Quantitative risk desk

Give up the top.
Keep the floor.

A research and allocation platform that trades upside for protection. Every strategy is graded before a dollar moves — and dropped the moment its edge decays.

Target vol  8% Drawdown budget  12% Signals  graded, not guessed
See the desk Read the method
Drawdown, protected vs unprotected10y
drawdown floor · −12%
Protected max DD  −9.2% Unprotected  −37%
Before a dollar moves

Every strategy gets a verdict.

A strategy is graded on skill, stability, drawdown, and sample honesty — measured out-of-sample, net of costs. Promotion is earned, not assumed. Rejects are logged, not forgotten.

Low-volatility + trend overlayPromoted to allocation
A−
ICIR (OOS) 0.71
OOS Sharpe 1.4
Max drawdown 9.2%
Trials tested 340
Stable out-of-sample. Drawdown inside budget. Edge holds across regimes.
RSI mean-reversionSent to the graveyard
D
ICIR (OOS) 0.06
OOS Sharpe 0.2
Max drawdown 31%
Trials tested 2
Overfit. Two-trade sample, no stability out-of-sample. Logged against the trial count.
The desk

Two screens. Nothing you don't need.

The whole market in one glance, and your book in the next. Numbers are the interface; the plain-English read sits on top for anyone in the room.

Market overview
Risk-offregime · high vol
VIX31.4 ▲
10Y yield4.18%
Yield curveinverted
Breadth (% > 200DMA)38%
Credit spreadswidening
Portfolio overview
Low-vol equity 46%
Trend overlay 24%
Treasuries 18%
Cash 12%
Portfolio vol7.6%
Drawdown vs budget−4.1% / −12%
Live Sharpe1.5
The method

The model decides. The AI explains.

Signals are ranked by predictive skill and its stability out-of-sample, ensembled for breadth rather than bet on one, and allocated for minimum drawdown. The AI writes the thesis — it never makes the call, and never touches execution.

Skill  IC Stability  ICIR Honesty  deflated Sharpe Survival  live decay watch