Decoding the
Global Economy.
Rozario Global is not just an investment firm. We are a technology company that happens to trade. We apply the scientific method to financial markets to discover value where others see noise.
Leadership
Engineering discipline meets financial expertise.
Calvin D’Rozario
Calvin D’Rozario serves as the Founder and Chief Investment Officer of Rozario Global Management, LLC. He is responsible for the design, development, and execution of the Fund’s quantitative trading strategies, including the oversight of the proprietary algorithmic infrastructure and risk management protocols.
Inside the Glass Box
How does a quantitative hedge fund actually work? It is a continuous loop of data ingestion, hypothesis testing, and automated execution.
1. Ingest Everything
Similize® is capable of reading more than prices. Weather, shipping, and satellite imagery can sit with the tape. Daily ingest for the book is 10GB.
2. Simulate the World
Similize® is capable of replaying history across thousands of servers. The historical store the book replays is measured in petabytes. A signal is replayed before it is trusted.
3. Execute in Microseconds
Similize® is capable of FPGA execution at microsecond scale. The book we run sends orders in under 1 millisecond, through the prime broker.
Our Evolution
Loomis Sayles & Co.
Calvin D'Rozario worked as Quantitative Developer at Loomis Sayles & Co.
Fidelity Investments
Calvin D'Rozario worked as Senior Software Engineer at Fidelity Investments.
Founded Caltech Capital
Caltech Capital opens the first office in Midtown with a principal Portfolio Manager.
Rozario Global Expansion
Opened London and Hong Kong. The book trades 24/5, in the markets it covers. Not every market.
Similize®.
Launched the quantitative systematic trading systems.
Pre-Launch: Master Fund
Commenced live proprietary incubation of the Rozario Master Fund LP. Our multi-asset, multi-strategy quantitative architecture is currently undergoing strict execution and latency validation.
Global Footprint
New York
Global HQ
London
Europe
Hong Kong
Asia Pacific