Research-driven
Conviction built on evidence.
Financial economics, rigorous statistical analysis and quantitative models inform our investment decisions.
Independent thinking. Quantitative discipline.
A deeperperspective onvolatility.
We bring rigorous research, financial economic insight and systematic execution to volatility strategies.
For professional investors only Capital at risk
Flagship fund launchedOctober 2020
Our specialist focusVolatility
Our investment approachSystematic
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.
Strategy at a glance
- Launched
- October 2020
- Domicile
- Cayman
- Investment manager
- Odin Capital Limited
- Investment philosophy
- Research, systematic
04Our investment process
Purpose at
every stage.
Our process connects research, testing and implementation, with risk oversight throughout.
Explore our investment process05Recognition & awards
Specialist focus.
Recognised expertise.
HFM European Performance Awards
Volatility Fund of the Year
Awarded for excellence and strong performance in volatility strategies.
Hedgeweek EU Emerging Manager Awards
CTA Emerging Manager of the Year
Recognising a 36-month track record by Fucius Capital Limited.
About the awardsStart a conversation