MPI solutions and research are frequently featured in a number of financial and investment media outlets.
“Markov Processes International… uses a model to infer what returns would have been from the endowments’ asset allocations. This led to two key findings… ” John Authers cites MPI’s 2017 Ivy League Endowment returns analysis in his weekly Financial Times Smart Money column.
“We are addressing the demand from a lot of asset managers who struggle to analyze more complex products, such as quantitative smart beta,” MPI President Jeff Schwartz tells WatersTechnology in an article about the launch of Stylus Pro Version 11.3. Click here to read the press release.
“Many advisors want to conduct quantitative analysis, but most don’t have the time. A new tool from Summit, N.J.-based (MPI) may help them perform more in-depth research on client portfolios and investment products,” writes Financial Advisor in an article about our recent Stylus Pro version 11.3 launch. Click here to read the press release.
“(MPI) will expand its risk, stress testing capabilities within the year,” writes Fund Technology in an article about our recent Stylus Pro Version 11.3 launch. Click here to read the press release.
“MPI has delivered a new research modelling technology that includes a quantitative research framework for the analysis and monitoring of managed products,” writes Global Investor Group in an article about our recent Stylus Pro Version 11.3 launch. Click here to read the press release.
Based on analysis from MPI’s Megan Woods, Institutional Investor’s Julie Segal reviews the performance of prominent Global Tactical Asset Allocation (GTAA) funds. With recent underperformance driving outflows to the once fast-growing group of strategies, the MPI study seeks to help fund selectors better evaluate GTAA products, a group of disparate, complex and often opaque funds that can potentially add valuable diversification to portfolios. For the full GTAA analysis, see our research “Parsing the Dynamics of Global Tactical Asset Allocation (GTAA) Funds“.
Supported by quantitative analysis and commentary from MPI Director of Research Apollon Fragkiskos, Risk.net takes a comprehensive look at risk parity funds’ behavior, finding that Q4 2016 returns suggest the strategy did not engage in a sell-off or act systematically to push market volatility up and asset prices down as some critics assumed.
Asset managers are racing to launch factor-based and smart beta funds, in part to satisfy investor demand for lower-fee, passive strategies. But a new study from investment research firm Markov Processes International, produced exclusively for Institutional Investor, finds that some of these products vary widely in their performance.
Risk parity implementation starts from the observation that while a traditional 60/40 stock/bond portfolio appears well diversified, equities are a lot more volatile than fixed income securities. Follow the article on The HedgeFund Journal to learn more.
As bond prices fell this month, a big question on the minds of many hedge fund managers was how risk-parity funds were holding up. Because those vehicles apply hefty amounts of leverage to their bond portfolios, they are seen as especially vulnerable to market sell-offs. And because risk-parity products typically take the form of mutual funds, with substantially lower fees than private funds, many hedge fund managers would like nothing more than to see them stumble when volatility increases — as it did following the Nov. 8 election. Read more from Hedge Fund Alert.