Opalesque Solutions

Davos Macro Fund LP

Davos Investment Group LLC

Company Overview

Davos Investment Management is an investment advisory firm specializing global macro investment analysis. We manage client portfolios along with providing research services that range from the Cause and Effect Report for mass markets to more customized institutional research services for institutional clients.

Our expertise includes macroeconomic analysis, equity derivatives, commodities, geopolitics, and fundamental risk factors for quantitative strategies.

By expressing macro trends in a more precise manner by using single company securities, we have a unique and more precise edge for trading the trends that make the world go round. Depending on market conditions this can be either done directly in the underlying market or via derivatives such as futures and options contracts.

Fund Strategy

The Davos Macro Fund is a discretionary macro strategy based on finding inconsistencies between consensus market narrative and fundamental reality within macroeconomic and secular business trends across the global economy.

Stock selection will be driven by fundamental analysis for sector stock selection from a top-down macro perspective. In order to ensure quality (or lack thereof for shorts), there will bottom up financial requirements for stocks to find the best and worst of breed names that match the tradable theme. Proprietary technical formulas help manage timing for entry points and a volatility based stop loss algorithm manages exiting of positions.

Securities in the portfolio will include stocks, currencies, commodity futures, and index futures/ETFs for primary positions. Options will be used for trades where volatility profile offers better risk/reward profiles than buying or shorting underlying securities.

There will be a Class A and Class B strategy to suit different levels of risk tolerance. Class A is lower risk strategy with greater diversification a target volatility 25% of the S&P where Class B will have a higher target volatility in line with the market and greater position concentration within the portfolio.

Both strategies target absolute returns with a balance of both long and short positions within portfolios. Net positioning is determined on a combination of macroeconomic outlook and the quality of investment opportunities on the long and short sides of the markets.

Quick Facts

  • Directional » Equity Long/Short
  • Global Macro » Multi Strategy
Inception Date: 2018-02
Monthly Performance Data:
Jul 0.28%

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