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Investment Strategies
:

Global Tactical Asset
Allocation (GTAA)


Currency

Equity Market Neutral

ESG Strategies






About us
Auriel Capital Management employs its capability in quantitative modeling and risk management to work with institutional investors in developing uncorrelated, customized, transparent and liquid alpha strategies. We invest in currency forwards, government bond futures, equity futures and equity cash markets.

We implement our alpha strategies through either funds or through managed accounts. We are authorized and regulated by the FSA and are an SEC registered investment advisor.

Competitive edge
We are a stable firm wholly owned by the managing partners who have worked together for over seven years. They come from diverse backgrounds at highly respected quantitative firms which ensure a broad range of skill sets and provide for an eclectic blend of investment ideas, research and analysis. Further, our managing partners are principally focused on model design, alpha consistency, parameter sensitivity, regime conditioning and implementation. They are not distracted by large organization issues and we are not encumbered by bureaucratic roadblocks. Consequently, the thoroughness and speed of model development, and risk management, plurality of research ideas, and small size allowing for the faster implementation of models provide a competitive advantage.