Sun, Feb 14, 2016
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 - Real estate secondaries sole 'bright spot' in 2015, As hedge funds stumble, one firm prepares to buy illiquid stakes[more]

    Real estate secondaries sole 'bright spot' in 2015 From IPE.com: The secondary market for property was the sole “bright spot” over the course of 2015, as hedge fund secondaries saw deals fall by two-thirds, according to a wide-ranging survey of the market. Setter Capital said 2015 saw th

  2. Asia - Hedge fund manager Kyle Bass estimates China's foreign reserves below critical level[more]

    From Nasdaq.com: Investor Kyle Bass stepped up his attack on China's currency, arguing in an investor letter distributed Wednesday that the second-largest economy's foreign reserves are "already below a critical level." The comments mark the latest effort by hedge funds and other investors to raise

  3. Investing - Some hedge funds want to make subprime auto loans next big short, 11 hedge funds that are “all in” on the FANG stocks, Hedge funds short London luxury homes, Cynet raises $7 million from U.S. hedge fund[more]

    Some hedge funds want to make subprime auto loans next big short From Bloomberg.com: A group of hedge funds, convinced they have found the next Big Short, are looking to bet against bonds backed by subprime auto loans. Good luck finding a bank willing to do the trade. Money manage

  4. Investing - Hedge funds see selloff in European bank stocks as buying opportunity[more]

    From WSJ.com: The massive selloff in European bank stocks and bonds is overdone and presents a “phenomenal” buying opportunity, according to some of Europe’s top hedge-fund managers. Despite a 28% slump in European bank stocks this year, including a 38% fall in Deutsche Bank AG and a 34% drop in Soc

  5. Legal - Carlyle accused of fraud by ex-employee, Hedge funds win CDS breach of contract suit against Deutsche Bank, Hedge fund asks for OK on $27.5m Goldman CDO deal, SFO examines Barclays hedge fund profits[more]

    Carlyle accused of fraud by ex-employee From AI-CIO.com: A former portfolio manager claims he was fired for blowing the whistle on “crazy” and “irresponsible” investments. Carlyle Group has been sued by a former portfolio manager for one of its hedge funds, who accused the firm of “knowi