Insights and published research
  • Whitepapers
    26 April 2019  
    Packed in like sardines: how crowding in trade flow can adversely affect execution costs
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  • Commentary & Insights
    1 August 2019  
    Alternative Beta Matters - 2019 Q3 Newsletter
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  • Commentary & Insights
    3 May 2019  
    Alternative Beta Strategies: The only free lunch in finance
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Date
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Title

  • Alternative Beta Matters - 2019 Q3 Newsletter

    1 August 2019
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  • North America Spring Seminar 2019

    26 June 2019
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  • Optimizing Alternative Beta in a Lower for Longer Environment

    13 June 2019
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  • CFM Talks To: Professor Johannes Muhle-Karbe

    6 May 2019
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  • Alternative Beta Strategies: The only free lunch in finance

    3 May 2019
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  • Alternative Beta Matters - 2019 Q2 Newsletter

    1 May 2019
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  • Packed in like sardines: how crowding in trade flow can adversely affect execution costs

    26 April 2019
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  • Separating myth from reality in AI

    15 April 2019
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  • École Polytechnique launches a research chair with Capital Fund Management (CFM)

    18 February 2019
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  • The what, why, and decisively, the how of ESG investing

    11 February 2019
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  • CFM Talks To: Fiona Reynolds

    6 February 2019
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  • How should you discount your backtest PnL?

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

    5 February 2019
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  • Alternative Beta Matters - 2019 Q1 Newsletter

    1 February 2019
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  • Optimal cleaning for singular values of cross-covariance matrices

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

    22 January 2019
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  • European Autumn Seminar summary

    22 November 2018
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  • Understanding the noise that comes with ESG investing

    12 November 2018
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  • CFM Talks To: Dr. Bruno Dupire

    9 November 2018
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  • The real secret behind winning with AI

    5 November 2018
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  • Alternative Beta Matters - 2018 Q4 Newsletter

    1 November 2018
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  • Making fat right tails fatter with trend following... most of the time

    1 November 2018
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