MSR Indices was founded to bring transparency and liquidity to as many investment strategies as possible and to provide a seamless vehicle in which investors can create a custom portfolio with exposure to any combination of these strategies that they may desire. MSR Indices provides a liquid alternative to investing directly with CTA, hedge fund, and traditional long-only managers. Index investors typically prefer to control their own portfolios rather than relinquish control to outside managers. The MSR Platform allows them to do so by providing access to the widest range of risk premias in any one place that we are aware of.
Investors can create virtually limitless numbers of custom portfolios via custom indices by drawing from our extensive library of algorithms (i.e. models). We stand ready to help institutional investors in the full lifecycle of index development: from index design, to index administration and calculation, to index implementation. We specialize in converting investment and trading models into easy to implement indices. We are able to seamlessly combine different investment strategies and different asset classes by building indices built entirely with futures contracts as constituents.
Whether you are an index company looking for specific expertise in designing a new index, an asset management company looking for new innovative product, or an asset owner looking for liquid alternative exposure to a specific risk premia, we are eager to consult with you and show you how we can help you achieve your goals.
MSR Indices specializes in converting “active” trading styles into “passive” indices. We create a fixed set of rules (expressed as an algorithm) that will engage in the active trading style of your choice in a manner that is easy to implement so that users can create “passive” exposure to the desired risk premia. We are also experts in designing indices that use futures contracts as their constituents. We can design indices for current index publishers (for example we recently collaborated in the development of the S&P family of Risk Parity Indices), institutional investors, or asset/wealth managers. If you have a difficult challenge in designing an index, we are here to help.
We are well versed in the IOSCO Principles and ESMA regulations and stand ready to act as your independent Index Administrator. We specialize in futures based indices and can provide the full independent administrative services required by these guidelines.
Just looking for a calculation agent for your existing index? We are here to help. As already mentioned above, we specialize in indices that have futures contracts as constituents, but we stand ready to take on any potential project – especially the calculation of liquid alternative indices.
MSR Indices has relationships with multiple asset management firms with CTA (commodity trading advisor) capabilities who stand ready to implement any index created on the MSR Investable Index Platform and/or an index from the S&P family of Risk Parity Indices -- indices that MSR designed in partnership with S&P Dow Jones Indices. If a user of the platform prefers to choose their own asset manager or has the capabilities to implement an index themselves, then they only need to license their chosen index from MSR Indices.