“We are especially well known for our ability to analyse complex, or opaque, products such as hedge funds,” Rohtas Handa, EVP and Head of Institutional Solutions at MPI explains to AlphaQ’s Beverly Chandler. “Using our Dynamic Style Analysis model,” he adds, “if we are given a set of returns, we can give you a clearer idea of what the drivers of performance are and how they change month to month.” Read the full article here.
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.
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.