Montrock48 Capital LP (“Montrock48”) is an alternative asset manager that invests in discretionary global macro themes using a multi-dimensional approach that combines deep fundamental economic analysis and sophisticated derivative-based trade structuring.

Our talented and experienced team shares a multi-decade commitment to seek superior returns through advanced fundamental and quantitative analysis for its investors.  We have a deep understanding of global economies, trends and markets, which are the factors of our investment themes.  In taking a differentiated and fresh approach to macro investing, our team expresses these themes using highly quantitative and structured derivatives products that we feel optimize investment opportunities.  Put simply, we use our knowledge of global markets in order to find the most positively asymmetric return profiles possible, using highly sophisticated quantitative models.  This modern approach produces a liquid and risk-efficient portfolio, largely uncorrelated to traditional asset classes. Risk management is core to our investment process and critical to how capital is allocated across the portfolio. Montrock48 has developed a risk management process designed to avoid the pitfalls of over-concentration and black swan events.

The Firm was founded by Richard Herman and Louis Jaffe, who worked together at Deutsche Bank for a combined 48 years, eventually leading the global fixed income franchise.  Each have invested a meaningful portion of their net worth in the fund.

Montrock48 Capital LP is registered as an investment advisor with the SEC, registered as a commodity pool operator with the CFTC, a member of the NFA and registered as an Alternative Investment Fund Manager with the UK Financial Conduct Authority.

Website

http://www.montrock48.com

Industry

Financial Services

Company size

2-10 employees

Headquarters

New York, NY

Type

Privately Held

Founded

2015