Summit, NJ, London, and Tokyo - Markov Processes International (MPI), a provider of investment research, analysis and reporting solutions, has announced the release of Stylus Pro Version 11.3. The new release introduces Stylus Workspace, a quantitative research framework for the analysis and monitoring of managed products, including mutual funds, exchange-traded funds, separately managed accounts, closed-end funds and hedge funds.
"Identifying the right mix of benchmarks, peer groups and factor models for fund analysis is critical to understanding and communicating fund dynamics over time and essential to making smarter investment decisions," said Michael Markov, Co-Founder and CEO of Markov Processes International. "With a single click, Stylus Workspace provides our clients with more than two decades of fund analysis and factor modeling insights, enabling them to perform critical tasks for their organizations with greater precision, speed and clarity."
Workspace also enables Stylus Pro users to run an individual fund against the full MPI Factor Model Library to identify the best set of factors for style analysis of that fund. Workspace will also serve as the foundation for MPI's future risk and stress-testing capabilities.
Other features of MPI Stylus Pro Version 11.3 include:
- Integrated economic data for fund analysis: a new library of economic indicators, rates, yields, spreads, volatility and other non-return data within the application can be used for factor analysis of individual funds and fund groups, creating macro-economic models and visualizing investment sensitivity to such factors.
- Improved fund universe analysis: MPI's already industry-leading custom universe analysis now provides greater ability to create user-defined statistics to compare funds within the same fund universe, greatly enhancing the ability to identify funds based on unique criteria.
- Enhanced fund universe reporting: Create reports that compare funds within the same universe along both standard or custom screening criteria, document your step-by-step fund screening, rating or monitoring processes and create executive level dashboards to guide investment strategy.
MPI Stylus Pro Version 11.3 also introduces several new features that improve analytical capabilities; fund universe surveillance; and report creation, design and flexibility.