Investment Managers and Advisors.

Our company was created in 2000 aiming to apply derivatives trading expertise in the asset management arena through a systematic modeling approach. The Macrocapital team employs a highly quantitative approach to trading and investment management, and has built sizeable proprietary analytics libraries, enabling it to price very complex structures and to decompose and risk-manage them in terms of liquid risk instruments. This ability, combined with extensive mathematical modeling creates a trading platform that complements the team members' extensive trading and risk-management experience, and aims to implement optimal risk-reward strategies.

Our Philosophy.

Since 1994, our proprietary path-dependent quantitative model has been applied in various forms to the most liquid financial markets and since 2000 dynamically optimized for each of the major equity indices (S&P 500, FTSE 100 etc.)'We cannot determine the direction, the extent or the timing of an equity market movement. We focus instead on the likely limits of market movement in either direction over any given period of time.' Financial markets move within given ranges of stationary and non-stationary means for a high proportion of their trading time. We endeavor to exploit such tendencies and provide superior returns. .

E-mail: info@macrocapital.com