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
Cash–Futures Basis, Repo Leverage, and Margin: An Allocator's Guide to the Treasury Basis Trade
In April 2020, the Federal Reserve injected $1.6 trillion into Treasury markets in a matter of weeks. The proximate cause wasn't a credit crisis or a bank run. It was a leveraged carry trade unwinding faster than the plumbing could handle. ...
8 min read
Synthetic Alpha: 10 Due-Diligence Tests That Expose LLM-Washing in Quant Pitch Decks
A lot of “AI quant” decks in 2026 are marketing decks with extra nouns. The claims sound technical. The evidence is thin. And the slide count goes up every time the Sharpe goes down. The allocator’s job isn’t to decide whether large ...
11 min read
The Premium Income Mistake: Why "Equity Premium Income" Isn't the Income You Think It Is
A family office CIO shared a real-life story with me recently. His principal—a retired tech executive—was furious. The "high-income equity strategy" they'd allocated $3M to in early 2024 had just lagged the S&P 500 by 22 percentage ...
10 min read