MPI Hedge Fund Engine™
MPI Hedge Fund Engine, which offers a new model of returns-based style analysis (RBSA), is scheduled for release in May 2004. The engine dramatically improves the analysis of very active and long/short products, hedge funds in particular. This patent-pending technology from MPI presents a major breakthrough in RBSA and the first significant advance in this […]
MPI Hedge Fund Engine, which offers a new model of returns-based style analysis (RBSA), is scheduled for release in May 2004. The engine dramatically improves the analysis of very active and long/short products, hedge funds in particular. This patent-pending technology from MPI presents a major breakthrough in RBSA and the first significant advance in this area since it was developed by Sharpe in 1992, addressing all of the original methodology’s limitations. It delivers unparalleled precision in sensing portfolio dynamics, identifying breaks in exposure (e.g., manager or strategy changes) and protecting from spurious correlations and instability of results when analyzing hedge funds. Used to its fullest, it allows one to literally reverse-engineer alternative investment products, making it an invaluable tool for investment consultants and fund-of-funds managers. MPI has been at the forefront of returns-based style analysis (RBSA) research for the past 10 years and we will continue to deliver the best technology and methodologies to our clients.