We map your portfolio before
we prescribe anything.
A 48-hour diagnostic surfaces concentration risk, factor exposures, and regime misalignments invisible in standard reporting. Toggle asset classes to see how your efficient frontier shifts.
The models that inform
every rebalance thesis.
Allocation decisions are only as good as the models behind them. We maintain 14 active quantitative frameworks updated daily from 40+ data feeds.
Classifying current environment across 6 regimes: expansion, stagflation, deflation, recovery, stress, and transition.
Decomposing returns across value, momentum, quality, low-vol, and size factors with rolling 36-month windows.
Monitoring pairwise correlations with GARCH-adjusted volatility to detect regime shifts before they manifest in prices.
Scoring each position for bid-ask spread, market depth, and days-to-liquidate under normal and stressed conditions.
We find the fractures
before the market does.
Drag the volatility assumption to see how drawdown scenarios ripple through a representative institutional portfolio. Every number reflects a real historical analog.
From rebalance thesis
to settled trade.
We don't hand off a PowerPoint. We stay in the room through execution — coordinating with custodians, monitoring slippage, and delivering post-trade attribution the next morning.
We build the full investment memo — rationale, sizing, timing, and expected attribution — before a single order is placed.
A 7 AM Monday-ready deck with supporting analytics, risk attribution, and dissenting scenarios for IC review.
We coordinate with your prime broker or custodian on order routing, minimizing market impact across rebalance legs.
Within 48 hours of settlement, a full attribution analysis confirms whether the trade executed as modeled.
Intelligence that arrives
before the market opens.
Every engagement includes a structured reporting cadence — from the weekly pulse brief to quarterly IC presentations. You never walk into a committee meeting unprepared.
One-page brief: top movers, factor drift, liquidity flags, and any regime signal changes. In your inbox by 6:30 AM Monday.
Full decomposition of return drivers — security selection, factor tilts, allocation shifts, and currency effects versus benchmark.
Board-ready deck covering market regime assessment, portfolio positioning review, forward allocation thesis, and scenario analysis.
Ad hoc trigger-based report when our models identify a rebalance opportunity above threshold — includes full rationale and sizing.
A half-day working session reviewing the investment policy statement, long-run return assumptions, and liability matching framework.
Allocate's stress test framework surfaced a correlation breakdown we hadn't modeled. We reduced EM exposure three weeks before the drawdown.
The Monday briefing alone is worth the retainer. I walk into investment committee with the night's data already synthesized.
They modeled our alternatives book at a level our internal team couldn't match. The rebalance thesis they built saved us 40 basis points on execution.
Your portfolio, stress-tested
before the market opens.
We take on three to five new mandates per year. A diagnostic call takes 45 minutes and comes with a written summary of what we find.
No form on this page. The click routes to a dedicated intake. · NDA available on request.