Thu, Jul 27, 2017
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. Investing - Hedge fund CQS favors structured credit, Direct lending funds' fading all-weather appeal, Funds hunt for cracks in most-prized US shopping malls[more]

    Hedge fund CQS favors structured credit From BArrons.com: A hedge fund manager that can invest across the investment landscape says in his latest semi annual report this week that he's finding opportunities in structured credit -- particularly the shorter term, floating rate kind. Exampl

  2. Launches - Bitcoin hedge fund launches ethereum-subscribed ICO investment vehicle, Jersey players institutionalize first regulated crypto-currency hedge fund[more]

    Bitcoin hedge fund launches ethereum-subscribed ICO investment vehicle From Coindesk.com: The operators of a regulated, Jersey-based bitcoin hedge fund have officially closed a new $5 million fund aimed at investing in cryptocurrency tokens and initial coin offerings (ICOs). Backed by fun

  3. SWFs - China Wealth fund backs TPG lender as part of U.S. property push[more]

    From Bloomberg.com: China Investment Corp., the sovereign wealth fund that controls $814 billion in assets, is betting on U.S. real estate by investing in a commercial real estate lender formed by the money management firm TPG. In conjunction with last week's initial public offering of TPG RE Financ

  4. Months to minutes: Enigma launch aims to boost crypto hedge fund creation[more]

    From Coindesk.com: What if starting a hedge fund was as easy as downloading an API? A startup incubated at MIT Media Lab is today revealing a product designed with this ease-of-use in mind. Called Catalyst, the first product offering by blockchain startup Enigma aims to trigger nothing short of an e

  5. Seward & Kissel launches new compliance service[more]

    Bailey McCann, Opalesque New York: The law firm that formed the first hedge fund - Seward & Kissel - has launched a new compliance service for asset managers. Seward & Kissel Regulatory Compliance, or SKRC, offers full-scale regulatory compliance consulting solutions provided by the firm's attor