Metori Capital Management is an independent investment manager launched in 2016 with offices in France, China, and the United States. We leverage on academic research and cutting-edge technology to design and implement quantitative portfolios for asset managers, financial institutions, family offices, and private banks.


Metori represents the continuation of many years of research and development in quantitative investing. In 2017 the company took over the investment management of the Epsilon managed futures program, which 4 of the 5 founding partners ran previously at Lyxor. Epsilon was launched in 1994.


Metori has a strong footprint in Europe, mainly servicing financial institutions, asset managers, family offices and private banks. The company also manages a Chinese futures investment strategy, which was launched in 2014, for professional investors in Mainland China.


We believe that the scientific approach allows to uncover market complexities in order to generate performance. Guided by academic findings and empirical analysis, we design and implement quantitative investment strategies to help investors benefit from global market opportunities.

Putting innovation and technology at the heart of our investment strategy


October 2023

Funds Society
Guillaume Dermer quoted in an article published by the magazine Funds Society (Spain)

August 2023

Frankfurter Allgemeine Zeitung
Laurent Le Saint quoted in an article published by the German newspaper Frankfurter Allgemeine Zeitung

January 2023

Macroeconomic themes generated significant directional price trends.






98 Olden Lane

Princeton NJ 08540


9 rue de la Paix,
75002 Paris,

Room 207, Hengqin Smart Finance Industrial Park, West of Building 17, Hengqin Creative Valley, No. 1889 Huandao East Road, Hengqin New District, Zhuhai City, Guangdong Province.
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Any information contained in this website is purely indicative, is not of a regulatory nature and has no contractual value. Nothing herein is intended to be, or be shall be construed as, an offer or a solicitation by Metori Capital Management (“Metori”) to sell, buy or invest in any investment product, or to provide any kind of advice or service.

This website is an introduction to Metori. It does not intend to provide investment advice nor does it represent that the strategies described are suitable for any specific investor. Any information contained in this website is subject to modification at any time. While such information is believed to be reliable at the time it is entered, Metori does not guarantee its accuracy and completeness, nor does it undertake to update such information at any specific frequency. Neither Metori nor any of its directors, officers or employees, will be liable or responsible for any loss or damage resulting, directly or indirectly, from your access to, inability to access, or use of this website or its content.

Trading futures, options on futures, investing in managed futures and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. All information, publications, and reports, including this specific material, used and distributed by Metori Capital Management shall not be construed as a solicitation. Metori Capital Management does not distribute research reports, employ research analysts, or maintain a research department as defined in CFTC Regulation 1.71. Past performance is not necessarily indicative of future results. Any mention of performance in any context whether actual or hypothetical is no guarantee of future results. Your Privacy is important to us. A copy of Metori’s most recent privacy policy can be obtained by contacting our office.


Index objective

The objective of the Metori China Trend Opportunity Index is to achieve absolute returns over 3 to 5 years with little to no correlation to traditional investments. The program trades over 30 futures markets in China, long or short, by implementing systematic trend-following strategies based on mid to long-term quantitative signals. Such signals aim at identifying entry and exit points for each market, in order to capture trends both on the upside (long positions) and on the downside (short positions).


The Metori China Trend Opportunities Index (“the index”) is the property of Metori Capital Management. The Index Methodology is not intended to be, or construed as, an offer or a solicitation by the Benchmark Administrator to sell, buy or invest in any financial instrument or investment product, or to provide any kind of advice or service. The Index seeks to replicate the performance of a hypothetical portfolio of Index Components. However, the Index does not actually invest in, hold or short the corresponding instruments. An investor in any product linked to, or benchmarked on, the performance of the Index will have no rights whatsoever to any Index Component or any other instruments underlying the Index. The Index is a statistical measure providing a representation of the value of a hypothetical portfolio, and shall not be construed or interpreted as constituting a fund, pool or any other investment vehicle. Any investor, trader, asset manager or service provider making any use whatsoever of the Index, including (without limitation) managing or investing in any product linked to the performance of the Index, using the Index as a benchmark or providing services making references to the Index (each an “Index User”, collectively the “Index Users”), does it under its own responsibility and at its own risk. Prior to making any use of the Index, Index Users should seek independent financial, tax, accounting and legal advice. It is each Index User’s responsibility to ascertain that it is authorised to enter into any transaction or provide any service making references to the Index. Neither Metori nor any of its directors, officers or employees, will be liable or responsible for any loss or damage resulting, directly or indirectly, from using the Index in any way. The performance of the Index over any time-period is not guaranteed to be positive. PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RETURNS. The strategy underlying the Index allocation model bears a certain number of risks, including (but not limited to): poor performance, risk of losses, volatility, leverage and value-at-risk, market risks. The Index aims to capture the trends of a selection of futures contracts. The Index may perform well in periods when futures prices are steadily trending up or down. On the opposite, the Index is expected to perform poorly, or even significantly decline, in periods when futures prices do not move in a consistent manner or experience trend reversals. Moreover, the Index performance is expected to be negatively affected in periods of correlated markets. The Index embeds a significant leverage effect through its hypothetical exposure to derivative instruments. Leverage creates special risks and may significantly increase the risk of losses.