ENTERPRISE SOLUTIONS

Quantitative Advisory Services

Deployment-ready frameworks for capital allocation, risk management, and portfolio optimization. Built on the intellectual foundation of "From Equations to Capital."

Solution Portfolio

Valuation Framework

End-to-end valuation infrastructure for corporate finance and M&A. DCF engines, comparable analysis, and synergy modeling with full audit trails.

  • DCF model with scenario branching
  • Automated comparable screening
  • Synergy quantification framework
  • Board-ready output templates
DELIVERABLES
Valuation model library, methodology documentation, team training

Portfolio Optimization

Institutional-grade portfolio construction with real-world constraints. Mean-variance, Black-Litterman, and risk parity implementations.

  • Constrained optimization engine
  • Black-Litterman view integration
  • Transaction cost modeling
  • Rebalancing automation
DELIVERABLES
Python/cvxpy codebase, API documentation, integration support

Risk Management System

VaR, Expected Shortfall, and stress testing infrastructure. Factor decomposition, limit monitoring, and regulatory reporting.

  • Multi-methodology VaR/ES
  • Factor risk decomposition
  • Scenario stress testing
  • Limit breach alerting
DELIVERABLES
Risk engine, dashboard templates, governance framework

Performance Attribution

Brinson and factor-based attribution systems. Multi-period linking, currency effects, and manager evaluation frameworks.

  • Brinson-Fachler implementation
  • Factor attribution overlay
  • Currency attribution
  • Automated client reporting
DELIVERABLES
Attribution engine, report templates, data pipeline

Derivatives Analytics

Pricing and risk management for options, swaps, and structured products. Greek calculation, hedging optimization, and P&L explain.

  • Option pricing library
  • Greek calculation engine
  • Hedge recommendation system
  • P&L attribution
DELIVERABLES
Pricing library, hedge optimization tools, risk reports

Decision Lab Enterprise

Private deployment of the Decision Lab platform. Custom simulations, team collaboration, and integration with internal data systems.

  • Private cloud or on-premise
  • SSO and RBAC integration
  • Custom scenario libraries
  • Internal data connectors
DELIVERABLES
Platform deployment, custom configuration, admin training

Engagement Model

Build Your Quantitative Infrastructure

Our solutions are built on the same frameworks taught in the book and deployed in the Decision Lab.

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