Rude Investment Consulting was founded in 2014 to help organizations turn complex data into clearer investment decisions. The firm advises hedge funds, pension funds and institutional asset managers, and also supports finance, pharma and technology clients that need rigorous, data-driven analysis.
The practice works across two complementary disciplines: traditional investment management and modern data science. The first shapes portfolio strategy, construction and risk; the second powers forecasting, alpha signals, AI/ML modelling and robust data engineering across the full pipeline.
That structure lets clients work with one accountable advisor from data to decision. Across investment strategy, AI/ML implementation, risk frameworks, due diligence, backtesting and execution, you get proven methodology end to end rather than disconnected, theoretical models.Founder Henrik Gjerning brings over two decades in investment management together with deep, hands-on expertise in AI, machine learning and data science.
Our advice is grounded in real markets: hedge funds, pension funds and institutions, where strategies must perform under pressure and survive genuine downside risk.
Investment judgement guides strategy, construction and risk. Full-stack data science adds forecasting, alpha signals and AI, all delivered through one accountable advisory path.
We cover the full path: data capture and engineering, modelling and AI, portfolio construction, risk frameworks, backtesting, due diligence and live execution support.
You work directly with Henrik on objectives, constraints and trade-offs, with complex models and risk explained in clear terms you can confidently act on.
We start with your mandate, data and objective. The work may involve strategy, alpha, risk, portfolio construction, data quality, modelling, validation or execution.
We assess the data, define the right blend of investment strategy and AI/ML methods, and design an approach tuned to your risk appetite and return objectives.
We build the models and frameworks, then validate them through rigorous backtesting, walk-forward analysis and bias detection before anything reaches production.
We support implementation into live systems and stay focused on follow-through: clear communication, measurable outcomes and decisions that move your strategy forward.
Henrik Gjerning is an accomplished investment professional and data scientist with over two decades of experience across hedge funds, pension funds and institutional asset managers. He has held senior roles at leading organizations including Danske Bank, Standard Life, Foreign & Colonial, Bluecrest, Marshall Wace, DPFM and ATP, bridging traditional investment strategy with modern data science across global markets.
He combines deep investment management expertise with advanced data science and AI capabilities, alongside strong leadership and execution experience. Over his career he has designed and implemented machine learning-driven hedge fund strategies, advanced valuation models and institutional-grade risk frameworks. Henrik holds an MSc in Economics & Business Administration (Cand.merc.), and his approach is analytical, structured and forward-looking — a strong communicator and team builder focused on practical, measurable results.
Investment & AI
20+ Years
Results-driven
