Why Palinuro Capital
Positive Skew
(For Real)
Positive Skew
(For Real)
We don't sell vol. We stress-test correlations. We religiously truncate left-tails. We structure trades for fat right-tails.
Old-School Fundamental Macro, Modern Quantitative Risk Management
Old-School Fundamental Macro, Modern Quantitative Risk Management
Long time horizons (6m+) to harvest changes in the business cycle and fundamentals. Rigorous quantitative process for single-trade and portfolio-level risk management.
Brutal Transparency &
Clear Vision
Brutal Transparency &
Clear Vision
A fund for LPs, not GP. Max capacity set to maximize unit of alpha per risk for investors. Strategy designed to really diversify investors' portfolios. Sharing research and positions with our investors. No black box approach.
Investment Philosophy
10-15 Uncorrelated Themes
Diversified macro themes across 25 countries and asset classes
