For over fifteen years, we have delivered high-conviction macro intelligence with a consistent focus on forecast accuracy to a select group of institutional clients. Today, we formalize that discipline as North Vector Capital — a selective partner for sophisticated allocators seeking precision in an uncertain environment.
We calibrate projections according to prevailing macroeconomic regimes rather than relying on static models. This approach has allowed us to maintain directional accuracy across multiple cycles, including the 2013 taper tantrum, the 2020 pandemic shock, and the 2022 inflation regime shift.
Our framework maps how shocks propagate across currencies, rates, commodities, and credit. This multi-market lens enables clients to anticipate second and third-order effects that single-asset models routinely miss.
We assign explicit probabilities to base, upside, and downside scenarios and track calibration performance over time. This discipline has consistently reduced tail-risk exposure for our long-standing advisory relationships.
Our outputs are designed as decision inputs, not market calls. Every signal includes an explicit assessment of conviction level and potential drawdown, enabling portfolio managers to size positions with greater precision.
We work exclusively with sophisticated institutional allocators and large-scale capital that require reliable macro inputs to support high-stakes investment decisions. Our clients value depth, discretion, and measurable forecast quality over broad distribution.
Forward-looking analysis across G10 and key emerging markets with explicit probability weights and regime identification. Our fifteen-year track record demonstrates consistent outperformance versus consensus in directional calls on rates, FX, and commodities during major turning points.
Access to a curated set of large-scale opportunities in infrastructure, energy transition, and core real-economy businesses. Every opportunity is filtered through our macro lens before being presented to qualified partners.
Custom scenario development and portfolio stress testing aligned with our macro framework. Clients use these outputs to test resilience under alternative regimes and to calibrate hedging strategies with greater precision.
Direct access to structured briefings from our network of senior economists and sector specialists. These sessions are designed for portfolio managers and chief investment officers who require depth over breadth.
Correctly identified the persistence of the inflation regime six months ahead of consensus. Several institutional clients used our framework to extend duration hedges and reduce exposure to rate-sensitive assets before the major repricing.
Delivered an early-regime analysis in March 2020 that correctly anticipated both the depth of the initial shock and the subsequent policy response. Clients who followed our probability-weighted scenarios were able to re-risk earlier than peers.
Supported a Latin American sovereign wealth fund in restructuring its currency overlay. Our transmission analysis helped reduce drawdowns during the 2022–2023 EM stress period while maintaining upside participation.
We maintain a deliberately limited network of relationships. Every engagement begins with a private application and personal review by our team.
Applications are reviewed on a rolling basis. Response within 10 business days.