SEC-Registered Investment Adviser • CRD #339186
We deploy Heavy-Tail Optimization and tactical risk management to build retail and institutional portfolios engineered for the events that traditional models say can't happen.
The Critical Flaw
Modern Portfolio Theory assumes market returns follow a Gaussian (bell curve) distribution. This assumption systematically and catastrophically underestimates the probability of extreme events.
Source: Analysis by Ron Piccinini, Ph.D., Founder of Straxen, LLC and Head Quantitative Consultant for Dreams Investment Solutions. Past market events are not indicative of future results.
Learn About Our Solution →What We Offer
Subadvisory and asset management solutions for RIAs, broker-dealers, and family offices.
Partner with us as your subadvisor. We manage portfolio construction and optimization using HTO while you maintain the client relationship.
Learn More →Direct portfolio management for qualified institutional clients. HTO-optimized allocations with tactical overlay strategies.
Learn More →Portfolio strategies with predefined return parameters, built-in downside barriers, and clearly defined risk-reward profiles for retail and institutional clients.
Learn More →The Difference
Our Heavy-Tail Optimization framework, developed by Ph.D. researchers, provides a mathematically rigorous alternative to the deeply flawed assumptions embedded in Modern Portfolio Theory.
SEC-registered, compliance-first, and purpose-built for institutional capital. We speak the language of RIAs, broker-dealers, and family offices.
Every portfolio is constructed to survive — and capitalize on — the extreme market events that traditional models dangerously underestimate.
Ready to Get Started?
Interested in learning how HTO can enhance your clients' portfolios? Contact us for a confidential conversation.