Press

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

Hedge fund replication strategies come of age: Rise of the clones

U.S. Editor of Hedge Funds Review Kris Devasabai highlights MPI research findings from a definitive pending study on hedge fund replication being undertaken in conjunction with NYU Professor Petter Kolm, Director of the Mathematics in Finance M.S. Program at the Courant Institute.

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.