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

Alternative Beta Matters - 2018 Q4 Newsletter

Making fat right tails fatter with trend following... most of the time

Philippe Jordan appointed to AIMA's Board of Directors

Alix Egloff-Guéant named among 50 leading women in hedge funds 2018

A new hype or a new hope? Neural networks applied to live market data