The RALO Framework
across every mandate.
One regime-aware sizing and signal architecture deployed across liquid equities, fixed income, global macro, emerging markets and private markets — engineered for institutional allocators.
Catalyst Partners deploys a single research architecture across every asset class it covers — liquid equities, fixed income, global macro, emerging markets and private markets.
One research engine. Three disciplines.
Hawkes & Regimes
Hawkes-process microstructure research and Markov regime classification are research inputs; deployment status varies by strategy.
Perceive–Reason–Act–Observe
Perceive–reason–act–observe workflow, with IC/ICIR, signal half-life and out-of-sample gating before capital deployment.
Realized vs. Modeled
Historical, modeled, scenario and forward-target statistics are explicitly separated; synthetic or forecast data are not presented as realized track records.
This revision reconciles the strategy count, removes unsupported “live” implications where evidence is not established, separates realized/model/scenario/target statistics, and updates the Vietnam and Malaysia index-event language.
Liquid Public Equities
7 STRATEGIESThe core liquid shelf — regional long-only mandates and specialist sleeves using the RALO composite research architecture.
Fixed Income
2 STRATEGIESCredit, duration and global-rates strategies designed for institutional portfolio construction.
Global Macro
2 STRATEGIESCross-asset systematic macro, structured as both a standalone overlay and a regime-classified long/short strategy.
Emerging Markets & Index Events
2 STRATEGIESCountry-level mandates centered on observable benchmark events, where index mechanics and forced flows can create defined catalysts.
Regional Research
1 PROGRAMInstitutional research that grounds regional mandates in structural, cross-asset and market-microstructure context.
Private Markets
4 STRATEGIESPrivate-markets underwriting translated from the RALO real-asset framework, plus opportunistic and systematic event strategies.
Publication conventions. * Forward target, not historical performance. † Scenario-engine output, not realized performance. ‡ Modeled/synthetic statistic requiring the underlying workbook/data version to be identified before external publication. A “Platform” label means the strategy is part of the Catalyst research shelf; it does not by itself imply live client capital. Past performance is not indicative of future results. No performance figure should be described as a track record unless supported by auditable portfolio records or a finalized, reproducible backtest.
Risk-free-rate control. The prior 5.25% headline assumption has been removed from the hero because it is a methodology input rather than a timeless platform fact. As of early September 2026, the Federal Reserve reported an effective federal funds rate of 3.63% and Treasury/market rates varied materially by tenor. Any backtest should state the exact risk-free proxy, date convention and source used.
In development
Additional strategies may be added after investment thesis, data provenance, capacity, transaction-cost assumptions, performance methodology and governance status have passed the same publication-control process.
FTSE Russell/LSEG confirmed Vietnam’s Frontier → Secondary Emerging reclassification effective 21 September 2026 and confirmed the interim review outcome. LSEG / FTSE Russell.
Bursa Malaysia / FTSE Russell materials show the FBM KLCI at 30 constituents as of the cited constituent list; August 2026 reporting confirms the planned expansion to 50 constituents beginning December 2026. Bursa Malaysia.