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Diversification as our Investment Philosophy

Quant macro hedge fund focused on globally diversified portfolios for sophisticated investors, family offices, and institutions.

Taaffeite Capital Management is a quant macro hedge fund focused on developing high-quality globally diversified portfolios for sophisticated investors, family offices, global institutions, and investment banks.

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.

Regulated by NFA • 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 techniques that avoid over-fitting, look for all profitable patterns in data, only trade liquid markets, and are much more disciplined on left-tail risk.

We seek to deliver absolute return that is scalable, uncorrelated with major asset classes, and consistent over diverse market conditions. Our name Taaffeite was chosen to connote rarity, and we will utilize our unique expertise for the benefit of our investors.

Howard Siow

Chief Executive Officer

Our History

Investment Management

A quantitatively focused investment management firm whose objective is to produce strong risk-adjusted returns exhibiting low correlations to other investments.

Commodity Trading Advisor

Started as a CTA in July 2013 and converted into a fund structure in August 2014. Managed by world-class industry experts with low leverage and highly liquid instruments.

Fully Licensed & Regulated

Fully licensed and regulated by the US Commodity Futures Trading Commission (CFTC), National Futures Association (NFA), and Cayman Islands Monetary Authority (CIMA).

Fund's Performance

Ranked #1 Best Performing Hedge Fund in Macro Category in 2020. TCM Global Index Fund gained 97.15% return (after 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.

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 risk-adjusted returns through diversification.

Over 69 years this concept has been refined by Macro specialists. Taaffeite has dedicated itself to this, combining it with proprietary quantitative techniques to make significant advancements.

Industry Recognition

Over 80 years of combined experience. Consistently recognized by our industry with the highest accolades.

HFM Awards 2017

Best Newcomer - Managed Futures (CTA)

CTA Intelligence 2018

Best Emerging Manager

BarclayHedge 2018

#2 Best Performing CTA

CTA Intelligence 2019

Best CTA Long-Term Performance under $500m

BarclayHedge 2020

#1 Best Performing Hedge Fund - Macro Category

Investors Choice 2021

Best Fund under $100m (Multi-Strategy & Long Term Performance)

For investors.

info@taaffeitecm.com

Institutional inquiries welcome