MPI solutions and research are frequently featured in a number of financial and investment media outlets.
The unpredictability of economic policies in the US and Europe, paired with increasing default rates, could hit investors in the US high yield market, said Markov Processes International on Tuesday. Read more on Global Capital.
ValueWalk finds that Singapore-based QuantEdge Global has been found sitting on top and at the bottom of the HSBC Hedge Weekly leader board for several years.
They might find liquidity to be an issue in emerging markets when there is a need to sell,” said Sean Ryan, senior analyst at MPI, a global provider of quantitative research and risk analytics. See The Wall Street Journal for more info.
The period of market turbulence after the UK voted to leave the EU could herald the start of a new cycle of volatility surprises and investors should be wary of events to which risk parity funds are calibrated to adapt, according to investment research firm Markov Processes International (MPI). Find out more on Investment Week.
A recent article in The Wall Street Journal featured Quantedge Capital, a quantitative global macro hedge fund manager that has gained around 40% after fees year-to-date through June. Learn more about the volatility that comes with high returns on Finalternatives.com
In the world bond fund category, a dramatic change has happened: last year’s worst-performing funds are this year’s best-performing ones. See what caused these developments on Investment Europe.
AlphaQ highlights that investors need to understand the currency hedging decisions and currency exposures of their managers. But determining currency exposure of a fund is not an easy task, especially if the fund manager actively manages currency risk. In most cases, looking at thousands of long and short positions in currency forwards, futures and options could provide misleading information about hedging levels.
Chief Investment Officer finds that risk parity strategies were hit hard by the fallout from the UK’s referendum on European Union membership, data show—and they could be caught off guard again.
Last week, President Barack Obama signed the Puerto Rico Oversight, Management, and Economic Stability Act, or PROMESA, into law. The much-anticipated and debated legislation gives Puerto Rico a path towards restructuring its debt. Learn more on Bloomberg Brief.
An article provided by Hedge Fund Intelligence declares that reeling from poor overall investment returns, investors genuinely seem to be on the hunt for the next round of innovative strategies in the alternative investment space. Increasingly, however, they are looking away from hedge funds and eyeing private equity strategies.