HELLEBORE CAPITAL

Independent investment management focused on technology and data science applied to credit derivatives.

About Us

Founded in 2013, Hellebore Capital is an independent investment firm focused on generating risk-adjusted, capital-preserving returns in global credit derivatives markets.

We combine deep credit derivatives expertise with quantitative research and systematic risk management to identify relative values and structural inefficiencies across the credit spectrum. Our process targets mispricings driven by liquidity constraints, credit derivatives flows, and index replication frictions.

The investment strategies are supported by a proprietary technology platform developed internally over time, enabling systematic research, execution, and risk management across credit indices and CDS single-name markets with precision, scalability, and the discipline of a focused boutique firm.