Welcome to Graham Capital

1994

Year Founded

27

Years of Experience

178

Number of Personnel

$17B

Total Firm AUM

$12B

Quantitative AUM

$5B

Discretionary AUM

*Personnel and AUM are approximated as of April 1, 2022.

About Us

Graham Capital Management ("GCM") manages assets on behalf of global pensions, sovereign wealth funds, endowments and foundations, investment management advisors, and qualified individual investors. GCM manages quantitative and discretionary trading portfolios with a variety of return and volatility objectives, as well as blended portfolios that include a combination of quantitative and discretionary strategies. Strategies trade a broad range of markets spanning global interest rates, currencies, commodities, and equities and are designed to produce attractive absolute and risk-adjusted returns with low correlation to traditional assets and other alternative strategies.

 

Quantitative Trading


Quantitative strategies include trend-following, quantitative macro, equity market neutral, and other diversifying strategies which utilize multiple proprietary trading signals to capture alpha. Sophisticated risk management techniques are used to optimize portfolio construction and enhance returns. Investment vehicles offered include private investment funds, managed accounts, sub-advised mutual funds and UCITS vehicles.

Discretionary Trading


GCM employs a multi-portfolio manager approach to discretionary trading, allocating to a diverse roster of internal portfolio managers trading across liquid global markets. The firm does not impose a “house view” and allows its portfolio managers to establish their own views within their trading mandate and the firm’s disciplined risk management infrastructure. Portfolio managers trade tactically and may be macro-oriented, following numerous markets at any given time, or specialized within a single sector or trading style in order to capitalize on niche trading opportunities.


Past performance is not necessarily indicative of future results. The potential for profit is accompanied by the risk of loss.

Our Leadership

Pablo Calderini

Pablo E. Calderini

President and
Chief Investment Officer
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Brian Douglas

Brian K. Douglas

Chief Executive Officer
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Edward Tricker

Edward Tricker

Chief Investment Officer of Quantitative Strategies
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Kelly Tropin Whitridge

Kelly Tropin Whitridge

Chief Economist and Senior Managing Director
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Jennifer Ancker Whelen

Jennifer Ancker Whelen

Chief Client Officer and Co-Head of Institutional Relations
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Barry S. Fox

Barry S. Fox

Managing Director of Quantitative Operations and Execution
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Leigh F. Gallagher

Leigh F. Gallagher

Managing Director and Chief Administrative Officer of Investor Relations
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Chris Jones

Chris Jones

Managing Director, Portfolio Solutions and Research and Co-Head of Institutional Relations
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George Schrade

George Schrade

Chief Financial Officer
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Tim Sperry

Timothy Sperry

Executive Director and Chief Compliance Officer
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Lauren Viccaro

Lauren Viccaro

Managing Director and Head of Human Resources
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services

services

Executive Committee

The firm’s Executive Committee is comprised of Ken Tropin, Pablo Calderini, Brian Douglas, Edward Tricker, Kelly Tropin Whitridge, and Jennifer Ancker Whelen and is responsible for the overall management of the firm.

Investment Committee

GCM’s Investment Committee is responsible for the oversight of the firm’s portfolios and manages a thorough process for vetting discretionary and quantitative investment strategies. Investment Committee members manage and oversee the various departments within the firm. The Investment Committee meets formally each month to determine portfolio allocations and meets throughout each month as necessary to discuss ongoing issues that may arise.


Risk Committee

The members of the Investment Committee are also members of the firm’s Risk Committee, which meets daily to review position-level information and related risks for each of the firm’s strategies within the context of prevailing market conditions.

Compliance Committee

The firm’s Compliance Committee reviews all compliance-related issues that require firm-wide cooperation, including trading efficiency and best execution and policies and procedures detailed in the firm's Compliance Manual and Code of Ethics. The members of this committee are also members of GCM’s Valuation Committee, which is responsible for reviewing any deviations from GCM’s valuation and pricing policies.

OUR PHILOSOPHY




Our philosophy is that attractive absolute and risk-adjusted returns can be best achieved through diversified investment strategies across a broad range of markets, while employing rigorous risk management and portfolio construction techniques.