What We Offer
Direct portfolio management powered by Heavy-Tail Optimization
Direct portfolio management for qualified institutional clients using our proprietary Heavy-Tail Optimization methodology. We construct and manage HTO-optimized allocations with tactical overlay strategies designed for long-term capital preservation and growth — built to survive the extreme market events that traditional models dangerously underestimate.
Portfolio allocations constructed using Heavy-Tail Optimization, which replaces the Gaussian assumptions of Modern Portfolio Theory with fat-tailed distributions that accurately model real market behavior.
Rules-based option strategies layered on top of core allocations to actively manage downside risk and generate additional income through disciplined, systematic execution.
Every institutional client has unique risk tolerances and objectives. We customize risk parameters including drawdown limits, volatility targets, and asset class constraints to match your mandate.
Real-time portfolio monitoring with systematic rebalancing triggers. Our quantitative framework continuously evaluates risk conditions and adjusts allocations as market dynamics evolve.
Comprehensive performance attribution, risk decomposition, and drawdown analysis delivered on your preferred schedule. Full transparency into every portfolio decision and its rationale.
SEC-registered and compliance-first. All investment activities meet fiduciary standards with full regulatory disclosure, audit trails, and documentation.
Tailored to Your Needs
No two institutional clients are alike. Our risk customization process begins with a deep understanding of your specific constraints, objectives, and tolerance for drawdown.
Traditional mean-variance optimization minimizes portfolio variance — a symmetric measure that penalizes upside and downside equally. HTO instead minimizes Expected Tail Loss, focusing exclusively on the worst-case scenarios that actually threaten institutional capital. This asymmetric approach produces portfolios that are fundamentally more resilient to market stress.
Contact us for a confidential conversation about how HTO-optimized asset management can serve your institution's objectives.