Graham Capital Management

Entity Type
Founding Date

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.


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.


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)