What We Do

We advise clients with an unique strategy that provides an attractive hedge to any investment.

We are an Investment Management firm founded in 2011 currently operating in Miami, Florida, and registered with the Office of Financial Regulation of the State of Florida as a Registered Investment Advisor firm.

The Management team has the expertise to deliver attractive investment returns for our clients based on the experience of the Senior Management, proven investment process and prudent risk management.

Our mission is to develop a systematic approach taking full advantage of market uncertainty and unexpected volatility using proprietary quantitative strategy statistical tools.

In our view, it is important for rational investors to always assume the possibility of an occurrence of a black swan event that might negatively impact the financial markets and, be prepared accordingly for such scenario.

Foundation History

  1. Pre DMV Strategies

    After graduating from MIT with a PhD, Mr. Gomez transitioned from engineering to finance and started developing options trading strategies that later would become the basis for the current hedging strategies named Delta Managed Volatility (DMV) strategies.

  2. Early DMV Strategies

    Non quantitative DMV strategies were successfully developed and implemented by Mr. Gomez in SMAs but the 2008 black swan financial event made it clear better hedging tools needed to be developed.
  3. Quantitative DMV Strategies (SMA) Mr. Gomez combined the skills in programming, simulation, and optimization acquired while obtaining his PhD at MIT with new skills learned while obtaining the certificate in quantitative finance (CQF) to develop a fully quantitative DMV strategy.  This new quantitative DMV strategies have black swan event protection imbedded in them and can successfully deal with events like the financial crisis of 2008.
  4. Founded Black Swan Quantitative Advisors  (Registered Investment Advisor)  
  5. Modern Quantitative Delta Managed Volatility Strategies  
  6. Launched Delta Managed Volatility Fund  

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