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The latest information on our product and service enhancements, client wins and company moves.
MPI’s case study on Bridgewater Pure Alpha II is quoted in Tim Nuding’s article “Hedge Fund Return Expectations in a Paranormal World” in the Summer 2012 edition of Professional Investor: The Journal of the CFA Society of the UK.
Commencing a new weekly post on the Research Corner, MPI uses dynamic factor analysis to estimate exposures to Facebook in its first month of trading. Introducing, Chart of the Week: Facebook.
MPI CEO Michael Markov discusses the rising popularity of risk parity and the predictable short term nature of risk in this FTfm story by Sophia Grene.
Michael Markov spoke in Europe at a series of CFA seminars on the powers of dynamic factor analysis and its patented methodology, DSA. Please contact us to request presentation “Hidden sources of alpha: from market timing to insider trading”. See our blog post for more.
With the AIJ fraud rattling the Japanese Investment community, MPI CEO Michael Markov presented at Waseda University on its ex-ante analysis of the AIJ fraud and techniques for manager and fund universe surveillance. See our AIJ blog post for more.
MPI has released a case study which demonstrates that predictive analytic techniques can be used to mimic beta exposures of hedge funds. Access the case study here.
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Press Release: The innovative visualization method and approach enables investment practitioners to uniquely project and display results generated from asset allocation and portfolio optimizations.
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Join MPI at the IMCA Annual Conference on May 16-18, 2011 at the Bellagio Resort in Las Vegas, NV.