Consulting | Breaking Alpha

Enhancing Fund Performance Through Quantitative Solutions

Breaking Alpha provides specialized consulting services focused on portfolio construction, risk optimization, and systematic alpha generation. The approach combines rigorous quantitative analysis with practical implementation strategies tailored to specific mandates and constraints.

Services emphasize measurable improvements in risk-adjusted returns through systematic reduction of uncompensated beta exposure while enhancing alpha capture across market conditions.

Services

Consulting Offerings

Portfolio Construction & Optimization

Systematic approaches to portfolio design incorporating factor analysis, correlation optimization, and regime-aware allocation strategies.

Multi-asset portfolio optimization
Factor exposure analysis
Risk budgeting frameworks
Rebalancing strategy design

Alpha & Beta Separation

Techniques for isolating and enhancing alpha generation while systematically reducing uncompensated beta exposure through hedging and factor neutralization.

Beta exposure decomposition
Factor neutralization strategies
Systematic hedging programs
Alpha source identification

Custom Algorithm Development

Bespoke quantitative strategy development for specific market mandates, asset classes, or investment objectives with complete intellectual property transfer.

Strategy research & backtesting
Implementation architecture
Risk model development
Performance attribution systems

Risk Management Systems

Implementation of comprehensive risk monitoring and management frameworks incorporating real-time analytics, stress testing, and scenario analysis.

Real-time risk dashboards
Stress testing frameworks
VaR & CVaR modeling
Correlation risk analysis

Performance Attribution

Detailed analysis of return sources, factor contributions, and strategy effectiveness with actionable insights for optimization.

Multi-factor attribution analysis
Strategy decomposition
Transaction cost analysis
Benchmark comparison frameworks

Due Diligence Support

Quantitative analysis and documentation support for investor due diligence processes, including methodology reviews and performance verification.

Strategy documentation
Performance verification
Risk disclosure preparation
Methodology white papers

Approach

Engagement Process

Initial Assessment

Comprehensive review of current strategies, performance characteristics, and optimization objectives.

Analysis & Research

Quantitative analysis of portfolio characteristics, factor exposures, and potential improvement opportunities.

Strategy Development

Design and backtesting of optimization strategies or custom algorithms tailored to specific requirements.

Implementation

Systematic deployment with comprehensive documentation, risk controls, and monitoring frameworks.

Ongoing Support

Continuous performance monitoring, optimization refinements, and strategic adjustments as market conditions evolve.

Quantitative Consulting