Kepos Capital

Kepos Capital is a global asset management firm that employs systematic macro strategies across macro markets in equities, fixed income, currencies, and commodities. Its proprietary research combines economic theory and statistical methods to identify financially profitable opportunities in global markets. It provides investment advisory services to an international client base, such as family offices, endowments, foundations, and pension funds.

  • Assets under management: $2 billion (as of March 2021)
  • All ideas are evaluated within a robust risk management framework.
  • Kepos continually evaluates and improves its process in response to new findings, changes in market conditions, and industry competition.
  • Its investment strategies take advantage of short-term, behaviorally-motivated price dislocations, and separately capture dynamic exposure to a broad range of risk factors.
  • Its models seek to deliver returns that are lowly correlated to broad market indices and other investment programs.