Morgan Stanley announced the launch of altera, a new investment platform that will give investors access to ‘alternative beta’ strategies through mutual funds or customized contracts.
“This product will give our clients access to Morgan Stanley’s best trading strategies across asset classes and allow them to benefit from the multiple sources of quantitative and derivative expertise we have available,” said Kevin Woodruff, head of North America equity derivatives, in a release.
The firm said that altera will offer innovations compared to first-generation hedge fund replication products. It uses tailor made, high performance investment strategies; employs an advanced quantitative methodology that both increases returns and reduces risk compared with existing products; and, it uses MSCI’s Hedge Fund Indicies as benchmarks.
According to Patrick McAllister, head of North America quantitative equity product origination, “altera’s methodology is especially valuable around market turning points, offering the possibility of better results than first-generation products at these critical times.” Morgan Stanley plans ongoing research and continuous improvement in quantitative methods for altera, it said.
The MSCI Hedge Fund Indices facilitate detailed performance measurement and attribution due to their flexible design and use of MSCI’s granular Classification Standard for categorizing hedge funds, the firm added.Also, Morgan Stanley plans to extend altera to cover selected single strategy indices in the future in addition to the composite.
“Our objective is to match the performance of a leading benchmark hedge fund index,” said Yazid Sharaiha, global head of quantitative and derivative strategies. “In backtests, the altera model achieves this performance objective while at the same time offering improved liquidity, controlled turnover and more transparency than an actual hedge fund.”
Morgan Stanley launches altera
Improved platform for alternative investment replication strategies
- By: James Langton
- July 25, 2007 July 25, 2007
- 13:35