Personalized Strategy Development
We translate your policy and objectives into a portfolio blueprint. Clear risk, liquidity, and fee budgets. No house list.
Open-architecture portfolio design, manager selection, and governance
Built by allocators. We partner with your team to design, select, and govern alternative allocations across hedge funds, liquid alternatives and QIS.
Want to use absolute-return strategies but unsure where to start?
How do we build a strategy we can explain and defend?
What due diligence meets internal and regulatory requirements?
How do we manage liquidity, fees, and downside risk?
What returns are realistic—and what drives them?
Experience Meets Technology: Tailored Hedge Fund Solutions
Allocator expertise meets modern tooling. We combine deep manager research with Ensemble for analytics, benchmarking, and documentation you can take to the Investment Committee.
- In-depth research and comparative manager analysis
- Portfolios designed for your constraints and goals
- Human judgment, backed by data and process
Stay on Top of Your Investments
We don’t just place managers—we govern them. Continuous monitoring links performance to risk, factors, and market context so actions are timely and defensible.
- Ongoing oversight with triggers and playbooks
- Attribution by source of risk and return
- Liquidity and fee budgets tracked over time
Clarity, Confidence, and Control
No surprises. We document decisions, evidence, and outcomes—Governance. Everything is explainable to boards, auditors, and stakeholders.
- Transparent, IC-ready reporting that shows our working
- Direct access to senior allocators
- Simple dashboards via Ensemble
Read our blog
Understanding the 2025 Quant Unwind: A Practical Guide for Allocators and Managers
This note complements our earlier article on separating durable alpha from disappearing edge (Evaluating Hedge Funds in a Crowded Market). That piece helped allocators assess managers across styles. Here, we narrow the lens to systematic ...
7 min read
Designing Failure-Tolerant Hedge Fund Programs: Preparing for Blow-Ups, Gates and Forced Deleveraging
Hedge funds are now core to institutional portfolios, not tactical side bets. Industry assets are approaching USD 5 trillion, with record inflows from institutions in 2024–25 and capital concentrating in a small group of large platforms. ...
11 min read
Hedging in the Age of Creeping Risk: A CIO’s Masterclass
I’ll admit it: for a long time, I thought hedging was a solved problem. In my head, it was a neat, mostly technical exercise. You identify the portfolio’s unwanted sensitivities—its delta, its skew, its tail risk—then you go to the market ...
10 min read