Albedo Capital has developed a pool of investment strategies in the most liquid global markets (FX, European indices Futures : Eurostoxx 50 & Cac 40). The approach is fully quantitative and the trading process 100% systematic. On the basis of the analysis of historical technical indicators, the portfolio management team has developed mathematical models aiming at detecting trends and reversal in markets, that our systematic strategies try to follow.
Albedo Capital is an independent management company based in Paris and regulated by the French securities regulator, the AMF under GP-1500007. Albedo Capital ‘s alternative investment approach is dedicated to Professional Investors through funds, managed accounts and investment advices. Albedo Capital’s objective is to deliver superior risk-adjusted returns with low correlation to traditional asset classes, offering a liquid and performing portfolio diversification asset.
The risk management process is at the heart of Albedo Capital’s investment strategies. The fully systematic trading process and the high liquidity of the markets that are traded allow a dynamic asset allocation investment approach adaptive to changing market conditions. Through its various vehicles Albedo Capital’s objective is to deliver absolute return regardless of market orientation. Special attention has been paid to the quality of all external service providers (custodian, brokers…)
Alexandre Leroy (CEO) : The story of Albedo Capital is firstly a story of entrepreneurs, joining forces and skills to an ambitious project: convert 15 years of research in markets into a regulated asset management company.
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 : ethics, humility & ambition.