systematic alpha
data-first signal generation across cross-asset factors, statistical arbitrage, and relative-value dislocations.
systematic investment research
institutional quant,
engineered like a fintech.
capitalatrisk is a research-driven quantitative firm delivering disciplined portfolio construction, robust risk controls, and clean execution across liquid global markets.
€15.2m
assets under management
q2 2026
2.38
net annualised sharpe
since inception
7.6%
realised volatility
annualised
0.05
market beta
near market-neutral
risk governance
position, exposure, and portfolio-level limits with continuous stress testing and drawdown control.
execution discipline
low-friction, cost-aware implementation calibrated to liquidity and market regime.
capitalatrisk research
our public-facing research desk — market microstructure, factor decomposition, and quarterly risk commentary.
read the desk →AS&P Capital
our flagship absolute-return capital management fund — systematic alpha with institutional risk parity.
view the fund →