Wed, May 6, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

New investable index platform targets hedge fund strategies

Tuesday, August 26, 2014

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 or both.

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......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Avenue Capital raises $700m for new energy hedge fund[more]

    Komfie Manalo, Opalesque Asia: Global hedge fund Avenue Capital Group, which manages $13bn in assets as at end March, reported that it raised an additional $700m for a new energy fund that it plans to launch in May. Avenue Ca

  2. SEC charges funds of hedge funds Alpha Titans, executives, and auditor for improper expense allocations[more]

    Update: Please note the important updated information at the end of the article.The Securities and Exchange Commission today announced charges against a Santa Barbara, Calif.-based hedge fund advisory firm and two executives involved in improper allocations of fund assets to pay undisclose

  3. Opalesque TV: Aequam Capital: Asset management industry will be mainly quantitative going forward[more]

    Benedicte Gravrand, Opalesque Geneva: Before starting his boutique in 2010, Arnaud Chretien, co-founder and CIO of Aequam Capital, worked ten years as a market trader and 18 years as a quantitative and systematic fund manager for Soc

  4. Class-action lawsuit accuse hedge fund Standard General of holding American Apparel hostage[more]

    Komfie Manalo, Opalesque Asia: A shareholder class-action suit filed on Wednesday accused New York-based hedge fund Standard General of holding American Apparel hostage. It would reportedly reap huge benefits if the clothing company declared bankruptcy. Standard General is the controlling sto

  5. Aberdeen Asset Management suffers high emerging market outflows[more]

    From FT.com: Investors withdrew billions of pounds from Aberdeen Asset Management as money continued to drain from Europe’s largest independent investment group because of worries over emerging markets. Net outflows for the six months to the end of March rose to £11.3bn, higher than market expectati

 

banner