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

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