Press

InvestHedge explores MPI’s “Madoff: A Tale of Two Funds” quantitative analysis and the impact of Madoff’s fraudulent returns on hedge fund indices.

Michael Markov interviewed by Financial News: “as long ago as 2006 MPI concluded that Madoff’s were ‘most likely not real.'”

“…MPI, a quantitative-research firm, after an analysis in 2006 failed to find a legitimate strategy that matched his returns—though they were closely correlated with those of Bayou, a fraudulent hedge fund that had collapsed a year earlier.” MPI’s analysis of the Madoff fraud is featured in the Economist.

“…(MPI) was hired by a fund two years ago to look into Fairfield Sentry’s returns and found that it was “statistically impossible to replicate them.”  New York Times article “In Fraud Case, Middlemen in Spotlight”  discusses how MPI found warning signs in Madoff’s returns.

Opalesque features MPI’s reverse engineering of hedge fund portfolios and its ability to provide new insight to firms considering the risk management and replication possibilities of funds. View the full research here.

MPI’s Returns-Based Style Analysis (RBSA) is featured in CFA Magazine. See the full article here.

This article containing details on MPI and their innovative Dynamic Style Analysis (DSA) is published in The Financial Times, a UK’s international business newspaper.

MPI and Dynamic Style Analysis (DSA) are feature in the July issue of Banque & Finance, the leading banking publication in Geneva, Switzerland. Learn more about DSA here.

An article in the Wall Street Journal features analysis and commentary by MPI CEO Michael Markov on the mutual fund 130/30 investment strategy.

A look at potential loss issues with regard to long-only investing – includes analysis by MPI featured in an article by Lipper HedgeWorld.