Research-driven
Conviction built on evidence.
Financial economics, rigorous statistical analysis and quantitative models inform our investment decisions.
Independent thinking. Quantitative discipline.
A deeper perspective
on volatility.
We bring rigorous research, financial economic insight and systematic execution to volatility strategies.
For professional investors only Capital at risk
2020Flagship fund launched
VolatilityOur specialist focus
SystematicOur investment approach
01The firm
Independent by design.
Research at our core.
Fucius Capital is a quantitative investment advisory firm focused on volatility-based strategies.
Our approach draws on volatility risk premia, portfolio optimisation and machine learning.
More about the firm02Our perspective
A disciplined foundationDiversification
A different source of opportunity.
We study volatility as an alternative source of risk and return, with a focus on its role within a wider portfolio.
Consistency of process
Discipline through changing markets.
Systematic execution and ongoing risk monitoring bring a repeatable approach to a changing investment landscape.
03Our flagship strategy
Fucius Volatility
Arbitrage Fund.
An investment approach centred on volatility futures and the opportunities within their term structure.
Understand the approachCapital at risk. Past performance, simulated performance and forecasts are not reliable indicators of future results.
LaunchedOctober 2020
DomicileCayman
Investment managerOdin Capital Limited
Investment philosophyResearch, systematic
04From insight to execution
A process with
purpose at every stage.
- 01
Quantitative research
We study the behaviour of volatility using quantitative models, statistical analysis and financial economic theory.
- 02
Design & testing
Research is translated into trading strategies, with variations back-tested and refined before implementation.
- 03
Trade execution
Our automated system connects directly to the broker, applying rules-based decisions and rebalancing as opportunities arise.
- 04
Risk management
Calendar spreads across expiries, daily profit-and-loss monitoring and regular value-at-risk reviews support portfolio oversight.
05Recognition & Awards
Recognition for
specialist performance.
2025
Volatility Fund of the Year
Awarded at the HFM European Performance Awards for excellence and strong performance in volatility strategies.
2024
CTA Emerging Manager of the Year
Awarded at the Hedgeweek EU Emerging Manager Awards for a 36-month track record by Fucius Capital Limited.
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