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REVO Capital is an innovative investment firm that integrates the benefits of large-firm institutionalization with a small-to-medium firm opportunity set. Our skilled quantitative team utilizes proprietary technologies to conduct in-depth research and develop effective strategies. We structure our portfolio to exploit a diverse range of market inefficiencies and employ a core-satellite approach to optimize returns.


The Central part of the investment strategy, designed to capitalize on global trends. It employs a strategic mix of Macro Allocation and Stock Selection

Macro Allocation approach utilizes sophisticated mathematical and economic models to assess the current market environment and determine the most favorable asset classes, including equities, bonds, commodities, and other.

Stock Selection techniques enhance the capital allocation to equities by investing in carefully selected top companies based on quantitative models that evaluate intrinsic value, operational stability, and stock price behavior patterns.

Satellite Part

Represents a set of algorithmic trading strategies that are not related to the core and have a low correlation to traditional asset classes. These strategies are classified into three main groups

  • Volatility Anomalies capture technical inefficiencies and behavioral patterns in market volatility products
  • Pricing Anomalies allow for capitalizing on divergences in equity prices through the utilization of various statistical models and ML algorithms
  • Fundamental Anomalies systematically identify undervalued or overvalued companies based on a variety of fundamental factors, utilizing machine valuation techniques

Our Articles

04 Jun 2023
Active Sector Rotation Strategy
Ruslan Melnikov
Active RotationActive rotation is a dynamic investment strategy that requires regular portfolio adjustments to capitalize on evolving market conditions. Compared to other investment strategies, active rotation might be more time-consuming and complex, but it also presents greater potential for higher returns. By continually tweaking portfolio holdings, investors can exploit market inefficiencies...
15 May 2023
Optimal Tail-Risk Hedging
Denis Bogutskiy
It is well known that the appropriate selection of assets and their respective weights in a portfolio can significantly influence investment outcomes. In this article, we will evaluate a variety of conventional instruments that may help protect portfolios against market downturns and enhance the risk-return profile, based on historical data. We will use metrics such as individual Compound Annual...
02 May 2023
Optimal Asset Class for Each Fed Policy Regime
Vladimir Ofitserov, CFA
The Federal Reserve's decisions regarding the Fed Funds rate can significantly impact asset performance, making it a crucial consideration for investors. Changes in monetary policy can trigger market condition shifts that affect the value of stocks, bonds, precious metals, and other investments. Some periods may be more beneficial for riskier assets, while others may be more favorable for...
23 Apr 2023
The Stock Market Behavior During Recessions
Vladimir Ofitserov, CFA
Currently, we are witnessing one of the most aggressive monetary tightening cycles in history of the US Federal Reserve. In just one year, the interest rate has been raised by 4.75%. These liquidity constraints intensify stress in the financial system, slow down lending, and ultimately result in a slower growth of the entire economy. As the Fed's actions have a delayed impact, there is a risk of...

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