Crabel Capital Management was founded in 1987 by Toby Crabel. Using decades of experience in research, technology, and quantitative trading, Crabel has developed several unique absolute return programs that serve as liquid, transparent, and diversified investment options for institutional clients.
Research and Alpha Discovery
Crabel seeks to identify persistent, explainable market anomalies across a wide range of instruments and employs a testing methodology for each trading idea. Their short-term trading concepts are designed to exploit behavioral inefficiencies across a variety of different market environments.
Trading and Execution
Crabel makes significant investments in low latency execution infrastructure, measures trade execution speed in microseconds, and minimizes costs to reduce alpha erosion as trade implementation is of equal important to the trade concept itself.
Crabel focuses on capital preservation through automated comprehensive risk limitations in every portfolio, as each has an annual volatility target and multiple layers of risk controls at the position and position levels
Crabel seeks constant innovation and continuous improvement to avoid alpha decay, collaborating across teams to elevate strategy research, algorithm execution development, and technological integration.
As of most recent prospectus
Historically uncorrelated component strategies combine to target all-weather participation.
No level of diversification or non-correlation can ensure profits or guarantee against losses.