Dynamic Style Analysis (DSA) is a proprietary, patented model developed by Markov Processes International (MPI). Unlike most statistical models, DSA is forward-looking. It aims to identify expected trends/shifts in the portfolio, minimizing the effects of time lag. Rooted in advanced machine-learning technologies, it is used to accurately replicate customized and concentrated hedge fund portfolios.
Hundreds of market factors
In order to identify relevant factors driving hedge fund returns, MPI’s proprietary predictive algorithms process hundreds of market factors to generate accurate dynamic replication.
MPI’s hedge fund analytics are trusted by top institutions and investment management organizations in their quantitative due diligence process to identify excessive leverage, style drift and changes in risk exposures in hedge funds.