ThirdYear Capital

Founding Date

ThirdYear Capital is an independent provider of ‘quantamental’ macro strategy and absolute returns. In ThirdYear Capital’s specific approach, the strategy uses data and technology to systematically apply a deep understanding of the economy to liquid asset classes in real time. The team combines rich global macro research and investment experience at a leading alternative asset manager with academic rigor and vetting. TYC’s asset classes include equities, bonds, inflation markets and currencies. Founded in 2015, TYC’s systematic application of the strategy has been consistently optimized and a long history in fundamental macro research has been established.

  • The strategy uses short-term forecasts (so-called ‘nowcasts’) of economic activity for more than 20 economies to identify historically tested cause-and-effect relationships in real time.

  • ‘Quantamental’ is a combination of quantitative and fundamental, enabling clients to benefit from fundamental trends such as economic upswing and turning points.

  • The company was founded in 2015 starting with strategy development and publication of economic analysis.

  • TYC’s strategy regularly identifies countercyclical opportunities.

  • The investment objectives include differentiated returns that are as independent of the market as possible and a competitive Sharpe ratio.

  • TYC specializes in global macro strategy, real-time technology, asset allocation, absolute return, and quantamental.

ThirdYear Capital in Numbers

  • 5 Asset Classes

  • 21 Economies

  • 300 Nowcasts and Stock Portfolios

  • 5,000 Time Series