Tag Archives: Markov Processes International

2016’s Emerging Market Surprise: Peru Breaks Out, Performs Strong at Nearly 40%

A slowdown in China and other global economic turmoil were thought to spell trouble for Latin America in 2016, but as of May, most Latin American stock indices are actually outperforming the S&P, with Peru coming in at close to 40%. Peruvian stock indices have typically followed the returns of the DJ-UBS US Copper Index; […]

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Challenges in Analyzing PIMCO Total Return and Other Liquid Alternatives

Is a given hedge fund manager generating alpha?  Can that alpha be captured through more liquid alternative vehicles?  How can an investor truly reveal a portfolio’s net factor exposures when traditional assets are often being intermingled with credit default swaps, options, futures and leverage?  These questions continue to stymie investors – even though answers may […]

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Bridgewater Pure Alpha: How Much is Explained by Dynamic Beta?

Bridgewater Pure Alpha II Fund, the flagship fund of Bridgewater Associates – the world’s largest alternative investment management firm – has generated outstanding returns in the last twenty years with especially impressive performance since the Fall of 2008. Using MPI’s new Factor Search™ application, MPI’s endeavor is to capture dynamic betas embedded in Bridgewater fund’s […]

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It’s in the Numbers-How Proper Analysis of Returns can be a Crystal Ball

MPI performed an analysis of the hedge funds managed by Mangan & McColl Partners looking for tell-tale warning signs of the fund’s closure that investors might have been able to see with proper analysis techniques. Click here to download the PDF

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