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RCUBE is a global macro research firm focused on tactical asset allocation.
Our mandate is to help customers generate high risk-adjusted returns by providing actionable investment strategies covering all asset classes (Equities, Credit, Rates, Commodities, Volatility, Forex).
Our customers receive comprehensive research publications based on a rigourous analytical framework which combines quantitative models and a qualitative approach.
RCUBE's flagship publication is the RCUBE Macro Portfolio where returns and risk parameters of all our recommendations are tracked on a position and portfolio level.
RCUBE stands for
Risk Return Research.
Core Values
Our core values are
Transparency
We are fully transparent about how and why a trade is implemented, and how it performs over time. Our flagship product, the RCUBE Macro Portfolio is visible at all times by our customers.
Accountability
The RCUBE Macro Portfolio aligns our interests with those of our customers. We try to maximize our hit/miss and win/loss ratios while also providing portfolio construction added value.
Availability
We strongly believe that we have to focus on a club of investors to fulfil our mandate
Efficiency
Our RCUBE Macro Portfolio has had a gross annualized rate return of 16,19% with a volatility of 7,98% (Sharpe Ratio 1,96)
Partners
Founding Partners
Stéphane Alloiteau Partner
Prior to cofounding RCUBE, Stéphane worked as a global macro strategist at Louis Capital Markets. He was responsible for creating trading tools and asset allocation models. Before that Stéphane worked at the proprietary trading debt finance desk at Société Générale CIB.
Louis Capital Markets Strategic partner
Louis Capital Markets is a global independent agency broker-dealer providing execution, value-added sales, trading and research services on a variety of Equity, Commodity, Fixed Income and Foreign Exchange products.
Louis Capital Markets covers more than a thousand institutional clients worldwide, including the largest asset managers, mutual funds, hedge funds, insurance companies, CTAs, investments banks and corporates.
Paul Buigues
Partner
Prior to cofounding RCUBE, Paul founded Fimaxis SAS, an independent research firm focused on quantitative credit research. From 1999 to 2005, Paul was a fund manager at ADI Alternative Investments, where he managed up to $1Bn of assets in long-only high yield and credit arbitrage funds.
Cyril Castelli
CEO
Prior to cofounding RCUBE, Cyril headed the Global Macro desk at Louis Capital Markets. Prior to that, he was a partner at ADI Alternative Investments (10 bln AUM $ as of 2007), where he was in charge of Asset Allocation and Macro trading. Before that, he held various senior positions at AIG and Finacor.
www.louiscapital.com
