At Kalanos Capital, our core focus is on systematic absolute return trading across liquid listed futures markets globally. We apply quantitative research to build diversified, risk-managed portfolios that adapt dynamically across market regimes.
We integrate price-based models, momentum frameworks, volatility signals, and liquidity filters to construct uncorrelated exposures across multiple asset classes and geographies.
Our models allocate dynamically across U.S., Europe, Japan, Korea, and Singapore exchanges, capturing both developed and emerging market inefficiencies. We actively monitor liquidity, contract structure, and volatility environments to optimise capital deployment.
The result is a globally balanced portfolio targeting consistent return streams while minimizing concentrated directional risk.
Risk control is central to our process. Portfolio sizing, capital allocation, and drawdown controls are continuously monitored, incorporating adaptive volatility targeting and dynamic capital scaling to preserve portfolio integrity across market conditions.