How a portfolio is built
Crannx Research is the environment where candidate portfolio methods run in live markets using the firm’s own capital before they can be used in a client portfolio.
The seven stages
What each stage produces.
- 01System Initialization
Your investment system is being precisely configured
- Investor profile calibration
- Constraint definition: risk, liquidity, horizon
- Objective function
- 02Intelligence Acquisition
Relevant global intelligence is being collected and filtered
- Macroeconomic and geopolitical analysis
- Specialized qualitative research
- 03Signal Transformation
Market intelligence is transformed into structured signals
- Conversion of information into measurable variables
- Factors and signals
- Financial analysis
- 04Portfolio Modeling
Your portfolio architecture is being modeled under real-world conditions
- Scenario modeling
- Risk and correlation assessment
- 05Optimization Phase
The system is calculating your optimal allocation
- Mathematical optimization under constraints
- Risk-return efficiency maximization
- 06Final Strategy
Your optimized strategy is ready for execution
- Portfolio structure defined
- Clear implementation guidance
- 07Adaptive Monitoring
Your strategy evolves as new intelligence emerges
- Continuous market tracking
- Signal-driven adjustment recommendations
Validated with our own capital
Methods are run in live markets using the firm’s own capital, never client assets, before they are used to build a client portfolio.
Evaluated on
Robustness outside historical simulations, operational stability, sensitivity to risk, and adaptation when market conditions change.
Not claimed
No market prediction, no guaranteed returns, and no removal of investment risk. The purpose of this process is to make portfolio decisions disciplined and accountable, not certain.