Capital Fund Management S.A.

France-flagFrance Type: Commodity Pool Operator (CPO)
Commodity Trading Advisor (CTA)
Registrations: NFA ID: 0240154
SEC ID: 801-61960
Program Past 12 Months Jan YTD CAROR WDD AUM Min Inv Visits
CFM IS Trends Fund LP Series 1 (USD 10% Volatility) chart thumbnail 4.17 4.17 6.81 -16.15 $ 1,858.7M $ 1,000k 6658
Discus Feeder Limited - Class B Shares (USD 1x Leverage) chart thumbnail 0.75 0.75 4.87 -27.57 $ 157.2M $ 1,000k 9228
Discus Feeder Limited Class C USD 1.5x chart thumbnail 1.07 1.07 7.36 -48.95 $ 72.5M $ 1,000k 6694
Discus Feeder Limited Class D EUR 1x chart thumbnail 0.57 0.57 4.65 -27.43 € 15.6M € 1,000k 4170
Discus Feeder Limited Class E EUR 2x chart thumbnail 0.89 0.89 7.87 -49.25 € 179k € 1,000k 6794

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

CTA Introduction

CFM is a systematic quantitative investment firm founded in 1991, focused on in-depth research, state-of-the-art IT infrastructure, and experienced risk management. CFM invests in applied scientific research and sophisticated information technology systems to extract value across global securities, futures, foreign exchange and options markets. Research in the statistical properties of financial instruments and the development of systematic trading strategies are carried out at CFM by a team of Ph.D.’s, most of them physicists from renowned institutions, and a team of IT and data specialists. This research work, combined with over two decades of market experience and investment in technology infrastructure, allows CFM to create original trading strategies and to adapt these further as markets continuously evolve. CFM's trading strategies can be characterized as systematic, girded by a tested risk control system. CFM manages today a large set of quantitative strategies, trading a priori liquid instruments including futures, equities, bonds, options, and spot and forward FX. CFM manages approximately $9.7 billion in leveraged equity ($8.1 billion in equity) of AuM with 256 employees located in Paris (HQ), London, New York, Sydney and Tokyo as of 31 January 2020. CFM’s group entities are registered with the CFTC, the SEC, the AMF in France, the Japanese FSA, the UK FSA and ASIC in Australia.