events

Webcast: March 23, 2020 & March 26, 2020

A returns-based factor framework provides an elegant way to understand the drivers of complex strategies and assessing their behavior in times of market stress. Using Bridgewater’s All Weather and Pure Alpha as examples, MPI will demonstrate how factor analysis can be used to monitor daily market swings of investments in the current chaotic environment.

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Dissecting Complex Fixed Income: What Drives the Performance of the World’s Largest Active Fixed Income Fund?

Webcast: December 18, 2019

Over the past 10 years, PIMCO Income fund (PIMIX) has been the top performing fund in its category and the only one in the top quartile 10 years running. However, in 2019 the fund has fallen to the bottom quartile.

Using this fund as an example, we will demonstrate how returns-based analysis can be used to analyze complex fixed income products without delving into volumes of complex holdings reported with a lag.

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Surveillance System: Case Review of Woodford Equity Income Fund

Webcast: September 12, 2019

Star manager Neil Woodford’s flagship equity income fund hit the headlines after performance woes led to massive fund redemptions and a suspension by the United Kingdom’s Financial Conduct Authority (FCA). Please join us for a webcast to walk through and discuss observations that were informed by our software platform’s custom surveillance analytics and visualization capabilities.

Speakers:

  • Rohtas Handa, EVP, Head of Institutional Solutions, MPI
  • Daniel Li, PHd, Director of Fund Research, MPI

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Liquid Alternatives: Understanding Their Role in Volatile Markets

Webcast: May 23-24, 2018

Higher volatility and growing concern over an equity market downturn has investors increasingly focused on equity market diversification. In this webcast, we will discuss the impact of higher volatility on investor portfolios and what role liquid alternatives can play as a diversifier.

Speakers:

  • Sol Waksman, President, BarclayHedge
  • Rohtas Handa, EVP, Head of Institutional Solutions, MPI

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Ivy Endowments: Understanding Alpha, Risk and Performance Efficiency

Webcast: April 18, 2018

It is well known that Ivy League endowments invest in risky assets, but quantifying those risks has historically been difficult. In this webcast, our research team presents the findings of its report analyzing the alpha-generating capabilities and associated hidden risks of the endowment model.

Speaker:

  • Apollon Fragkiskos, Director of Research, MPI

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Smart Beta: Understanding Performance in a Rising Rates Environment

Webcast: March 6-7, 2018

Smart beta strategies have been among the most popular growth segments over the last 10 years. In this webcast, we look at how higher yields could impact one corner of the smart beta world—low volatility smart beta ETFs.

Speakers:

  • Rohtas Handa, EVP, Head of Institutional Solutions, MPI
  • Megan Woods, CFA, Research, MPI

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Managed Funds Association

Network 2018 Conference
January 22-24, 2018
The Loews Miami Beach Hotel
Miami Beach, Fla.