Mon, Aug 19, 2019
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. Regulatory: Coming to America: US instigates major study into Mifid II[more]

    From IR Magazine: In the latest impact of Mifid II coming to America, a major investigation concentrating on research for small issuers has been successfully instigated by US politicians, on the back of the US coming closer to the European regulation. The US lower House of Congress, the House o

  2. Study: Quantitative investment strategies: Theory vs practice[more]

    From All About Alpha: When pitching an investment product with a backtested history the frequent response from potential investors is that they have never seen a bad backtest. Naturally this is true as there is no point in marketing a strategy with a poor backtest as investors have zero interest in

  3. 6 out of 10 investors seek to move assets from UK amid brewing of perfect storm[more]

    Opalesque Industry Update - Six out of 10 investors are now actively seeking to move assets out of Britain as a perfect storm looks set to hit the UK economy, reveals a new poll. The survey of more than 740 clients carried out by deVere Group, one of the world's largest independent financial

  4. Investing: Hedge funds take record short bets against Aston Martin, Investor sentiment reaching reversal point, says Lipper,It's time to buy into this long-suffering strategy, Investors, 'starved for returns,' flood private markets in search of high-growth opportunities[more]

    Hedge funds take record short bets against Aston Martin From FT: Hedge funds have taken record short positions in the debt and equity of Aston Martin, betting that the luxury carmaker will continue to struggle after one of the most disastrous stock market debuts of recent years.

  5. Crayhill Capital Management closes $100M transportation financing in Mexico[more]

    Bailey McCann, Opalesque New York: Private credit shop Crayhill Capital Management is providing a senior secured credit facility of up to $100 million to Mutuo Financiera, a vehicle fleet leasing company focused on clean energy passenger transportation in Mexico. Crayhill Capital Management is l