CFM Talks To: Emanuel Derman

On business cycles... and when trend following works

Alternative Beta Matters - 2019 Q3 Newsletter

North America Spring Seminar 2019

Optimizing Alternative Beta in a Lower for Longer Environment

CFM Talks To: Professor Johannes Muhle-Karbe

Alternative Beta Strategies: The only free lunch in finance

Alternative Beta Matters - 2019 Q2 Newsletter

Packed in like sardines: how crowding in trade flow can adversely affect execution costs

Separating myth from reality in AI

École Polytechnique launches a research chair with Capital Fund Management (CFM)

The what, why, and decisively, the how of ESG investing

CFM Talks To: Fiona Reynolds

How should you discount your backtest PnL?

E-print: https://arxiv.org/abs/1902.01802

Alternative Beta Matters - 2019 Q1 Newsletter

Optimal cleaning for singular values of cross-covariance matrices

E-print: https://arxiv.org/abs/1901.05543

European Autumn Seminar summary

Understanding the noise that comes with ESG investing

CFM Talks To: Dr. Bruno Dupire

The real secret behind winning with AI