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Our deep expertise, powered by the exclusive use of MPI technology enables us to analyze complex and ever-changing alternative investment portfolios.

Forward looking

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.

Proven analytics

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.


Pioneers in Hedge Fund Style Analysis

For over a decade, MPI has perfected the application of its DSA technology for analyzing hedge fund returns.

Led by Michael Markov, MPI pioneered quantitative returns-based style analytics in the early 1990’s and has since been producing award-winning research on hedge fund replication and risk management. Since 2004, MPI has perfected the application of its DSA technology for analyzing hedge fund returns.

The research team includes world-class mathematicians, computer scientists, and economists. The team continues active R&D work in the field of forensic style analysis and risk management.