Christopher Rokos is the founder and chief investment officer of Rokos Capital Management, a global macro hedge fund managing approximately $17 billion in assets. Rokos is considered one of the finest macro traders of his generation.
Rokos studied chemistry at King's College London before beginning his career at UBS and then Goldman Sachs. He co-founded Brevan Howard Asset Management in 2002 with Alan Howard and several other traders, where he was responsible for generating a large proportion of the firm's profits during its early years.
After departing Brevan Howard in 2012 following a contractual dispute, Rokos founded his own fund in 2015. Rokos Capital has delivered strong returns, particularly in volatile macro environments. The fund generated approximately +18% in 2023, +15% in 2024, and +20% in 2025. Rokos is known for his focus on rates and sovereign bond markets.
FCA regulatory filings, LCH Investments, Institutional Investor, Bloomberg
| Year | 2023 | 2024 | 2025 |
|---|---|---|---|
| Return | +18% | +15% | +20% |