Global Macro Investment Analysis
Development and implementation of a proprietary macro investment framework, expressed through discretionary portfolio management across global asset classes.
Identity
A Structured Approach to Macro Investment
AlphaMacro Capital is an independent macro investment platform through which a proprietary macro investment framework has been developed, refined, and applied to portfolio management. The focus is on analysing global economic dynamics and translating macro views into portfolio positioning across rates, equity indices, currencies and commodities.
Capital has been managed on a discretionary basis using proprietary capital and third-party managed accounts, allowing macro strategies to be implemented and tracked across different market regimes. This structure has provided direct exposure to the full investment process, from macro analysis to execution, risk management, and performance evaluation.
Alongside portfolio management, macro research has been developed as a supporting process to frame investment decisions. This research is currently being redesigned into a more institutional format, with an emphasis on macro regime identification, cross-asset transmission, and portfolio construction. As a result, research outputs are not publicly distributed at this stage.
The objective of the investment process is to maintain a disciplined, transparent, and process-driven approach to macro investing, focused on consistency and risk-adjusted outcomes across market cycles.
Investment Approach
From Macro Insight to Market Positioning
Alpha is generated at the intersection of macroeconomic regimes and market pricing — particularly during regime shifts driven by changes in inflation dynamics, growth, liquidity, policy and investor behaviour.
The investment process begins with a long-term strategic assessment anchored in structural forces, policy cycles, and capital flows. From there, macroeconomic conditions — including inflation dynamics, growth trends, and financial conditions — are analysed to define the prevailing macro regime.
Market behaviour is then assessed through pricing, sentiment, and positioning to evaluate how investors are responding to the macro environment. Finally, asset-level analysis — combining fundamentals and technicals — is used to validate and refine investment ideas.
This framework supports both directional and relative-value positioning across global markets, with portfolio decisions guided by disciplined risk management and capital allocation principles.
Framework Implementation
Application of the Macro Investment Framework
The macro investment framework developed at AlphaMacro Capital has been applied through discretionary portfolio management using proprietary capital and third-party managed accounts. Macro views are expressed across rates, equity indices, currencies and commodities, with position sizing and risk exposure adapted to the prevailing macro regime.
Portfolio Implementation
Live Performance Tracking
Portfolio performance and risk metrics are monitored continuously through live trading activity. A track record is maintained via third-party platforms, including a Darwinex-listed strategy, providing transparent and verifiable performance monitoring over time.
Asset Coverage
Global Macro Markets
Portfolio implementation focuses on highly liquid global markets, enabling macroeconomic views to be expressed efficiently across asset classes. Positioning spans rates, currencies, equity indices, and commodities, allowing macro regimes to be translated into both directional and relative-value exposures.
Performance & Risk Oversight
Performance Tracking and Risk Transparency
Portfolio decisions are taken within a disciplined macro investment framework combining quantitative inputs with discretionary judgement. Positions are continuously monitored against predefined risk parameters, with a focus on drawdown control, volatility management, and consistency across market environments.
Performance is evaluated through live trading results and independent third-party tracking, with an emphasis on process integrity rather than short-term outcomes. The objective is to deliver sustainable, risk-adjusted performance through disciplined execution and continuous review of macro assumptions.