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.
Hear from Philippe Jordan
President of CFM
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.
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.
Innovation
Innovation through the use of applied scientific research and sophisticated information technology systems.
Awards
CFM is proud to have been recognised by many independent judges and Awards.
European Hedge Fund Performance Awards 2019
Outstanding Achievement Award, Winner, 2019
European Hedge Fund Performance Awards 2019
Quantitative Multi-Strategy Over $1bn award, Winner, 2019
Fund Manager of the Year Awards 2018
Fund Manager of the Year, Alternative Strategies, Winner, 2018
Buy-Side Quant of the Year 2018
Risk Awards 2018 Winner
Quant of the Year 2017
Risk Awards 2017 Winner
Emerging Multi-Strategy Fund of 2014
CFM Institutional Systematic Diversified Fund LP, Capital Fund Management S.A. (winner)
Multi-Strategy Fund of 2014
Stratus Feeder LP, Capital Fund Management S.A. (winner)
Emerging Systematic Macro & CTA Fund of 2014
CFM Institutional Systematic Futures Fund Limited, Capital Fund Management S.A. (winner)