Entities

Graham Capital Management

Graham Capital Management

Acronym
GCM
Entity Type
Location
Founding Date
1994

Graham Capital Management is an alternative investment firm providing innovative quantitative and discretionary investment solutions with a variety of return and volatility objectives. GCM aims to produce attractive absolute and risk-adjusted returns with low correlation to traditional assets and other alternative strategies. Strategies trade a wide range of markets covering global interest rates, currencies, commodities, and equities.

QUANTITATIVE

GCM's approach to quantitative research is process-driven and is based on a rigorous application of the scientific method. It utilizes advanced infrastructure and focuses on high-performance computing and big data to generate research in areas including machine learning, signal processing, and deep learning.


DISCRETIONARY

GCM employs a multi-portfolio manager approach to discretionary trading, allocating to a diverse roster of internal portfolio managers trading across liquid global markets. These portfolios are generally macro-oriented, following numerous markets at any given time, or sector-specific, capitalizing on opportunities within a single sector.


Assets under management: $16 billion (as of January 31, 2021)