Press

MPI solutions and research are frequently featured in a number of financial and investment media outlets.

How Smart Is Smart Beta?

“These products are not any different from managed products being offered 20 to 30 years ago, except they’re accessing these market anomalies that investors believe will produce returns via an automated process,” explains our CEO Michael Markov in that ETF Advisor’s article featuring MPI research on smart beta

Harvard’s Poor Run Holds Lessons for University Endowments

“Markov Processes International… uses a model to infer what returns would have been from the endowments’ asset allocations. This led to two key findings… ” John Authers cites MPI’s 2017 Ivy League Endowment returns analysis in his weekly Financial Times Smart Money column.

MPI Releases Stylus Workspace for Product Analysis and Monitoring

“We are addressing the demand from a lot of asset managers who struggle to analyze more complex products, such as quantitative smart beta,” MPI President Jeff Schwartz tells WatersTechnology in an article about the launch of Stylus Pro Version 11.3. Click here to read the press release.

MPI Launches Updated Quantitative Analysis Tool

“Many advisors want to conduct quantitative analysis, but most don’t have the time. A new tool from Summit, N.J.-based (MPI) may help them perform more in-depth research on client portfolios and investment products,” writes Financial Advisor in an article about our recent Stylus Pro version 11.3 launch. Click here to read the press release.

MPI Updates Platform Ahead of Risk Testing Tool Launch

“(MPI) will expand its risk, stress testing capabilities within the year,” writes Fund Technology in an article about our recent Stylus Pro Version 11.3 launch. Click here to read the press release.

Research Tools to Complement Position-Related Regulations

“MPI has delivered a new research modelling technology that includes a quantitative research framework for the analysis and monitoring of managed products,” writes Global Investor Group in an article about our recent Stylus Pro Version 11.3 launch. Click here to read the press release.

Why Investors Are Pulling Money From GTAA Funds

Based on analysis from MPI’s Megan Woods, Institutional Investor’s Julie Segal reviews the performance of prominent Global Tactical Asset Allocation (GTAA) funds. With recent underperformance driving outflows to the once fast-growing group of strategies, the MPI study seeks to help fund selectors better evaluate GTAA products, a group of disparate, complex and often opaque funds that can potentially add valuable diversification to portfolios. For the full GTAA analysis, see our research “Parsing the Dynamics of Global Tactical Asset Allocation (GTAA) Funds“.

The risk-parity fire sale that didn’t happen

Supported by quantitative analysis and commentary from MPI Director of Research Apollon Fragkiskos, Risk.net takes a comprehensive look at risk parity funds’ behavior, finding that Q4 2016 returns suggest the strategy did not engage in a sell-off or act systematically to push market volatility up and asset prices down as some critics assumed.

Analysing the endowment landscape

On page 12 of the article by AlphaQ, Sean Ryan, Senior Research Analyst at investment research and technology firm, Markov Processes International (MPI) examines whether endowments have adopted the Yale model.

50 Shades of Value? Why Smart Beta Fund Performance Varies So Much

Asset managers are racing to launch factor-based and smart beta funds, in part to satisfy investor demand for lower-fee, passive strategies. But a new study from investment research firm Markov Processes International, produced exclusively for Institutional Investor, finds that some of these products vary widely in their performance.