Yves Lemperiere

Yves Lempérière serves as Head of Research for Alpha Strategies at Capital Fund Management (CFM), a leading quantitative hedge fund. In this role, he is responsible for overseeing research and development related to alpha-generating strategies, with a particular focus on the evolution and effectiveness of systematic and quantitative approaches within global markets.

His investment focus spans a wide range of asset classes, including equities, fixed income, foreign exchange, credit, and derivatives, with an emphasis on risk premia and trend-following strategies. Lempérière is recognized for his expertise in tail-risk analysis, market anomalies, and the statistical properties of risk premia portfolios. He has contributed to the advancement of quantitative finance via publications on skewness, excess returns, and the structure of risk premium strategies.

Lempérière has been with CFM since 2003, rising through successive research leadership roles after early work on execution algorithms, price impact modeling, and slippage analysis. He holds a Doctor of Philosophy and Master of Science in Physics from the University of Cambridge, as well as a Master of Engineering in Mathematics and Engineering from École Centrale Paris. His research and contributions have positioned him as a key figure in the development of sophisticated systematic investment models in the asset management industry.