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Innovation in Managed Futures with Marat Molyboga at Efficient Capital Management

Dr. Marat Molyboga has been working on quantitative portfolio management and risk management of multi-CTA portfolios for two decades now. Marat enjoys collaborating with academics and industry thought leaders on research papers that help institutional investors make better investment decisions.



“I grew up in Ukraine and went to school in Moscow where I got my degree in Applied Mathematics. I joined Efficient as a research intern in August 2001. At first, I found myself confused about futures markets… it sounds crazy; when you sell a contract that you don't have, or you can buy a contract for a small fraction of its market value. It took me a couple of months to wrap my head around those pretty simple concepts. Then, during the first year I worked on manager selection and portfolio construction, I quickly discovered that most academic approaches just did not work. So, I had to innovate and develop my own techniques that did work, but it took a while.


Efficient was growing quickly and I joined its research team and over the years I got involved in risk management and earned my PhD in finance. I'm responsible for all aspects of quantitative portfolio management research and risk management.


I love talking about innovation because it's so important for us. For over 20 years, we have been specialized in building customizable manager solutions for institutional investors, and it requires a lot of innovation. So when we think about innovation, we think about managers, selection, portfolio construction, and even fees.”


Efficient Capital Management Logo

Marat Molyboga, Chief Risk Officer & Director of Research

630 - 657 - 6800


Efficient Capital was founded over 20 years ago for the express purpose of maximizing the unique benefits of managed futures for institutional investors. We are - and have always been - solely dedicated to managed futures.


Through a commitment to excellence, innovation, teamwork and rigorous research for two decades, Efficient has become a leading CTA multi-manager firm. In a world of generalists, Efficient continues to be a CTA specialist, focusing its people and skills on offering institutional investors access to CTA strategies that best fit their specific needs and mandate requirements.



Welcome to PrimeAlpha's interview series where we will share insights from industry practitioners discussing their journey and their discoveries.


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