MSR Launches Investable Alternative Index Platform

Aug 25 2014 | 10:10am ET

MSR Investments has launched a platform of “transparent, liquid, investable alternative indices.”

MSR said the indices are predicated on the belief that exceptional hedge fund managers are “a significant minority” and that most managers are “beta” traders charging “alpha prices.” The majority of CTA, hedge fund and fund of funds strategies, said the firm, can be replicated and benchmarked using any one or combination of three basic trading strategies: long only, trend following and reversal.

The indices charge an annual management fee of 25-150 basis points and can be utilized for research, investment or both. MSR said the platform incorporates a 'risk-first' approach by allowing users to select a target volatility for each index being analyzed.
Future releases of the platform will enable users to perform “a wide variety of sophisticated and comparative analyses using MSR Index data as well as your own data.”


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