Dynamic Style Analysis (DSA)

Duke Endowment to the Moon

A smart Coinbase investment launched Duke into rare heights in FY 2021. We use MPI Stylus to estimate the size of Duke’s Coinbase position and its impact on this year’s results.

Infinity Q: Locating the Alpha

Following up on our most recent article, “Infinity Q: Too Much Alpha,” Infinity Q also managed a hedge fund product, Infinity Q Volatility Alpha, which exclusively employed volatility strategies. Using known sub-strategies as regression factors for a multi-strategy product can prove very useful in identifying the source of both skill and risk in a more complex product.