What we do

Independent Review for Small Firms & Emerging Managers

Forecasting models often perform well—until they encounter a regime shift.

I provide independent, structured review of predictive frameworks to help surface hidden fragility, clarify assumptions, and strengthen decision logic.

• Boutique asset managers
• Independent investors building systematic strategies
• Small advisory firms developing predictive frameworks
• Professionals seeking structural review of existing models

• Core model architecture and embedded assumptions
• Feature selection and signal construction logic
• Regime sensitivity and stability under shifting macro conditions
• Overfitting and validation discipline
• Out-of-sample testing methodology
• Translation of model output into portfolio or business decisions 

• A 60-minute focused diagnostic session
• Independent structural assessment of your framework
• Written summary outlining strengths, vulnerabilities, and blind spots
• Practical next-step recommendations

This is not a code audit.
It is a structural review of forecasting integrity.

Extended review engagements and ongoing advisory available upon request. 

Forecasting fragility rarely shows up in backtests.
 

It reveals itself during:

• Policy shifts
• Volatility regime changes
• Liquidity tightening
• Structural breaks in correlations

Independent review helps identify assumptions that may not be visible from inside the model.

Clarity now prevents costly surprises later.

https://calendly.com/kathryn-pearl-quest

Led by Kathryn Wilkens, founder of Pearl Quest and former institutional educator in alternative investments. 

Pearl Quest maintains relationships with advisors and research collaborators who may support specific engagements when appropriate.