Pro 11 for Institutional Investors
Advanced Fund Due Diligence and Risk Management Tool
Having advanced fund due diligence and risk management tools in the current market environment is more important than ever.
Stylus Pro is our flagship product and offers its users unlimited research and reporting capabilities.
In addition to the functionality of Stylus, users of the Stylus Pro Suite have the ability to incorporate
their own analytics, design their own templates and reports, automate repetitive tasks and create unique
applications that addesss their needs.
With the release of the new version, MPI Japan now provides customers with access to an even wider range of analytical solutions
such as hedge fund analysis, risk management, dynamic factor analysis and portfolio optimization.
features appearing in Version 11 include:
- CVaR and component CVaR to better analyze fat-tails and value-at-risk contributions
- Enhanced use of multiple benchmarks within individual charts and graphs
- New graphical capabilities including “bubble charts” and gradient shading
- Exponential weighting of the covariance matrix and the ability to model transaction costs in
forward-looking portfolio construction
- New updated gallery of ready to use charts and graphs
Stylus.WEBfor Financial Advisors
MPI's online browser-based tool is our most cost effective and advisor-focused software application. The focus here is on ease of use and speed in generating the reports and analysis that you need. Users of MPI Stylus.WEB are less concerned with creating their own custom reports and analysis templates, placing greater emphasis on being able to print out a detailed report in as few as five steps.
Hedge Fund Analytics
Stylus ProDynamic Style Analysis
MPI's advanced returns-based analytical tools can also be applied to hedge funds to better understand fund behavior, anticipate performance, identify risks, and potentially replicate fund performance in certain situations. For additional details, please see MPI founder Michael Markov's report on hedge fund replication and risk management. For further information or an actual demonstration of MPI's proprietary returns-based DSA (Dynamic Style Analysis) technology, please contact MPI Japan.
MPI-Japan leverages the collective background of MPI International’s global team of professionals encompassing advanced mathematics, computer science, investment research, financial analysis, and risk management to provide a comprehensive set of practical solutions in the following two areas:
1) Systems Consulting
A package of solutions tailored to the specific needs of Stylus Pro software users who desire system customization and enhancements to improve both the efficiency and quality of their analytical and reporting efforts.
2) Investment Consulting
A broad range of services provided by MPI-Japan to assist institutional investors, consultants, retirement plan sponsors, pension funds, asset managers and hedge funds experiencing knowledge-based skill and information technology constraints.
1) Systems Consulting
- MPI-Japan can customize its innovative software products to your specifications or integrate them into your organization's proprietary applications.
- MPI software users can take advantage of our Template and Report Design services to improve efficiency and achieve greater quality in meeting their research and reporting goals.
- Clients interested in improving existing database(s), building new ones, or optimizing database interaction with MPI software can benefit from our database design and development expertise.
- Eliminating repetitive tasks and reducing time spent on analysis and reporting are just a few of the benefits Stylus Pro users can realize through the customized automation services we provide.
2) Investment Consulting
- Due diligence process that includes performance measurement, attribution analysis, manager evaluation, peer comparison, and recommended action items.
- Asset allocation spanning regions, countries, investment styles, industries, and maturities.
- Investment analysis, benchmark review, manager selection, performance reporting, and portfolio rebalancing to maximize risk-adjusted returns.
- Customized investment research and portfolio design.
- Risk analysis that includes a multi-factor risk assessment, risk decomposition, and risk-adjusted portfolio optimization solutions based on Value-at-Risk (VaR) levels.
- Comprehensive ALM (asset liability management) service to assess plan funding needs, liquidity and distribution requirements, determine the optimal asset allocation strategy, establish an appropriate benchmark(s) and select the most qualified managers.
For more information
For more information about our products
and services, please contact us or see our English