Skip to content
HomePrimerWorkspaceResearchReferencesAboutSign in
riskmodels.appSign in

About · author and research program

Conrad Gann

Quantitative researcher and builder focused on making portfolio risk decomposition operational: variance attribution, hedge ratios, subsector exposures, and model-governed reporting surfaces for allocators and portfolio managers.

XLinkedInMedium

Research focus

Measurement

Replace broad labels with decomposed variance shares and factor lineage.

Execution

Translate orthogonalized betas into ETF hedge ratios and reproducible workflows.

Governance

Keep model outputs auditable, explainable, and tied to explicit data windows.

RiskModels.org

RiskModels.org is the public research and methodology layer for the RiskModels ecosystem. It hosts the primer, research articles, reference map, and educational decomposition workspace. Product surfaces for API access, SDKs, CLI workflows, and model operations are intentionally separated at riskmodels.app.

Institutional posture

The writing style is deliberately narrow: define the measurement problem, show the math, state the edge cases, cite the lineage, and point to reproducible tooling. No performance claims, no black-box alpha narrative, and no marketing claims where a decomposition table would be more precise.

Contact: support@riskmodels.app

Read the literature map →

RiskModels.org

A research surface for hierarchical orthogonal decomposition, variance attribution, and allocator-grade risk measurement. Operational APIs and developer workflows live at riskmodels.app.

Subscribe to the Quarterly Attribution Review.

Built around the SEC disclosure cycle — see the SEC Filing Calendar for upcoming 13F / 10-K / N-PORT deadlines.

By registering, you agree to receive technical factor research and API deployment logs. RM-Registry-2026. Privacy Policy.

Sign inHomePrimerWorkspaceResearchReferencesAboutMethodology noteOne-pagerAPI docsWeb appContactStatus
RiskModelsResearch/Workspace/API