MPI solutions and research are frequently featured in a number of financial and investment media outlets.
The period of market turbulence after the UK voted to leave the EU could herald the start of a new cycle of volatility surprises and investors should be wary of events to which risk parity funds are calibrated to adapt, according to investment research firm Markov Processes International (MPI). Find out more on Investment Week.
A recent article in The Wall Street Journal featured Quantedge Capital, a quantitative global macro hedge fund manager that has gained around 40% after fees year-to-date through June. Learn more about the volatility that comes with high returns on Finalternatives.com
In the world bond fund category, a dramatic change has happened: last year’s worst-performing funds are this year’s best-performing ones. See what caused these developments on Investment Europe.
Chief Investment Officer finds that risk parity strategies were hit hard by the fallout from the UK’s referendum on European Union membership, data show—and they could be caught off guard again.
Last week, President Barack Obama signed the Puerto Rico Oversight, Management, and Economic Stability Act, or PROMESA, into law. The much-anticipated and debated legislation gives Puerto Rico a path towards restructuring its debt. Learn more on Bloomberg Brief.
An article provided by Hedge Fund Intelligence declares that reeling from poor overall investment returns, investors genuinely seem to be on the hunt for the next round of innovative strategies in the alternative investment space. Increasingly, however, they are looking away from hedge funds and eyeing private equity strategies.
Thursday, June 23, the UK voted to leave the European Union. The “leave” win defied the polls and the bookies. Unfortunately, in the days leading up to the vote, investors around the world seem to have placed a lot of credence in the polls and the betting odds, bidding up asset prices. Find out more on Seeking Alpha.
“The majority of municipal bond mutual funds don’t show exposure to Puerto Rico debt,” Sean Ryan, a senior MPI research analyst, said in an interview. “It isn’t really a systemic issue, which is one thing that investors should always be worried about. In this case, only a few are exposed versus the entire category.” Follow the article on CNBC to discover more.
With a bylined article in international wealth management publication Family Wealth Report, MPI President Jeff Schwartz explains how utilization of quantitative analysis for the fast growing, hedge fund-like liquid alternatives segment can strengthen the advisor’s fiduciary duty, and how doing so will only become more important to clients and regulators alike.
Recognizing that there is little agreement amongst investors on how to classify, analyze, benchmark and place the growing universe of smart beta products and strategies into a portfolio setting and risk management framework, MPI provides readers of Russ Alan Prince’s “Serious Money” column five recommendations for those interested in the innovative segment. Explore more on Smart Beta on Forbes.