Market Mayhem: How to Assess Complex Strategies During Extreme Events

MPI Fund Insights Series: Webinar Mar 23, 2020 & Mar 26, 2020

Market Mayhem: How to Assess Complex Strategies During Extreme Events

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.

Using MPI’s patented returns-based analysis we will analyze Bridgewater’s All Weather and Pure Alpha to reveal:

  • Strategy drivers
  • Intra-month insights to guide investment decisions
  • Sensitivity to other potential economic shocks
  • A systematic framework for analyzing complex strategies

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