When An Underperforming Fund Is A Good Thing
Barron’s “Focus on Funds” covers MPI’s research post, “Alpha and Excess Return: Not Synonymous”.
Press
MPI solutions and research are frequently featured in a number of financial and investment media outlets.
MPI’s research is on ZeroHedge
Large European Family Office Signs Up To Markov’s Investment Analysis System
This story in the Family Wealth Report chronicles Marcuard Family Office’s adoption of MPI’s patented DSA and the benefits the analytics bring to their practice.
Software helps detect good and bad managers
Chris Flood from The Financial Times talks about MPI’s technology, its ability to reverse engineer hedge fund returns and applications from fund selection to managing risk and detecting potential fraud. “MPI’s software provides valuable insights into how a hedge fund delivers returns. It can help an investor understand whether a manager is adding value. If some parts of returns are left unexplained, it can be a way to raise warning flags, especially when combined with other sources of information,” he quotes a risk officer of a sovereign wealth fund.
‘Risk parity’ strategy has its critics as well as fans
MPI CEO Michael Markov discusses the rising popularity of risk parity and the predictable short term nature of risk in an article published by the Financial Times written by Sophia Grene.
Paulson undone by sector picking
Daniel Li and Alexandre Dussaucy’s analysis on Paulson Advantage Funds is featured in Financial News. This analysis takes a close look into concentrations and leverage exposures of some of the largest hedge funds.
From zeroes to heroes at Carmignac Patrimoine
A chart from MPI research article is selected as chart of the week in Financial News. The chart shows the dramatic comeback of Carmignac Patrimoine in terms of both absolute and relative performance during the summer of 2011.
Criminal Minds and Increased Surveillance
“This method allows firms to effectively deduce strategies at other firms and avoid potential counterparty risks, without being forced to wade through information…” The article “Criminal minds and increased surveillance” highlights MPI’s technology for non-intrusive Oversight and Surveillance.
Quant Surveyors
Investment & Pensions Europe features MPI’s commentary on the importance of “independent techniques, tools and data” in the risk management process. Click here to download the PDF article.
Asset Allocation Funds Give Impressive Performance
An article by Financial News discussing the return of asset allocation funds features MPI’s analysis of Carmignac Patrimoine and the drivers behind its exemplary performance.