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 a disciplined investment process to volatility investing.
For professional investors only
ResearchEvidence-led approach
October 2020Flagship fund launched
VolatilityOur specialist focus
SystematicOur investment approach
01The firm
Independent by design.
Research at our core.
Fucius Capital specialises in volatility investing, combining quantitative research with a disciplined investment process.
The Fucius Volatility Arbitrage Fund launched in October 2020. Our approach draws on disciplined quantitative research, 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.
Ongoing risk monitoring brings a repeatable approach to a changing investment landscape.
03Our flagship strategy
Fucius Volatility
Arbitrage Fund.
A specialist investment approach shaped by quantitative research, portfolio discipline and institutional oversight.
Understand the approachLaunchedOctober 2020
ApproachDisciplined quantitative research based
04From insight to implementation
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
Portfolio implementation
Investment ideas are implemented through a disciplined process, with ongoing monitoring and review as market conditions change.
- 04
Risk management
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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