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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 Core Macro-Volatility Blend approach to optimize returns.

Core Macro

Designed to take advantage of macroeconomic cycles and participate in pronounced market uptrends. It employs a strategic mix of Macro Allocation and Stock Selection

The Central part of the investment strategy

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

A set of algorithmic trading strategies that are not related to the core

Volatility Blend

Represents our integrated approach, that leverages a diverse range of volatility-based opportunities through nimble position management

  • Exploiting market volatility trends and collecting risk premiums by effectively adjusting to the VIX futures term structures when conditions are favorable
  • Capitalizing on arbitrage opportunities arising from the difference between implied and realized volatility
  • Swiftly responding to event-driven behavioral market reactions such as excessive ‘fear’ or ‘greed’

Our Articles

04 Jun 2024
Forecasting Financial Asset Returns with Large Language Models, GPT-TS Case Study
Ruslan Melnikov
Ruslan Melnikov
Forecasting financial time series data can indeed be challenging due to various factors such as volatility, non-linearity, seasonality, and external market influences. These complexities make it crucial to utilize sophisticated techniques and models to generate accurate predictions.Common approaches to forecasting financial time series include using statistical models, such as ARIMA and its...
22 Aug 2023
LSTM Networks for estimating growth rates in DCF Models
Ruslan Melnikov
Ruslan Melnikov
The Discounted Cash Flow (DCF) Model: A Brief OverviewIn the world of finance, understanding the potential future performance of a company is a crucial endeavor. Investors, analysts, and financial experts rely on various models to estimate a company's valuation to make informed investment decisions. In this article, we will explore the most common valuation models and examine whether LSTM networks...
20 Jul 2023
The Race of Asset Allocation Strategies
Vladimir Ofitserov
Vladimir Ofitserov, CFA
Asset allocation represents one of the largest groups of investment strategies. The general idea is to choose a combination of assets that complement each other and together will perform better than a selected benchmark. Asset allocation strategies aim to balance risk and return by distributing the portfolio among various asset classes, such as stocks, bonds, cash, etc. They are quite simple to...
04 Jun 2023
Active Sector Rotation Strategy
Ruslan Melnikov
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
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...

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REVO Capital LLC contact details
vasb@eribpz.pbzmoc.mcover@ofni
+1 (408) 800-7182     
7221 Geary blvd 1     
San Francisco CA 94121