Trading floor
◆ Est. MMIX · New York · London · Singapore ◆

Where
conviction
meets capital.

BullRun Capital is a multi-strategy proprietary trading firm placing systematic and discretionary bets across global equities, futures, and volatility — on our own book, and at scale.

$8.4B
Firm capital deployed
17 yrs
Compounding uninterrupted
24.8%
Net IRR, since inception
3
Global trading floors
Market analysis
Our philosophy

Patience, precision, and an appetite for the asymmetric.

We do not chase trends or forecast macro. We build models that identify persistent pricing inefficiencies — and we size into them with the discipline of a market-maker and the imagination of a private investor.

"The market pays you to be right, and it pays you even more to be right when others are wrong."

— Thomas Arlen, Founding Partner

Strategies under one roof

Six books, one edge.

Each strategy is run by a dedicated team, independently risk-managed, and capitalised from the firm's balance sheet — not external LPs.

i.

Statistical
Arbitrage

Mean-reverting equity strategies running on millisecond signals across global cash markets. Turnover: daily.

2.4×Sharpe
$1.2Bcapital
ii.

Systematic
Macro

Cross-asset trend and carry strategies across rates, FX, and commodities. Long-horizon, high-capacity, market-neutral by design.

1.8×Sharpe
$2.1Bcapital
iii.

Volatility
Relative Value

Structured options books exploiting term-structure, dispersion, and skew across listed and OTC derivatives.

3.1×Sharpe
$820Mcapital
iv.

Event
Driven

M&A, spin-offs, SPACs, and legal-catalyst trades. Discretionary, with systematic sizing and hedging overlays.

2.2×Sharpe
$1.4Bcapital
v.

High-Frequency
Market Making

Colocated liquidity provision across equities, futures, and crypto. Native C++, sub-microsecond order-entry path.

4.6×Sharpe
$680Mcapital
vi.

Private
Opportunities

Selective principal investments in financial infrastructure, exchanges, and trading-adjacent ventures.

Longhorizon
$1.9Bcapital
The track record

Seventeen consecutive years of positive performance.

24.8%
Net IRR · Since 2009
0.18
Max drawdown / year
2.9×
Firm-level Sharpe
17 / 17
Positive calendar years
The partners

A senior team with skin in every book.

Each managing partner is both a capital allocator and an active strategist — with meaningful personal capital invested alongside the firm's.

Thomas Arlen
Thomas Arlen
Founding Partner · CIO

Previously global head of statistical arbitrage at a New York prop firm. Wharton MBA, Princeton physics.

Margaret Yu
Margaret Yu
Partner · Head of Volatility

Built and ran the derivatives desk at two bulge-bracket banks. Author of "Convexity & Capacity" (Wiley, 2019).

Anders Holt
Anders Holt
Partner · Head of Systematic

Fifteen years at a Danish multi-strat, latterly as head of macro research. PhD, applied mathematics, ETH Zürich.

"BullRun is the only firm I've encountered that runs six disciplined books without style drift. Their internal capital allocator is the best I've ever seen in private hands."

Richard Halsey
Richard Halsey
Ex-CIO, Sovereign Wealth Fund
Financial district skyline
Join us

We hire slowly.
We reward patiently.

BullRun is 94 people. We expect to be 120 within three years — and never larger. Every hire is a partner conversation, and every compensation package is indexed to the P&L of the book you touch.

View all 14 open roles →
A private conversation

To speak with a partner, write to us.

BullRun does not publish an inbound phone line. Qualified counterparties, capital introducers, and prospective hires may request an introduction below.

Request an introduction → Download firm deck