Diversification as our Investment Philosophy
About Taaffeite Capital
Taaffeite Capital Management is a quant macro hedge fund focus on developing a high-quality globally diversified portfolio for sophisticated investors, family offices, global institutions, and investment banks. Delivering superior investment returns is what drives us.
We are Global Macro specialists. Our strategies are long-term, research-based and conviction-led. Our team has quantitative expertise spanning equities, fixed income, commodities, currencies and derivatives.
Taaffeite is regulated by the National Futures Association (NFA) and Cayman Island Monetary Assocation (CIMA).
A letter from our CEO
For years, quantitative investing has been about using computers to find patterns or inefficiencies in market data that can be exploited systematically for profit.
Quant 2.0 is the next generation of quantitative investing. It is about using artificial intelligence (AI) techniques that avoid over-fitting, look for all profitable patterns in data (not just trends), only trade liquid markets, and are much more disciplined on left-tail risk (not just using volatility to measure risk). This is what makes TCM's Program so significant.
We seek to deliver absolute return that is scalable, uncorrelated with major asset classes, and consistent over diverse market conditions. We see that machine learning is beginning to have a significant impact on asset management, but firms with deep expertise and a robust, sophisticated, tested strategy are very rare. Our name Taaffeite (one of the world's rarest gemstones) was chosen to connote this sense of rarity, and we will utilize our unique expertise and technology for the benefit of our investors.
We look forward to working with our investors at the forefront of the technology of asset management.
A quantitatively focused investment management firm whose objective is to produce strong risk-adjusted returns to investors exhibiting low correlations to other investments.
Commodity Trading Advisor
Started as a Commodity Trading Advisor (CTA) in July 2013 and converted into a fund structure in August 2014. The fund is managed by world-class industry experts. Low leverage and only invests in highly liquid instruments.
Fully Licensed & Regulated
Fully licensed and regulated by the US Commodity Futures Trading Commission (CFTC). We are regulated by the National Futures Association (NFA) and Cayman Islands Monetary Authority (CIMA).
Ranked #1 Best Performing Hedge Fund in Macro Category on the Barclay Hedge Fund database for YTD performance in 2020; Taaffeite Capital Management Global Index Fund (Bloomberg Ticker: MACHINE_US) gained 97.15% return (after management and performance fees) in 2020.
Our Investment Philosophy
Taaffeite Capital Management Liquid Alpha Program is a macro multi-strategy fund, allocating to 100-200 opportunities across global equities, fixed income, commodities and currencies.
This broad diversification aims to give investors exposure to a broad set of global opportunities, and Taaffeite selects the highest quality assets within each asset class to produce significant returns.
Global Macro is generally founded on the 1952 Nobel Prize-winning paper on Modern Portfolio Theory by Harry Markowitz. The simplified premise is you can improve the risk-adjusted returns of investing in the S&P 500 Index, by using diversification.
Over 69 years this simple concept has continued to be refined by Macro specialists. Taaffeite has dedicated itself to this, and combining this with proprietary quantitative techniques has made significant advancements.
Over 80 years of
We have been consistently recognised by our industry and have won the highest accolades for our fund.
HFM USA Hedge Fund Performance Awards
Recognized as the Best Newcomer –Managed Futures (CTA) at the prestigious 2017 HFM US Hedge Fund Performance Awards in New York. Winner of US Hedge Fund Performance Awards 2017.
US Awards 2019
Won the best CTA Long-Term Performance under $500m (5 years) at the CTA Intelligence US Awards on 13 February 2019 at Lotte New York Palace.
Top Performing Hedge Fund
Top-performing Hedge Fund
Macro - Past Three Years Ranked by
Compound Annual Return.
3 Years Ending Dec 2020
Top Performing CTA
Won Best Emerging Manager 2018 at the CTA Intelligence US Awards at the Yale Club in New York. Ranked No. 2 against CTA hedge fund peers globally based on the data in Barclay Hedge's CTA database.
Ranked by Net Return
TCM Global Index Fund LP.
Ranked #1 Best Performing Hedge Fund in Macro Category on the Barclay Hedge. Database for YTD performance in 2020.
Investors Choice Awards
Investors Choice Awards 2021 by Allocato
Best Fund under $100 mil (Multi-Strategy and Long Term Performance)