Latest Archives - Graham Capital Management

Staying the Course, Shifting the Sails: Lessons from Market Crises

Building for the Long Run through Calm and Crisis In an environment of constant change, building resilient portfolios…

4 mins

Macro Across Monetary Regimes

Easing, Tightening, and Everything in Between: The Role of Macro Strategies across Monetary Policy Regimes Shifts in central…

14 mins

What’s Next for Quant: CAASA’s Primer Featuring Thomas Feng, Ph.D., Chief Investment Officer – Quant Strategies

In the latest publication by the Canadian Association of Alternative Strategies & Assets (CAASA), What’s Next for Quant,…

4 mins

Interpreting Correlation

Correlation is one of the most widely used measures of diversification and can be a helpful statistical indicator…

6 mins

Resilient Strategies: Tailwinds in Left-Tail Scenarios

In a rapidly changing financial landscape, understanding how to navigate market tail risk is paramount. In a recent…

3 mins

Global Macro Primer

INTRODUCTION In the alternative investment industry, few strategies capture the breadth and complexity of global markets quite like…

16 mins

Market Diversification

ABSTRACT Portfolio diversification is one of the most important and sought-after concepts in investing. A properly diversified portfolio…

7 mins

Diversify and Conquer: Enhancing Portfolio Returns through Non-Correlated Strategies

For some investors, it is tempting to construct a portfolio consisting only of high Sharpe, high-performing strategies. However, focusing…

4 mins

Trend-Following Primer

OVERVIEW OF TREND-FOLLOWING With more than $300 billion in assets under management1, trend-following is one of the largest…

10 mins

Building Portfolio Resilience at the Macro Level

Many investors understand the importance of diversification in building a portfolio that is resilient to various market conditions and able to more consistently meet investment objectives over time. Global macro emerged as a notable winner in 2022 amidst a dispersion in results across various alternative investment styles. Has this opportunity passed? When is the right time to allocate to macro?

14 mins

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2025 Summer Reading List

Staying the Course, Shifting the Sails: Lessons from Market Crises

Macro Across Monetary Regimes

What’s Next for Quant: CAASA’s Primer Featuring Thomas Feng, Ph.D., Chief Investment Officer – Quant Strategies

Interpreting Correlation

Resilient Strategies: Tailwinds in Left-Tail Scenarios

Global Macro Primer

Market Diversification

Diversify and Conquer: Enhancing Portfolio Returns through Non-Correlated Strategies

Trend-Following Primer

Building Portfolio Resilience at the Macro Level

About us

Who we are

How we invest

Investment Solutions

Strategies

Investor Reporting

Analytics

Insights

Featured insight

2025 Summer Reading List

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Staying the Course, Shifting the Sails: Lessons from Market Crises

Macro Across Monetary Regimes

What’s Next for Quant: CAASA’s Primer Featuring Thomas Feng, Ph.D., Chief Investment Officer – Quant Strategies

Interpreting Correlation

Resilient Strategies: Tailwinds in Left-Tail Scenarios

Global Macro Primer

Market Diversification

Diversify and Conquer​: Enhancing Portfolio Returns through Non-Correlated Strategies​

Trend-Following Primer

Building Portfolio Resilience at the Macro Level

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Welcome to Graham Capital Management

Diversify and Conquer: Enhancing Portfolio Returns through Non-Correlated Strategies