KEPOS CAPITAL LP Overview

Kepos Capital Lp is a hedge fund that manages 2.2 BN dollars in regulatory AUM and has 35 employees, of which 15 perform investment advisory functions.

The manager's has disclosed holdings from 12/31/12 to 09/30/16. The fund's latest filing disclosed 141MM in positions, representing 7% of the manager's regulatory AUM.

KEPOS CAPITAL LP StockAlpha

-4.7%
Top 25%
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Fundamental & Technical Factor Exposure

Market Cap Beta Volatility
Momentum (12M) Momentum (6M) Momentum (3M)
Price/Book Price/Earnings Price/Cash Flow
Dividend Yield Sales Growth Earnings Growth
ROE ROA ROC
EBIDTA Margin Debt/Assets Hedge Fund Crowding

KEPOS CAPITAL LP Since Last Filing Return Details

Ticker Size Sector Stock Move StockAlpha Attribution Days to Liquidate Trade Crowdedness
RSX 29.37% ETF 11.67% 1.87% 0 4%
MBB 29.24% ETF -2.23% -1.02% 1 5%
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FEATURED IN
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KEPOS CAPITAL LP Founders and Key Employees

Name Title In Position Since
Mark M. Carhart Chief Investment Officer March-2010
Giorgio De Santis Director Of Research March-2010
Matthew N. Deschamps Chief Operating Officer December-2012
Noel P. Flynn Chief Financial Officer June-2010
Robert B. Litterman Chair Of Risk Committee March-2010
Adrien F. Vesval Portfolio Manager March-2010
Mark M. Carhart Member, Kepos Partners Llc March-2010
Giorgio De Santis Member, Kepos Partners Llc March-2010
Matthew N. Deschamps Member, Kepos Partners Llc March-2010
Robert B. Litterman Member, Kepos Partners Llc March-2010
Adrien F. Vesval Member, Kepos Partners Llc March-2010
Simon Raykher General Counsel And Chief Compliance Officer December-2012
Simon Raykher Member, Kepos Partners Llc January-2013

KEPOS CAPITAL LP Brokers, Custodians, Auditors and Administrators

Type Company
Administrator Pro
Auditor Pro
Auditor Pro
Custodian Pro
Custodian Pro
Custodian Pro
Custodian Pro
Custodian Pro
Custodian Pro
Prime Broker Pro
Prime Broker Pro

KEPOS CAPITAL LP Investment Strategy

Methods of Analysis, Investment Strategies and Risk of Loss

A. Methods of Analysis and Investment Strategies.

We apply a systematic research and investment process. Our personnel perform proprietary research, combining economic theory and statistical methods in an effort to identify financially profitable opportunities. Ideas are generally developed and evaluated based on factors such as economic intuition, support from empirical evidence, market conditions (such as the liquidity of tradable instruments), and leverage requirements. Once a strategy has been developed and evaluated, it is translated into a portfolio of securities and investments based on a number of criteria, which could include expected returns, various risk measures such as asset volatility and correlations, expected transaction costs, leverage requirements and exposure to specific sectors, industries and indices, as well as to the overall market.

In applying our overall systematic...
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KEPOS CAPITAL LP Portfolio Concentration

KEPOS CAPITAL LP Location

620 EIGHTH AVENUE
44TH FLOOR
NEW YORK, New York
UNITED STATES, 10018

KEPOS CAPITAL LP Contact Information

Phone Number: 212-588-7400
Fax Number: DC4LGEN6K4K2DN7UCB14
Website:

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