Founded in 1991, we are one of the most established firms of our kind, with a track record built on a carefully managed expansion process, rigorous risk framework and distinct culture that blends a unique mixture of the scientific background of our researchers and IT engineers, supported by an experienced corporate team. The firm is owned by management and employees, with a minority stake held by Dyal Capital.
Research and technology are the key enablers of the investment process at CFM, which involves creating strategies derived from analysing large quantities (petabytes per annum) of financial data allowing trading decisions to be executed in a highly systematic and disciplined way. We look for statistically significant patterns from which we create investment strategies that are rigorously tested before being implemented by algorithms that control the buying and selling of securities. CFM manages a large set of quantitative strategies which trade liquid instruments across global markets including futures, equities, bonds, options, foreign exchange and various derivatives. In view of these challenges, collaboration, humility and innovation are key components to our culture.
Our investors include Pension Funds, Endowments, Sovereign Wealth Funds, Foundations, Fund of Funds, Private Banks, Insurance Companies and Family Offices. We have offices in Paris, London, New York, Tokyo and Sydney.
In addition to carrying out research on new strategies, we have strong links to a number of universities and our researchers seek to contribute to the advancement of knowledge in finance and economics by lecturing and regularly publishing academic articles.
Our entities are registered with the:
- AMF in France
- CFTC and SEC in the USA
- FCA in the UK
- FSA in Japan
We are a member of:
- AFG - Association Française de la Gestion financière
- AIMA - Alternative Investment Management Association
- SBAI - Standards Board for Alternative Investments
Big-data and technology are set to have as profound an impact on the world as the industrial revolution. In fields as varied as medicine, science and finance, we are already seeing massive advances. CFM has been a pioneer of econophysics. It has innovated by applying research and academic techniques to finance and economics, seeking to create consistent returns not correlated to wider market performance and applying appropriate risk parameters.
Data proliferation is a modern phenomenon that looks set to continue. This combined with huge technological change, means we believe structural change in finance is inevitable. Systematic techniques will become the norm in asset management and firms with the research capability and technology to harness data are likely to be winners. Our aim is to remain at the vanguard of this revolution, whilst staying true to our philosophy and culture.