This document provides an introduction to MPI portfolio stress testing methodology as well as a step-by-step overview of how to conduct fund- and portfolio-level stress tests within the MPI Stylus Pro application.
Regime Analysis
In this post, our research team demonstrates a clever way to backtest forward-looking scenarios commonly used in portfolio risk analysis.
In this post, our research team uses regime-based investment risk analytics to present an approach to assessing the size and significance of investor blind spots during a typical manager screening process.