Black Swan Resilience
Reconciling scientific rigour and institutional discipline to build stable, high-performance portfolios.
Research and Development
Redefining management through quantitative intelligence
We develop proprietary technologies and cutting-edge scientific research to set new standards in performance and resilience against extreme risks.
BSR Analytics, The power of models, clarity of decisions
BSR Analytics is our quantitative analysis platform. Designed as a scientific laboratory applied to financial markets, it combines macroeconomic modelling and advanced econometrics.
We detect hidden interconnections between assets and anticipate the propagation of systemic shocks. Our models transform complexity into exploitable trajectories, offering unprecedented control over portfolio resilience.
- Detection and anticipation of systemic shocks
- Dynamic optimisation of investment portfolios
- Analysis of long-term trends in equity indices
Methodologies
Our Quantitative Approach:
Innovation for Prudence
We combine several advanced methodologies to select the most relevant information and optimize our investment decisions.
Risk dynamics
We use the most advanced quantitative methods to optimise our portfolios.
Market dynamics
Our team has developed unique expertise and tools for risk analysis and detection.
Economic dynamics
We use macroeconometric modelling to identify major market cycles.
Us Equities Fund
BSR Umbrella Fund: Us Equities
BSR Umbrella Fund - Us Equities is the expression of our applied research. A fund designed to deliver absolute performance, with strict risk discipline, exclusively on S&P 500 equities.
Over and above the risk
What's Next in R&D
Looking ahead, BSR’s R&D efforts are focused on several key areas :
Advanced risk indicators
Development of new statistical metrics and risk management methodologies, incorporating correlation, cointegration and systemic propagation approaches.
Quantitative models
Design of strategies using all our proprietary quantitative tools to optimise portfolio robustness and stability.
Tools for partners
Provision of solutions based on our models, enabling distributors and advisers to integrate our quantitative approaches into their decision-making processes.