Research on Mutual Fund Performance During QE3 Covered in Barron’s
In “These Funds Were QE3’s Biggest Winners (And One Loser)“, Barron’s Brendan Conway covers MPI’s research post, “QE3’s Big Winners, Positioned For the Printing Press”.
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In “These Funds Were QE3’s Biggest Winners (And One Loser)“, Barron’s Brendan Conway covers MPI’s research post, “QE3’s Big Winners, Positioned For the Printing Press”.
In “When An Underperforming Fund Is A Good Thing“, Barron’s covers MPI’s research post, “Alpha and Excess Return: Not Synonymous“.
Marcuard Family Office adopts MPI’s proprietary quantitative analytics for investment decision making. Read more about the motivation for Marcuard’s adoption of DSA.
This FTfm profile of MPI discusses the power of MPI’s software for managing portfolios of hedge funds, including selecting superior managers, managing risk and detecting potential fraud.
MPI’s case study on Bridgewater Pure Alpha II is quoted in Tim Nuding’s article “Hedge Fund Return Expectations in a Paranormal World” in the Summer 2012 edition of Professional Investor: The Journal of the CFA Society of the UK.
Commencing a new weekly post on the Research Corner, MPI uses dynamic factor analysis to estimate exposures to Facebook in its first month of trading. Introducing, Chart of the Week: Facebook.
MPI CEO Michael Markov discusses the rising popularity of risk parity and the predictable short term nature of risk in this FTfm story by Sophia Grene.
Michael Markov spoke in Europe at a series of CFA seminars on the powers of dynamic factor analysis and its patented methodology, DSA. Please contact us to request presentation “Hidden sources of alpha: from market timing to insider trading”. See our blog post for more.
With the AIJ fraud rattling the Japanese Investment community, MPI CEO Michael Markov presented at Waseda University on its ex-ante analysis of the AIJ fraud and techniques for manager and fund universe surveillance. See our AIJ blog post for more.