MPI Events

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

Allianz Structured Alpha: Unpacking Complex Strategies

As reported in our recent research, volatility during the COVID crisis resulted in some prominent volatility-trading fund blow ups with Allianz Structured Alpha posting a $4 billion loss in client assets. Although tail risk-hedging strategies are designed to protect investors in a market sell-off, it appears that some of these products actually amplified losses in a tail risk event.

Our webinar will examine how MPI’s Dynamic Style Analysis can efficiently evaluate complex hedge fund strategies, expose hidden risks, and better uncover the sources of alpha.

In this webinar, we will discuss how to:

  • Screen a universe of complex products to identify quantitative outliers
  • Demonstrate how common risk analytics can underestimate loss potential
  • Identify factor exposures that best explain a fund’s underlying behavior
  • Determine the source of any actual alpha

For your convenience, we are offering to host the webinar on two dates. Please select the session you would like to attend:

Infinity Q: Not Your Parent’s Mutual Fund

Webcast: April 8, 2021 & April 15, 2021

As widely reported in recent days, the Infinity Q Diversified Alpha Fund ($1.8 billion AUM as of Jan 2021) has suspended redemptions. Such cases point to the proliferation of hedge fund-like products now parading as 40-Act mutual funds and how investors may not be well positioned to assess the risks of these complex products.

MPI’s webinar will examine how our proprietary quant models can help explain alt strategies, expose hidden risks, and provide early indications of potential trouble.

Register now

 

Options & Volatility Funds During the Pandemic

Webcast November 17, 2020 & November 19, 2020

We invite you to join us for our latest webinar, where we’ll use MPI’s patented Dynamic Style Analysis to decipher different volatility strategies, including Allianz‘s Structured Alpha, Gateway and others to provide insights into their performance during the crisis.

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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.

View the Webinar

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.

Register

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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