# Alpha Blue Capital Alpha Blue Capital is an Asset Manager based in San Francisco, United States. ## Overview - **Organization type:** Asset Manager - **Headquarters:** San Francisco, United States - **Region:** North America - **Address:** San Francisco, CA, United States - **Founded:** 2016 - **Assets under management:** < $500M (Altss estimate) - **Website:** alphabluecapital.com - **LinkedIn:** https://www.linkedin.com/company/alpha-blue ## Regulatory record - **CRD number:** 328350 - **SEC file number:** 801-128858 - **Registration status:** Registered - **Reports private funds:** No - **IAPD record:** https://adviserinfo.sec.gov/firm/summary/328350 ## About Fundamental Research & Value-Focused Investment Management | Dynamic Active Multi-Factor Equity Investing | V•F•Q•M | Alpha Blue, LLC (“Alpha Blue”) provides Fundamental Research & Value-Focused Investment Management with a 30+ year distinctive and successful approach firmly based on a disciplined Philosophy, Process & Strategies. The Alpha Blue Capital Partnerships focus on “4-Levels” of dynamic multi-factor fundamental bottom-up security selection and portfolio characteristics with attractive Valuation, sound Fundamentals, Quality and positive business Momentum (V•F•Q•M) ## Sectors - Artificial Intelligence & Machine Learning - Technology - Data & Analytics ## People - Joonhyuk Lee — Chief Investment Officer & Co-Founder - Gene H. Lee — Co-Founder ## Questions ### Who runs investment decisions at Alpha Blue Capital? Investment decisions are driven by a systematic model developed under CIO and Co-Founder Joonhyuk Lee, whose prior experience includes cross-asset quantitative strategy at Goldman Sachs. The process removes individual discretionary stock-picking, with portfolio managers overseeing model performance, risk budgets, and signal research priorities rather than making single-name buy or sell calls. ### Is the firm's strategy discretionary or purely systematic? Alpha Blue Capital operates a purely systematic strategy. Human judgment is applied solely to research design, data acquisition, and model governance. Day-to-day portfolio construction and trade execution are automated by the proprietary machine-learning system. ### What investment sectors does the strategy typically cover? The systematic model draws from a broad universe across sectors including technology, healthcare, and consumer equities. The data-driven approach does not pre-commit to thematic or sector concentrations; exposures shift based on the model's continuous analysis of fundamentals and alternative data signals. ### How does the firm use machine learning in its process? Machine learning is central to both signal generation and portfolio construction at Alpha Blue Capital. The firm applies ML techniques to structured financial data and unstructured alternative datasets to identify predictive patterns, with the stated goal of generating consistent excess returns independent of human bias. ## Related profiles - [Modesto Capital](https://altss.com/profile/modesto-capital) - [HX Investment Advisor](https://altss.com/profile/hx-investment-advisor-inc) --- Last updated: 2026-06-03T20:00:00.000Z Canonical page: https://altss.com/profile/alpha-blue-capital Maintained by Altss — https://altss.com — methodology: https://altss.com/methodology