For fixed income managers seeking an independent evaluation of the effectiveness of their portfolio strategies, Black Swan Consulting can determine risk exposures and optimize portfolio performance.
Our firm can research, develop, and implement quantitative index replication strategies. Our services include decision support for managers and clients on benchmark selection, risk management, performance attribution, investment strategies using multi-factor risk models, risk budgeting, mathematical optimization, and statistical analysis. Our firm can also develop hedging strategies using proprietary or third-party risk models.
Our goal is to assist managers in achieving superior absolute returns that have low correlation with other investment strategies. Investment ideas are analyzed both qualitatively and quantitatively, and positions are established through the public markets as well as through privately negotiated transactions.