A blend of market know-how, research excellence and technological expertise
People
Founders
Ludovic DUMAS
Market know-how
- 20+ years market experience
Ludovic Dumas graduated from Ecole Potytechnique. He started his career in 1998 at Societe Generale Investment Banking as Equity Derivatives trader. He spent 7 years managing different trading desks.
In 2005 Ludovic moved for CACIB where he was in charge of flow Equity Derivatives trading. He left CACIB in 2009. He spent 4 years developing Quantitative Strategies.
He founded Turing Capital with Romain and Lucas in 2012 where they developed quantitative trading strategies and factor models on equities. Turing Capital was sold in 2018 to the French asset management firm ERAAM.
At ERAAM Ludovic was Portfolio Manager and Member of the Comex/Codir.
He founded DMC Capital with Romain and Lucas in 2022.
Lucas MOUILLERON
Cutting-edge technology
- 12+ years market experience
Lucas Mouilleron is graduated from INSA Lyon with a computer science engineering degree.
He started his career in software and systems engineering for various IT services companies such as Steria/Sopra, SFR or Publicis Group. He occupied several roles from lead developer, project manager to technology director.
He founded Turing Capital with Ludovic and Romain in 2012 where they developed quantitative trading strategies and factor models on equities. Turing Capital was sold in 2018 to the French asset management firm ERAAM.
At ERAAM, Lucas was head of Technology, leading the engineering on equity strategies.
He founded DMC Capital with Ludovic and Romain in 2022.
Romain CHARLASSIER
Research excellence
- 12+ years market experience
Romain Charlassier graduated from Ecole Normale Supérieure of Lyon and holds a PhD in astrophysics from University Paris Cité.
He started his career in experimental physics, working at APC laboratory from 2007 to 2010 and then at the Commissariat à l’Energie Atomique until 2012. His academic accomplishments include the development of an innovative technique for measuring the Cosmic Microwave Background.
He founded Turing Capital with Ludovic and Lucas in 2012 where they developed quantitative trading strategies and factor models on equities. Turing Capital was sold in 2018 to the French asset management firm ERAAM.
At ERAAM, Romain was Portfolio Manager and leading the research on equity strategies.
He founded DMC Capital with Ludovic and Lucas in 2022.
Before DMC Capital
We have been operating in the asset management industry for more than 10 years, seeking alpha and understanding how it can be implemented without losing liquidity, while scrutinizing beta and understanding how it can be implemented at fair cost.
Among other things, we managed up to 300M€ on high-capacity market neutral strategies under UCITS liquidity constraints, we designed a smart beta products line for a well-known private bank, and we developped a broad range of alpha engines, from low to high capacity.
Our showcase investment vehicle exhibits a 8 years ongoing track-record with a 3+ Sharpe ratio on low-capacity strategies with daily liquidity.