Our focus?
Finding unanchored expectations.
Goose Hollow is a global macro investment manager located just outside the New York City area. The investment team is led by Krishna Kumar and has over two decades of global macro experience, with a focus on derivatives and applying best-in-class technology. The firm looks to develop long-term partnerships with its clients, community, and service providers.
Our global macro process in an exchange-traded fund, GHTA — diversified exposure to multiple asset classes within liquid markets, accessible from any brokerage account.
Explore GHTAOur strategies delivered through separately managed accounts, for investors who want direct ownership and a mandate built around their portfolio.
Enquire about managed accountsSix principles shape how we research, structure, and manage every position — and how we grow as a team.
We anchor our view in where economies sit in the cycle, and where market expectations have drifted from it.
Positions are structured to express a view with an attractive balance of risk and reward.
A disciplined, repeatable methodology guides how opportunities are found, sized, and exited.
Market, credit, and geopolitical risk are assessed and monitored continuously. We are all risk managers.
Quantitative tools and alternative data sets complement our fundamental analysis.
Our tools and our thinking evolve as more data becomes available and markets change.
We utilize a disciplined and process-driven methodology to seek out opportunities while keeping a low correlation to the broader markets in our alpha strategies — combining fundamental analysis with quantitative tools to identify them.
We seek global investment opportunities in Equities, Fixed Income, Commodities, and Currencies. Investment decisions are made using a process-driven approach that draws insights from data on macro fundamentals, valuations, and sentiment.
We make extensive use of custom quantitative tools and alternative data sets to identify and measure opportunities. These tools continue to change as more data becomes available and computational power increases.
Risk management and portfolio management cannot be separated — we are all risk managers. Positions are optimally structured to produce attractive risk-reward opportunities, and our systems have been tested during periods of turbulence. We assess and monitor market, credit, and geopolitical risk.