Capital Fund Management

Capital Fund Management

Entity Type
Founding Date

Capital Fund Management is a global quantitative and systematic asset manager that applies a scientific approach in developing alternative investment strategies. Its methodology relies on statistically robust analysis of terabytes of financial data for asset allocation, trading decisions, and automated order execution. CFM is a pioneer in the field of quantitative trading applied to capital markets across the globe.


Portfolio Construction

Portfolio construction, together with return generation and execution, is a vital aspect of building a sound investment program. It requires robust data and developed statistical methods which CFM has honed over many years.

Systematic Risk Management Based On In-House IT Infrastructure

Its IT/Data infrastructure has been specifically designed for quasi-real-time risk evaluation. So while the trading patterns are slower in the Alternative Beta strategy, regular updates of positions and market condition indicators are important in building a reliable risk control infrastructure.

Robust Operational Risk Control

While certain risk monitoring tools are embedded in the trading systems and maintained by the front office teams, CFM also maintains a dedicated, independent risk team, whose mandate is to independently validate financial risk estimates and to independently impose operational risk limits.

Industrialized, Large-Scale Data Processing

CFM's data team is responsible for collecting, cleaning, manipulating, and managing terabytes of incoming data every day. CFM currently monitors approximately one million instruments.