A regime-aware allocation engine that brings the rigour of a global investment office to family offices and wealth management institutions.
The engine does not presume a single macroeconomic outcome. It models allocation across every environment and demonstrates how a portfolio behaves in each.
The engine constructs allocations balanced across all four environments, so that no portfolio is modelled against a single outcome.
The economic-cycle framework and asset classes shown are illustrative model output, presented to demonstrate how the software works. They are not investment advice or a recommendation to buy or sell any security or asset class. In deployment, the engine runs against each institution's own universe, constraints and investment policy.
As the macroeconomic regime evolves, the engine recalibrates modelled allocations continuously — documenting the change, the rationale behind it, and its contribution to portfolio risk.
Regime-aware, risk-parity construction across your complete multi-asset universe.
Evaluate any portfolio against macroeconomic regimes, market shocks and correlation breakdowns.
Every weight traceable to its inputs, with reporting generated from the same model.
Continuous drift, risk-budget and regime monitoring across every mandate under your oversight.
Macroeconomic and manager research consolidated into the engine, and into briefings for your team.
We incorporate your asset universe, constraints, benchmarks and investment policy, so that the engine models your institution rather than a generic mandate.
Risk-parity construction across 10–12 low-correlated strategy classes, evaluated across every macroeconomic regime, with every weight explainable.
Ongoing regime monitoring, rebalancing signals and audit-ready reporting, delivered into the workflow your team already operates.
Measured against a static 60/40 benchmark, the engine's risk-parity construction targets a materially higher risk-adjusted outcome at an equivalent volatility budget.
Figures are simulated model output produced for software demonstration. They are not the results of any actual portfolio, client account or fund, are not a forecast or a performance record, and are not investment advice. Simulated results carry inherent limitations, including the benefit of hindsight. Sharpe ratios assume a 2% risk-free rate. No representation is made that any portfolio will achieve comparable results.
The engine represents public, private and digital markets within a single, consistent risk framework — including the illiquid strategy classes that most allocation tools cannot represent.
Strategy classes shown are illustrative of the engine's modelling universe. CIO Circle does not distribute, recommend, advise on or offer any fund or security, and nothing here is an offer or solicitation to invest.
A China equity CIO with 20 years in Asian markets examines the underlying drivers.
Managing risk in distressed credit through uncertain macro cycles.
James Soutar on model positioning as central bank policy diverges globally.
Former McKinsey Global Partner. Built multi-billion-dollar digital wealth platforms for leading financial institutions across Greater China.
38 years in Asia-Pacific equities at Lombard Odier and FrontPoint. Former member of the HKEx Listing Committee. Designs and validates the engine's investment models.
18+ years across HSBC, Aon and RGA. Deep expertise in cross-border wealth structuring, translated into the engine's family-office logic.
Former Senior Architect at McKinsey's QuantumBlack. 15 years building financial technology end-to-end at the highest level.
Our team will demonstrate the engine applied to your own investment universe.
Hong Kong & Singapore. For institutional and professional users.