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Analytics Technology Research
New Technology Target-Date Radar

The leading TDF analysis and reporting solution for DC Advisors is now available
to support the unique needs of TDF product and sales teams.

MPI delivers advanced portfolio analytics to help fund buyers make smarter, more
informed decisions, while offering fund sellers deeper insight into the style,
performance and risk characteristics of their product sets.

New Research Infinity Q: Too Much Alpha

Using MPI’s quantitative surveillance framework we discover a slew of red flags
that could have alerted investors in the Infinity Q Diversified Alpha fund.

New Analytics MPI Risk Solutions

Now providing advanced stress-testing features that deliver insight into fund
performance across various regimes and hypothetical scenarios.

New Technology Target-Date Radar

The leading TDF analysis and reporting solution for DC Advisors is now available
to support the unique needs of TDF product and sales teams.

MPI delivers advanced portfolio analytics to help fund buyers make smarter, more
informed decisions, while offering fund sellers deeper insight into the style,
performance and risk characteristics of their product sets.

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Solutions


MPI STYLUS SOLUTIONS

A comprehensive suite of quantitative investment analytics and reporting
solutions

Clients


ASSET OWNERS & CONSULTANTS

Improve your investment analytics and portfolio optimization capabilities

Capabilities


FUND RESEARCH

Achieve deeper analytical insights and deliver your team actionable investment
intelligence



MPI HEDGE FUND INDICES

Better benchmarks for measuring institutional quality hedge fund performance



ADVISORS & WEALTH MANAGERS

Better market your expertise and improve client outcomes



PORTFOLIO & RISK ANALYSIS

Better understand and explain individual fund or manager impact on overall
portfolio dynamics



TARGET-DATE RADAR

A powerful TDF analysis and comparison tool for plan advisors



ASSET MANAGERS

Gain a competitive edge in the design, launch and marketing of your funds and
products



MONITORING & SURVEILLANCE

Identify and articulate a more nuanced story about investment performance



ENTERPRISE SOLUTIONS

Custom Stylus configuration and implementation services tailored to meet your
unique needs



RETIREMENT PLAN ADVISORS

Improve your plan creation, monitoring and reporting capabilities



AUTOMATED REPORTING

Generate and distribute dynamic investment insights to internal teams, clients
and prospects

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FEATURED RESEARCH

10.06.2022
UPenn’s FY 2022 Zero Return: A Balancing Act

MPI is continuing its long tradition of bringing you special insights into the
true drivers of endowment performance and risk. Stay tuned for the launch of our
new Endowments research hub, and exciting daily updates throughout the FY2022
reporting season.

09.28.2022
Is 2022 All Bad Weather For Risk Parity?

Risk parity strategies can look very different from each other in
implementation.  They may have different risk budgets, risk targets, asset class
buckets or even different definitions of risk. In this particular period,
however, the disparity in performance is staggering.

08.15.2022
8 Years Later: The Quest for a Perfect Hedge Fund Benchmark

Eight years ago, we partnered with Eurekahedge to develop a unique hedge fund
benchmark. We review live performance of the index and its liquid tracker – MPI
Eurekahedge 50 Tracker Index.

08.11.2022
The Summer of Their Discontent: FY2022 Endowment Performance Projections

We embarked on a project to estimate 2022 FY performance for Ivies and major US
university endowments… weeks before official reports become available.


NEWS

08.11.2022
MPI Announces 2022 Fiscal Year Performance Projections for Major Endowments
05.23.2022
MPI’s Analysis of Allianz Structured Alpha Provided Key Lessons For Asset Owners
07.21.2020
Japan’s Government Pension Investment Fund Extends Relationship with MPI for
Stylus Pro Fund Analysis System
09.20.2017
MPI Introduces Stylus Workspace to Streamline Fund Analysis and Monitoring 


CASE STUDIES

11.08.2019
Creating a Deeper Connection with The Advisor Through Portfolio Consulting
11.15.2012
Legg Mason: Giving Advisors Tools and Services to Succeed


MEDIA COVERAGE

“To folk who want to invest in hedge funds, as well as those who want to invest
like hedge funds, Markov Processes has a lot to offer…” The Economist article
“In the garden of good and evil” discusses MPI’s expertise in quantitative
analysis and replication of hedge funds



“The quantitative analysis firm has a method for back-solving portfolios using
returns rather than squishy self-reported allocations, and produced a
study for Institutional Investor,” writes Leanna Orr about MPI in her article
“David Swensen Is Great for Yale. Is He Horrible for Investing?”  



“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.



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 […]



“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.



“Michael Markov, C.E.O. of MPI, a quantitative research firm, said calculations
using daily prices of AXA Rosenberg’s mutual fund portfolios suggest that by
early 2009, there was “an apparent aberration” in the funds.” The New York
Times’ Jeff Sommer features MPI’s analysis in a story “The Tremors From a Coding
Error”.



“…(MPI) was hired by a fund two years ago to look into Fairfield Sentry’s
returns and found that it was “statistically impossible to replicate them.”  New
York Times article “In Fraud Case, Middlemen in Spotlight”  discusses how MPI
found warning signs in Madoff’s returns.



“To folk who want to invest in hedge funds, as well as those who want to invest
like hedge funds, Markov Processes has a lot to offer…” The Economist article
“In the garden of good and evil” discusses MPI’s expertise in quantitative
analysis and replication of hedge funds



“The quantitative analysis firm has a method for back-solving portfolios using
returns rather than squishy self-reported allocations, and produced a
study for Institutional Investor,” writes Leanna Orr about MPI in her article
“David Swensen Is Great for Yale. Is He Horrible for Investing?”  


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