About Us

Agustin Leon, Founder & Behavioral CIO, Behavioral CIO

Agustin Leon, CFA is the founder of BehavioralCIO and a quantitative investor with more than two decades of experience designing institutional investment, decision and risk systems. During his career he has traded futures, built systematic investment models and served as Head of Risk at a $4 billion fund-of-hedge-funds platform where he developed portfolio optimization and risk frameworks used to oversee hundreds of hedge fund investments. A graduate of MIT and CFA charterholder, Agustin combines deep quantitative expertise with practical market experience across equities, bonds, commodities, derivatives, hedge funds and digital assets.

After many years building institutional risk systems and data analytics, I realized that the biggest investment problems were not mathematical — they were behavioral. Even sophisticated investors often make costly decisions driven by fear, narratives or short-term noise. I founded BehavioralCIO to address this gap. Instead of focusing only on risk measurement or data analytics, my goal is to help investors implement structured decision architecture similar to what institutional CIOs use. This approach combines behavioral finance, quantitative analysis and disciplined portfolio construction to improve long-term investment outcomes.

What a Behavioral CIO Actually Does

Behavioral CIO means I approach capital allocation the way a Chief Investment Officer does—systematically, strategically, with institutional rigor—but through the lens of behavioral finance and portfolio analytics. I design frameworks that account for the psychological forces that destroy wealth: panic selling, overconfidence, recency bias, narrative seduction.

My day-to-day work:

• Behavioral audits of decision-making processes
• Custom built Python software tools for hidden bias detection, portfolio dashboards, position sizing optimization, stock screening and rebalancing decisions
• Deep company analysis uncovering what earnings calls don’t say, e.g. economic moat analysis, emerging competition, hidden assets
• Drawdown control processes that preserve capital in stressed markets
• Portfolio architecture and rebalancing across equities, bonds, real assets and crypto.

This is what I do for myself. It’s what I help others implement.

Why Behavioral CIO Exists

Wall Street has an incentive problem. Most “advisors” are compensated to gather assets, sell products, or generate commissions. Their interests misalign with yours from day one.

Behavioral CIO operates differently. I don’t manage your assets. I don’t sell financial products. I don’t earn commissions. We provide mindset support, frameworks, tools, and behavioral change for high-net-worth individuals, families, and small institutions (e.g., trading desks, family offices, treasury departments). You keep control of your assets; we engineer decision infrastructure and tools to compound wealth safely—drawing from quant funds methodologies (e.g. AQR data and evidence-inspired), pension consultants’ oversight, and advisor breadth, but at lower cost to clients.

Who This Is For

Behavioral CIO serves

• Active traders that need trading diagnostics ad support to identify areas for process irprovement
• Financial Advisors seeking an analytic and behavioral resource for clients that have underperformed consistently.
• HNW individuals/families with significant wealth needing institutional thinking, but wanting control.
• Retirees or investors concerned about sequence of returns risk and whether their asset allocation will support their spendng plans
• Senior executives with concentrated wealth holdings and seeking options for how to diversify and redeploy.
• Small institutions struggling to match benchmarks due to behavioral gaps or process inertia— endowments, family office, trading desks seeking affordable quant-behavioral edge

Portfolio governance design, behavioral systems, trading diagnostics or decision-making architecture services may be of interest to all.

Investing Book (Coming Soon)

I’m currently completing a book that articulates the investment strategies I use to manage my own capital—behavioral frameworks, portfolio construction principles, and risk engineering techniques developed outside the constraints of rigid Wall Street groupthink.

The book exists for the same reason Behavioral CIO does: to share what actually works when your own capital is on the line.

Let’s Talk

If you’re managing private capital and want to explore how behavioral and analytic systems might strengthen your approach, please reach out.

No sales pitch. No asset gathering. Just a conversation for improved investment outcomes.

Contact: info@behavioralcio.com
Learn More: [Link to services/approach page]

Disclaimer: We are not financial advisors, therapists, or accountants. Services are educational/coaching only; consult professionals for advice.