Komfie Manalo, Opalesque Asia:
New Jersey-based MSR
Investments, LLC announced the launch of the MSR Investable Index
Platform that can be utilized for research purposes, investment purposes
Elizabeth Karamitis Kim, principal and director of marketing at MSR said
the firm’s indices evolved from the premise that a meaningful majority
of CTA, hedge fund and fund of funds strategies can be replicated and
benchmarked using any one or combination of three basic trading
strategies: 1) Long Only, 2) Trend Following and 3) Reversal.
"Our platform additionally incorporates a 'Risk-First’ approach by
allowing users to select a target volatility for each index being
analyzed," Kim said and added, "This is the initial release of the MSR
Index Platform. Future releases in the weeks ahead will enable users to
perform a wide variety of sophisticated and comparative analyses using
MSR Index data as well as your own data."
According to Kim, several factors led to the creation of the MSR Index
Platform. The first is the observation that most indexes that exist
today are not investable. Hence, they provide minimal informational
value other than a general overview of what the investment community as
a whole earns; not what investors can expect their managers to earn. She
said that all MSR Indices are investable.
She went on to say, "Second, while there have been some exceptional
hedge fund manager......................
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