MPP&E Capital

Today is an exciting day at MPP&E Capital, as we are representing our team and quantitative investment strategies at two Hedge Fund conferences, both in New York at the With Intelligence HFM US Emerging Managers COO Summit, and the Texas TRS/ERS Emerging Manager Conference! Our Co-Founder & CEO, Marton Peter Price is speaking today on “Managing Operational Risk”, and representing the company with Rebeka Gaál in New York. Meanwhile, Shiz Asif who just joined from Goldman Sachs will be meeting Hedge Fund allocators at the Texas TRS/ERS Emerging Manager Conference. We are in New York this week seeing a number of existing and potential investors. Let us know if you are in town and want to connect. Teacher Retirement System of Texas Employees Retirement System of Texas

We are honoured to welcome Shiz Asif from Goldman Sachs to MPP&E Capital, joining as Co-Head of Investor Relations and Business Development. Shiz brings a wealth of experience and expertise in building investor relationships and driving business growth in the hedge fund space. His strategic mindset and humble ‘can do’ attitude strongly align with MPP&E Capital's vision for growth and will be invaluable in scaling our global presence, working together with Rebeka Gaál in Investor Relations & Business Development. Prior to MPP&E Capital, Shiz spent 6 years at Goldman Sachs within the Prime Consulting and Capital Introduction team, where he had a key role in building out Goldman Sachs' Prime Services presence in the Middle East and assisting several European-based new launch hedge funds with asset raising and infrastructure buildout. We look forward to the impact he will make and are excited about this next phase of MPP&E Capital’s journey. Welcome on board, Shiz!

We’re excited to share a major milestone for MPP&E Capital: the opening of our permanent Quantitative Research office in Budapest! Located in the heart of the city on Szervita Square, this new office complements our main office in London, UK, and represents our long-term commitment to our origins, and to investing in the Central Eastern European region. Budapest and the Central Eastern European region have a long tradition in mathematics, physics, and STEM field research and university education, which provides a deep pool of highly skilled talent vital for advancing quantitative hedge fund strategies. This legacy of scientific excellence is exemplified by Hungary's two recent Nobel Prize winners in 2023: Ferenc Krausz, awarded the Nobel Prize in Physics for his groundbreaking research on attosecond light pulses, and Katalin Karikó, honoured with the Nobel Prize in Physiology or Medicine for her pivotal contributions to mRNA vaccine development. MPP&E Capital joins major firms such as Morgan Stanley (over 3,000 employees), MSCI (over 600 employees), BlackRock (~400 employees), and WorldQuant (over 100 employees), all of which leverage the city's abundant STEM talent. Budapest is becoming a prominent hub for quantitative research within Europe, and we are proud to play our small part in this. For those who are interested in our quantitative research opportunities, please do not hesitate to reach out.

As we approach the Christmas Festive Period and the end of 2024, we are reflecting on the year behind us - the year when we started ‘the climb’ and planted the first seeds of success in the journey of MPP&E Capital. On behalf of our whole team, we want to take a moment and extend a heartfelt thank you for your early support. You have seen our journey from Day-1 infancy to an institutional buildout, and we are truly humbled to have you all support us. Wishing you and your loved ones a peaceful festive period and we look forward to continuing our journey in 2025 – onwards and upwards. To follow our journey in 2025 and beyond register to our Fund Portal: https://lnkd.in/ddtuKZ3m 

MPP&E Capital is proud to sponsor and attend the ELTE RiskLab - "Diversity of Financial Risk 2024" conference, jointly organised by the Department of Probability & Statistics of Eötvös Loránd University and Gabor Fath, our Head of Quant Analytics & Risk. Gabor shall participate in a panel discussion on "What makes a model successful in an industry setup?" alongside speakers Gabor Molnar-Saska from BlackRock and Rozália Miklós from MSCI Inc. In addition, the event shall feature fascinating talks, including: - Walter Farkas from ETH Zürich, on "AI in portfolio optimization: challenges and opportunities",  - Eduard Losing from Allianz Global Investors, on "Generating financial market scenarios utilizing a novel reservoir-computing approach" - Attila Gáspár from Morgan Stanley, on "Opportunities and challenges of advanced forecasting methods" - Anna Alexandra Grigoryan from BlackRock, on "Advanced techniques for validating LLM generated summaries" - Katalin Julianna Varga from the Central Bank of Hungary, on "The impacts of global uncertainty on growth" - Lajos Vágó, on "Challenges od Building an XVA Engine" - Miklos Rasonyi at the HUN-REN Renyi Institute of Mathematics, on "Portfolio choice for exponential investors when prices are mean-reverting" - Dalma Tóth-Lakits, a from Eötvös Loránd University, on "Calibration of the Kennedy model", and - Atilla Víg from Corvinus University of Budapest, on "A new payment rule for adjustable mortgages" Collaboration between academia and the finance industry is key, and Budapest has such a unique position of having an incredible depth of talent in the quantiative mathematics, physics, and other academic research areas. If you are in town, we encourage you to come along and learn.

The London Hedge Fund scene was buzzing yesterday and we at MPP&E Capital are grateful for the opportunity to engage with the investment community at three major events, represented by Rebeka Gaál, responsible for Investor Relations & Business Development, and Marton Peter Price, our Fund Manager. - The UBS Autumn Flagship Global Hedge Fund Conference – Featuring a Keynote speech by the legendary GORM THOMASSEN, CIO of AKO Capital in conversation with Edoardo Rulli, and a gathering of global investors and managers connected to UBS all sharing their perspectives on the future of the European hedge funds landscape. - The European Emerging Managers Summit, organised by Hedgeweek - An insightful event for connecting early stage managers, allocators and service providers in the emerging manager space. It's so inspiring hearing a hedge fund founder speak on how they have gone from launching with $20m in 2021 to managing $700m now, or the the invaluable advice on navigating the Operational Due Diligence process smoothly when securing institutional commitments. The Help For Children UK Charity Ball, invited by Bloomberg – Most importantly, we were honoured to be invited by the Bloomberg team and attend the HFC (UK) Help For Children dinner, raising charitable donations for children in the UK who are in difficult circumstances. We can often forget what a "bubble" our industry and surrounding world are, and events such as these translate our success into direct impact to improve the future of others. We cannot wait to contribute more at MPP&E Capital. Thank you to all those involved in organising and hosting such well-curated events and to everyone who we had the opportunity of meeting. We’re excited about the future and look forward to continuing the conversations sparked at these events!

MPP&E Capital is proud to partner with MAIA Technology Limited. MAIA's advanced API and STP-based technological solutions and modern, cloud-based approach to a combined PMS / OMS / EMS system was especially important for our multi-asset systematic quant strategies. Additionally, MAIA has strong embedded risk-management features and the ability to run multiple strategies and SMA allocations with segregated risk management and compliance functionality, which is crucial for an Emerging Manager, like us. Thank you Frank Glock for the proactive approach to our partnership and supporting us at such an early stage of our firm's growth.

MPP&E Capital was featured in Alternatives Watch last week. We expect to launch with institutional commitments in Q1 2025, following a 12 month buildout of our systematic hedge fund infrastructure to handle large-scale institutional investor commitments. Our October 2024 Investor Letter is available on our Hedge Fund Portal: https://lnkd.in/ddtuKZ3m

We are honoured to welcome Dr. Gabor Fath to MPP&E Capital as Head of Quantitative Analytics & Risk. Gábor brings an exceptional blend of expertise from his 30-year career as a scientist and in finance and will oversee all our Quantitative Analytics and Risk Management efforts, alongside his academic role at Eötvös Loránd University as the Head of RiskLab. His quantitative finance research focuses on stochastic models for derivatives, machine learning applications for pricing and risk management, computational efficiency of risk sensitivities, and quantum inspired approaches for financial complexity. Before joining MPP&E Capital, Gábor was a Managing Director and member of the board of directors at Morgan Stanley Hungary, where he spent 15 years building and leading a team of 100+ front-office quants. Gábor’s academic journey includes a PhD in Physics and 15 years as a research scientist across prominent institutions like the Hungarian Academy of Sciences, the Cavendish Laboratory - Department of Physics at the University of Cambridge, and INSEAD. The scientific insight and forward-thinking approach Gábor brings to our alpha research, quantitative analytics and risk management are key as we continue to strengthen our capabilities, and also enables a collaboration with RiskLab at Eötvös University, bridging the gap between academic research and practical industry applications in the field of quantitative finance. Welcome aboard, Gábor!

Our Institutional Investor Portal is now live: https://lnkd.in/ddtuKZ3m “MPP&E Capital is now using the same technology used by some of the world’s largest cap intro teams, even before they launch. From an operational perspective, this positions them to deliver an excellent investor experience from the outset, to raise and retain capital efficiently, and to scale rapidly as they achieve their goals." - Rowen Pillay, founder of Edgefolio Collaborating with Edgefolio has been as seamless behind the scenes as the investor experience they deliver, and we are excited to have our Hedge Fund Portal live.