By Laurence Fletcher LONDON, Jan 17 (Reuters) - Chris Rokos, co-founder of hedge fund firm Brevan Howard, is focusing on managing his own fortune, two sources told Reuters, the latest star trader to set up a so-called "family office" rather than work for others amid tighter regulations. The former Goldman Sachs trader, who left Brevan last summer after the amount of money he managed was cut, has set up the office in the heart of London's upmarket Mayfair district, close to Berkeley Square, one of the sources said.