ABOUT AARC CAPITAL
We blend AARC Capital research with partner-informed portfolio optimization to reduce bias and manage risk.
RISK FIRST
Drawdown control, volatility budgeting, and hedged exposures drive portfolio construction.
SYSTEMATIC
Rule-based signals and disciplined rebalancing help remove behavioral noise.
VOLATILITY DRIVEN
We use options and derivatives to dynamically adjust exposure and improve risk efficiency.
RESEARCH LED
Ongoing research across regimes, stress tests, and scenario analysis supports portfolio design.
OUR EXPERIENCED TEAM
Andrew Bradley
Engineering, Data Insights & Research
MSc Computer Science & Mathematics (Manchester) System architecture and data engineering 25+ years experience of working as IT in large banks Old Lane, DB, Credit Suisse, Barclays Capital, BNP Paribas and Capula
Anthony Silver
Quant Research & Optimization
BSc in Mathematics and Computer Science (University of Melbourne) Expertise: AI, Optimization, mathematics and portfolios modelling Extensive experience at banks and hedge funds: Barclays Capital, BNP Paribas, Citigroup
Ronnie Chowdhury
Marketting & Investment Strategy
BSc Comp Sci (UCL) MRes Comp Sci & AI (UCL) Head of Metal Derivatives - Deutsche Bank 2012 2017 25+ years quant & AI modelling experience Credit Suisse, Barclays Capital, RBS, BNP Paribas and Citigroup
Simon Kaufmann
Portfolio Research & Management
BSc (Hons) Economics and Finance (University of Melbourne) Portfolio Manager at various organizations in Australia covering finance and telecommunications. Expertise in data engineering, quant modelling and AI.
METHOD
AARC Capital integrates partner-informed volatility optimization into a repeatable investment process.
SIMULATION ENGINE
Monte Carlo frameworks model equity and options interactions across market scenarios.
TAIL-RISK CONTROL
CVaR optimization and downside modeling help protect against extreme losses.
ENSEMBLE AI
Multiple ML models aggregate signals across indicators, sentiment, and patterns.
VOLATILITY MODELING
Stochastic volatility, skew, and correlation tracking adapt to regime shifts.
INVESTMENT CHALLENGES
Traditional equity exposure can ignore volatility drag and leave risk visible only after losses occur.
DOWNSIDE PROTECTION
Continuous volatility analysis with downside-focused controls.
DYNAMIC DERIVATIVES
Options-based exposure adjustments to improve risk efficiency.
LIQUID ALTERNATIVE
Equity-like exposure with daily liquidity and improved risk control.
CORE DIVERSIFIER
Designed as a stabilizing allocation within broader portfolios.
TOOLS
Professional-grade analytics support portfolio decisions and client transparency.
RISK DASHBOARD
Portfolio drawdown, exposure, and volatility diagnostics in one view.
SCENARIO LAB
Stress tests and historical shock analysis to validate resilience.
OPTIONS ENGINE
Pricing, optimization, and strategy diagnostics for overlay decisions.
ALLOCATION MODELS
Optimizers that balance return targets against volatility budgets.
READY TO LEARN MORE
Request a discussion or a sample factsheet from AARC Capital.
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