About us
Auriel Capital Management employs its capability in quantitative modelling and risk management to work with institutional investors in developing uncorrelated, customized, transparent and liquid alpha strategies as well as dynamic currency overlays. We invest in currency forwards (both developed and emerging), interest rate and government bond futures and developed market equity indices.

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. Auriel is also a signatory to the Hedge Funds Standards Board.

Competitive edge
We are a stable firm wholly owned by the managing partners who have worked together since 2001. 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.