Capital Fund Management (CFM) introduced a new UCITS programme, Institutional Systematic Trends Equity Capped (ISTEC), based on its Cayman strategy (modified for UCITS compliance).
The CFM Alternative Beta Matters Quarterly Newsletter summarizes trends in the alternative investment industry, including equity, fixed income/credit, FX, commodities, trading regulations, and data science and machine learning.
CFM hosted an Autumn Seminar in London, featuring discussions on trend-following, quantum computing, portfolio construction, and geopolitics by market experts, academics, and CFM’s senior leaders.
Oliver Schupp, Head of Investor Relations for North America, discussed factor investing and smart beta at a *Pensions & Investments* roundtable on automation and institutional interest in lower fees.
Negative correlation between equities and bonds – the cornerstone of hedging and diversification in many institutional portfolios – might be in jeopardy.
Jean-Philippe Bouchaud, head of research at CFM and an influential figure in price impact research, wins this year’s buy-side quant of the year award 2018 for shining a light on cross-impact.
Capital Fund Management SA (CFM) sponsored the creation of an Econophysics & Complex Systems Chair, signed by representatives of École Polytechnique, the École Polytechnique Foundation, and the Institut Louis Bachelier ‘Fondation du Risque’ (FDR).
