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For institutions, family offices and accredited allocators — globally. We curate, research, and build with hedge funds across 15+ strategies.
We focus narrowly so we can go deep. Every engagement is anchored to one or more of these capabilities.
Across 15 strategies — event-driven credit, equity long/short, equity market neutral, global macro, CTA / GTAA, merger arbitrage, ABS, structured credit, distressed debt, convertible arbitrage, multi-strategy and more. Coverage is global with a meaningful European tilt.
Quant analytics fused with qualitative judgment. Variance decomposition against in-house benchmarks, factor exposure, drawdown stress, manager interviews, and structured IC notes.
Proprietary strategy benchmarks built from constituent fund universes — the references against which residual alpha and idiosyncratic risk are measured in every IC note.
Project-based fund-of-hedge-fund construction using HRP, Factor Risk Parity and mean-variance frameworks — volatility-scaled to your risk budget, with strategic and tactical layers.
Each engagement begins with a clear mandate and ends with a portfolio that is monitored in the open. Below is the path every client takes with us.
Discovery sessions to define investment objectives, risk budget, liquidity needs, regulatory constraints and benchmark expectations.
Quant analytics, variance decomposition and qualitative manager interviews. Composite scoring across nine institutional dimensions.
Risk parity, mean–variance and factor-based optimisation, scaled to the client's risk budget. Strategic and tactical layers.
Periodic reviews, attribution analysis, ongoing ODD, and rebalancing recommendations. Transparent reporting throughout.
We combine large-language-model reasoning with our own quantitative library to interrogate factsheets, derive variance decomposition against proprietary indices, surface concentration and liquidity stresses, and write structured manager notes — at a depth and cadence that traditional research cannot match.
Every manager is scored on a composite that weights nine institutional dimensions. Headline returns are decomposed against our in-house benchmarks, isolating residual alpha from factor beta. Concentration, key-man, liquidity and ODD risks are surfaced explicitly, not buried.
Coverage is global, with deep specialisation across the strategies below.
We build portfolios across the methodologies most appropriate to a mandate's risk budget. Each construction is volatility-scaled to the client's target risk and rebalanced quarterly, with strategic and tactical overlays.
Cluster-aware diversification — allocates to each strategy cluster before drilling into managers, robust to estimation error.
Equal risk contribution across orthogonal factors — long/short tilts surface where strategies are paid for taking risk.
Proprietary optimiser using forward-looking capital market expectations — sets strategic and tactical asset allocation tilts.
Key skills and experience: Multi-Asset Portfolio Management (16+ years), Hedge Fund Manager Research, and Quantitative Modelling.
Currently Director at GreatBear Capital spearheading FoHF mandates and risk-based fund-of-fund construction. Previously managed multi-asset portfolios at Octopus Investments in London, including an absolute-return UCITS fund of hedge funds, and was risk & quant analyst at FQS Capital Partners.
Manager research spans Equity L/S, Market Neutral, CTA / GTAA, Global Macro, Merger Arbitrage and Event-Driven Credit. Has built proprietary mean–variance and risk parity frameworks for strategic asset allocation.
Key skills and experience: Business Development (8+ years).
Postgraduate in Management from Aston University, UK and an engineer by background. Previously Client Management head of a private wealth management practice at KGS, engaging with an elite list of HNI entrepreneurs and family offices to implement their private wealth investment policy, including discretionary fund advisory.
Earlier worked at RMS, a quant risk firm in the UK, where she developed a keen understanding of technical resource management. Represented India twice as a member of the South Asian Youth Environment Network (SAYEN) at the UN Environment Programme (UNEP).
Independence is structural, not aspirational. We accept no trailing fees, rebates, kickbacks or commissions from hedge fund managers. Every engagement is paid for by the allocator, on terms quoted up-front.
Periodic, ongoing advisory access — manager research, watchlist maintenance, monthly commentaries, and IC support. Quoted as a fixed annual fee.
Defined-scope work — typically a fund-of-hedge-fund construction or a deep-dive on a strategy or manager. Quoted as a fixed project fee with clear deliverables.
No trailing fees from managers, no rebates, no commissions. You always know who is paying us — because it is only ever you.
A 30-minute discovery call is the easiest place to start. We'll cover your mandate, our coverage, and whether a retainer or project model fits best.
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