Albedo Capital has developed a portfolio of complementary short term systematic strategies (mean reversion and trend following). We invest in highly liquid markets, namely European Future indices (Dax & Bund) as well as prime foreign currency pairs (G10).
Albedo’s proprietary trading model is the result of more than 15 years of research and is permanently enhanced to take advantage of new market recurrences.
The strategies are designed to deliver attractive risk-adjusted returns with high consistency and regularity.
Albedo Capital is an independent management company regulated by the French securities regulator, the AMF. Established in 2015 and based in Paris, Albedo Capital currently advises managed intended for professional investors within the MIFID’s definition.
Albedo Capital’s objective is to deliver superior risk-adjusted absolute returns with low correlation to traditional asset classes.
The investment process is fully systematic and our short term strategies only trades on highly liquid markets. This allows to focus on delivering higher risk-adjusted returns through a research approach based on technical analysis and statistics.
Albedo Capital has implemented an overall Risk management plan. All of our strategies include dynamic exit points. Our trading system is monitored 24/7 and complies with the highest standard of IT security.
Alexandre Leroy (CEO) : The story of Albedo Capital is firstly a story of entrepreneurs. A team of men and women, joining their skills and experience in an ambitious project: to convert 15 years of research in markets into a regulated asset management Company. Albedo Capital has sat its dynamic growth around a core of talented IT engineers, passionate about charts & technical analysis.
Their unfailing conviction that short term recurrences on highly liquid markets can return consistent and regular performance has convinced the rest of team, myself included, to take up this great challenge.
Our team is in consequence, very heterogeneous. Diversity is part of our DNA and is key to success, we believe.
We believe that markets ever-growing interconnections prevent managers from forecasting long price trends (butterfly effect). Like weather forecasts, our credo is that only short-term moves are predictable with consistency. This is what we pretend to do. Our diversified strategies try to capture short-term recurrences through an innovative systematic technology. In short, our trading is guided by humility. We do not fight against market cycles. We simply try to chase low gains with regularity and we cut losses systematically.
With no doubt our money management process. There is no such a thing as an always winning strategy. In consequence, every strategy implemented in our portfolio requires to meet a set of complementarity and diversification criteria so it not only improves the overall performance but also decrease potential drawdowns. This is why Albedo fund runs more than 20 strategies, taking short & long positions, through complementary types of strategies.
The idea is to compensate losing trades by a larger number of winning trades. The choice and allocation of our strategies in our portfolio is the result of more than 15 years of R&D and aimed to deliver the best risk-adjusted returns. This hindsight is unique.
The company is privately held by its staff, composed by 8 experienced & passionate partners working together for more than a decade and sharing the same values : transparency, humility & ambition.