Our Strategies
A Framework Built for Opportunity
Our diversified strategies span fundamental equity, tactical trading, global macro, and systematic—each designed to operate independently, yet integrated with precision to drive risk-adjusted performance.
01
Fundamental Equity
Koyote Capital's fundamental equity strategy focuses on bottom-up stock selection driven by deep fundamental research. Our managers analyze company-specific drivers to identify mispriced equities with asymmetric risk-reward profiles. The strategy is expressed through both long and short exposure and is designed to capitalize on valuation inefficiencies across sectors and geographies.
02
Tactical Trading
Koyote’s tactical trading strategies are designed to capitalize on short-to medium-term dislocations across global equity and futures markets. These strategies blend discretionary decision-making with real-time data and macro awareness, allowing traders to dynamically size into opportunities driven by sentiment shifts, catalyst events, or positioning imbalances. With an emphasis on timing, adaptability, and risk control, tactical trading serves as a key component of our all-weather framework, generating alpha across market regimes without reliance on persistent trends.
03
Global Macro
Our global macro strategies focus on capturing directional and relative value opportunities across asset classes, including equities, rates, currencies, and commodities. Leveraging fundamental research, macroeconomic analysis, and geopolitical insight, we aim to position ahead of regime shifts, policy inflections, and structural imbalances. Strategies may range from thematic trades expressed via options to tactical expressions in futures and ETFs. Global macro at Koyote blends conviction-led views with disciplined risk parameters, offering uncorrelated alpha that complements our shorter-horizon trading efforts.
04
Systematic
At Koyote Capital, we partner with skilled quantitative researchers and traders to deploy fully automated, systematic strategies across global markets. Our quantitative managers operate in medium- to high-frequency ranges, applying advanced statistical arbitrage, systematic macro, and signal-driven models across asset classes. These strategies are designed for precision, scalability, and consistency—continuously evolving to adapt to new data, shifting market dynamics, and emerging sources of edge.