Capstone is a global, alternative investment management firm operating across a broad range of derivatives-based strategies with a deep understanding of volatility. With approximately $7.2 billion of AUM and 163 employees as of August 1, 2020, Capstone was established in 2004 and is headquartered in New York with offices in London, Amsterdam, Stamford and Los Angeles. Through strategic insight, market-leading expertise and advanced technology, we seek to anticipate and harness the complexities of world markets, creating unique opportunities for our clients, team and industry. Capstone has a quantitative approach to trading and the business is model driven with a qualitative overlay. Capstone Volatility Master Fund, the flagship volatility arbitrage fund, launched in 2007. The platform has since evolved to include Solutions, which has been managing custom options and volatility based strategies for institutional investors since 2010. Solutions mandates on the Solutions platform include equity replacement, tail risk protection and tactical hedges, dispersion, and volatility harvesting; these mandates are primarily implemented through custom single investor funds. In July 2017, Capstone assumed management for the Diversified Dynamic Alpha Fund, which employs a systematic and discretionary global macro strategy. The investment team is based in Amsterdam and trades multiple volatility-based strategies which complement Capstone’s existing platform.
For more information, please visit: http://www.capstoneco.com/