Specialist investment manager focused on fixed-income and macro strategies, Rossby Financial LLC operates as a boutique asset manager serving institutional and high-net-worth clients. The firm emphasizes systematic and discretionary interest-rate, sovereign debt and relative-value trading, combining portfolio construction, risk overlay and liquidity management. Capital allocation targets include duration, carry and credit spread opportunities across developed-market sovereigns and select EM debt, positioning it as a nimble macro fixed-income allocator.
Specialist investment manager focused on fixed-income and macro strategies, Rossby Financial LLC operates as a boutique asset manager serving institutional and high-net-worth clients. The firm emphasizes systematic and discretionary interest-rate, sovereign debt and relative-value trading, combining portfolio construction, risk overlay and liquidity management. Capital allocation targets include duration, carry and credit spread opportunities across developed-market sovereigns and select EM debt, positioning it as a nimble macro fixed-income allocator.
Boutique fixed-income specialist blending systematic signals with discretionary macro trading to capitalize on interest-rate, sovereign and relative-value opportunities. Capital allocation emphasizes duration, carry and credit spread capture across developed-market sovereigns and select emerging-market debt, with active liquidity management and risk overlays. Portfolio construction favors nimble conviction sizing, scenario-based hedging and short-to-medium investment horizons to exploit cyclical rate moves while preserving capital through strict risk and liquidity discipline.
Boutique fixed-income specialist blending systematic signals with discretionary macro trading to capitalize on interest-rate, sovereign and relative-value opportunities. Capital allocation emphasizes duration, carry and credit spread capture across developed-market sovereigns and select emerging-market debt, with active liquidity management and risk overlays. Portfolio construction favors nimble conviction sizing, scenario-based hedging and short-to-medium investment horizons to exploit cyclical rate moves while preserving capital through strict risk and liquidity discipline.
| Trades 6518 | Longs Won 4388/6518 67% | Profit Factor 8.75 |
| Profitability | Shorts Won 0/0 0% | Standard Deviation $115,955.92 |
| Average Win $25,419.31 | Best Trade (Aug 28) $4.9M | Sharpe Ratio -8.37 |
| Average Loss -$5,982.3 | Worst Trade (Aug 03) -$1.47M | Z-Score 30.68 (100%) |
| Commissions $0 | Avg. Trade Length 9m 1w 5d | Expectancy $15,157.66 |
| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% |
| Consecutive Losing Trades | 90,909 | 81,818 | 72,727 | 63,636 | 54,545 | 45,455 | 36,364 | 27,273 | 18,182 | 9,091 |
| Symbol | Quantity | Cost | Value | Comm. | Profit ($) | Gain (%) | Change |
|---|---|---|---|---|---|---|---|
A Agilent Technologies Inc. | 492 | $63,148.2 | $74,355.96 | - | $11,207.76 | 17.75% | +0.8% |
AA Alcoa Corporation | 65 | $4,259.13 | $3,311.75 | - | -$947.38 | -22.24% | +0.098% |
AAL American Airlines Group Inc. | 892 | $10,944.54 | $11,853.25 | - | $908.71 | 8.3% | +2.613% |
AAMI Acadian Asset Management Inc. | 32 | $1,706.12 | $2,953.92 | - | $1,247.8 | 73.14% | +2.476% |
AAON Aaon Inc. | 44 | $3,503.18 | $3,295.6 | - | -$207.58 | -5.93% | -0.597% |
AAP Advance Auto Parts Inc. | 26 | $1,451.31 | $1,113.71 | - | -$337.6 | -23.26% | +0.175% |
AAPL Apple Inc. | 29,196 | $7.21M | $9.49M | - | $2.28M | 31.6% | -0.065% |
AB AllianceBernstein Holding L.P. | 300 | $11,292 | $11,067 | - | -$225 | -1.99% | +0.6% |
ABAT American Battery Technology Company | 208 | $214.24 | $568.88 | - | $354.64 | 165.53% | +5.598% |
ABBV AbbVie Inc. | 3,433 | $718,229.82 | $889,524.63 | - | $171,294.81 | 23.85% | -0.338% |
ABM ABM Industries Inc. | 27 | $1,116.56 | $1,264.14 | - | $147.58 | 13.22% | +0.883% |
ABNB Airbnb, Inc. | 226 | $28,978.87 | $40,982.84 | - | $12,003.97 | 41.42% | -0.66% |
ABR Arbor Realty Trust Inc. | 120 | $1,059.9 | $613.8 | - | -$446.1 | -42.09% | +3.333% |
ABT Abbott Laboratories | 2,831 | $316,827.92 | $315,359.24 | - | -$1,468.68 | -0.46% | +2.263% |
ABVX Abivax SA ADR | 120 | $13,796 | $13,476 | - | -$320 | -2.32% | -1.205% |
ACAD Acadia Pharmaceuticals Inc. | 67 | $1,495 | $1,942.34 | - | $447.34 | 29.92% | +0.346% |
ACGL Arch Capital Group Ltd | 3,697 | $354,292.12 | $366,557.55 | - | $12,265.43 | 3.46% | +0.548% |
ACI Albertsons Companies, Inc. | 1,364 | $26,069.92 | $16,804.48 | - | -$9,265.44 | -35.54% | -1.124% |
ACIW ACI Worldwide, Inc. | 153 | $6,503.71 | $8,026.38 | - | $1,522.67 | 23.41% | +2.401% |
ACLS Axcelis Technologies, Inc. | 14 | $1,337 | $1,561.84 | - | $224.84 | 16.82% | +1.335% |