Services

Engagements are structured around decision problems, not generic analytics packages, with production model implementations built in GAMS and CPLEX.

Curated Lending Vaults

Typical situation: Protocols and treasuries hold stablecoins that earn nothing, and depositing them into a lending market means accepting whoever curated it and whatever collateral they chose.
Deliverables: A curated Morpho vault with market selection, cap allocation, timelocked governance, and monitoring. Co-branded where the counterparty brings the depositors.
Data required: Target chain and asset, size of the sleeve, liquidity requirements, and any collateral the mandate excludes.
Typical engagement: Vault live within days; market selection reviewed continuously.

Typical situation: A lending market's real risk is collateral that cannot be cleared, and bad debt is socialised to depositors with no protocol backstop. Neither TVL nor headline APY tells you which markets carry that risk — and a large share of headline TVL is not a real market at all.
Deliverables: Per-market screen that rejects rather than scores: self-referential markets where supply equals borrow, markets with realised bad-debt history, and long-tail collateral. Every rejection is named with its reason, and every metric states what it does and does not predict.
Data required: Chain and loan asset. Everything else is measured on-chain before any capital is committed.
Typical engagement: Standalone screen, or continuous as part of a curated vault.

Typical situation: Allocating across markets with caps, capacity limits, exit-liquidity constraints and correlated tail risk is a constrained optimisation problem, and is usually done by judgement instead.
Deliverables: Allocation formulated as a linear programme against a tail-risk objective, with every constraint stated and the binding one identified. Auditable, not a black box.
Data required: Market set, cap structure, redemption expectations, and the loss history the risk model is fitted to.
Typical engagement: Scoping engagement; methodology published alongside the result.