Rubicon Fund Management and Autonomy Capital Research veterans Roper Strype and Peter Harris have set up their own London-based boutique called Isurus Capital Management, which launched its debut global macro fund earlier this month.
The Isurus Global Fund runs a discretionary macro absolute-return strategy focused on directional market moves in the G20 countries. It invests primarily in liquid foreign exchange and fixed-income markets, with a smaller portion of the portfolio devoted to top-down investments in equities, credit and commodities.
The portfolio will typically contain between six and 12 trades or themes. The fund does not have a specific