Illuminating

Pioneering scientific
investment strategies.

We are a global quantitative and systematic asset management firm applying a scientific approach to finance to develop alternative investment strategies that create value for our clients.

As technology and data further proliferate in financial markets CFM aims to be at the vanguard of firms using these trends for the benefit of investors.

Who we are

Capital Fund Management (CFM) is a pioneer in diversified, alternative investment strategies that provide a source of return to our investors with a low correlation to traditional equity and bond markets.

Our 27 year track record of innovation in finance and economics underpins a systematic approach. Investors can access a highly risk-controlled and systematic investment framework, participating in the benefits of rigorous diversification and the opportunity to access returns from plausible, repeatable market patterns, or phenomena.

CFM is among but a handful of global investors to apply academic techniques to dynamically and stringently test every investment strategy.

Our firm’s culture derives from academic excellence, enhanced by an ongoing investment in people, our unique research capability and foundation technology.

Why Alternative Beta?

CFM is a pioneer of Alternative Beta investing, providing investors with a low-correlation, low-cost, liquid investment program via a diversified portfolio. The CFM Alternative Beta Fund comprises a mix of simple, well-justified strategies that seek to deliver persistent excess returns with scalable capacity, while exhibiting low correlation to traditional equity and fixed income benchmarks.

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Philosophy & process

The CFM investment philosophy derives from a combination of scientific discovery, information technology, algorithmically managed risk, humility and innovation.

Investment Process

Financial markets are constantly evolving and the markets have a degree of predictability made increasingly more apparent by data.

Scientific Process

Scientific Process used to extract signals from noisy markets. We allocate risk in an agnostic fashion to strategies, models and markets in order to seek robustness through diversification.