Systematic Alpha Management LLC

Posted on March 16, 2017 by Alexsukhov

Systematic Alpha Management LLC (SAM) is a New York based firm specializing in trading systematic, short-term quantitative strategies, using fully-automated, around-the-clock electronic execution in a wide range of futures markets and proprietary spreads.

SAM trades a market neutral Systematic Alpha Futures Program that focuses on diverse set of contrarian/mean-reversion models, exploiting short-term forecasting and holding times ranging from minutes to several days. SAM also trades Systematic Alpha Intraday Program. Both programs aim to generate consistent positive returns with low to negative correlation to any major equity, bond, currency, broad hedge fund or CTA index.

SAM was recognized by CTA Intelligence US Performance Awards 2016 as the Best Short-Term CTA under $250m for its flagship market neutral Systematic Alpha Futures Fund, Ltd. In 2014, SAM won the Pinnacle Award as the Best Diversified CTA under $500m AUM. In 2013, SAM was the winner of CTA Intelligence US Performance Awards as the Best Short-Term Trader. In 2012 , SAM won the HFM Week US Performance as the best CTA under $250m AUM and in 2009 the HFM Week US Performance as the best CTA Newcomer.

SAM is registered as a Commodity Pool Operator (CPO) and a Commodity Trading Advisor (CTA) with the Commodity Futures Trading Commission, and is a member of the National Futures Association (NFA).

Leave a Reply Cancel reply

IMPORTANT NOTICE AND DISCLAIMER

THE RISK OF LOSS IN TRADING COMMODITIES CAN BE SUBSTANTIAL. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE IN LIGHT OF YOUR FINANCIAL CONDITION. THE HIGH DEGREE OF LEVERAGE THAT IS OFTEN OBTAINABLE IN COMMODITY TRADING CAN WORK AGAINST YOU AS WELL AS FOR YOU. THE USE OF LEVERAGE CAN LEAD TO LARGE LOSSES AS WELL AS GAINS.

WITH RESPECT TO COMMODITY POOLS (“POOLS”) AND MANAGED COMMODITY ACCOUNTS (“ACCOUNTS”), SUCH TRADING LOSSES CAN SHARPLY REDUCE THE NET ASSET VALUE OF A POOL OR ACCOUNT AND CONSEQUENTLY THE VALUE OF YOUR INTEREST THEREIN. FURTHER, POOLS AND ACCOUNTS MAY BE SUBJECT TO SUBSTANTIAL CHARGES FOR MANAGEMENT AND ADVISORY AND BROKERAGE FEES. IT MAY BE NECESSARY FOR THOSE POOLS AND ACCOUNTS THAT ARE SUBJECT TO THESE CHARGES TO MAKE SUBSTANTIAL TRADING PROFITS TO AVOID DEPLETION OR EXHAUSTION OF THEIR ASSETS. IN ADDITION, RESTRICTIONS ON REDEMPTIONS MAY AFFECT YOUR ABILITY TO WITHDRAW YOUR PARTICIPATION IN A POOL.

SYSTEMATIC ALPHA MANAGEMENT, LLC IS REGISTERED WITH THE COMMODITY FUTURES TRADING COMMISSION (THE “CFTC”) AS A COMMODITY TRADING ADVISER AND AS A COMMODITY POOL OPERATOR.

THE INFORMATION CONTAINED HEREIN IS INTENDED FOR USE BY ENTITIES AND INDIVIDUALS WHO MEET THE DEFINITION OF “ACCREDITED INVESTOR” WITHIN THE MEANING OF REGULATION D OF THE SECURITIES ACT OF 1933, AS AMENDED, AND “QUALIFIED ELIGIBLE PERSON” AS DEFINED IN CFTC REGULATION SECTION 4.7.

PURSUANT TO AN EXEMPTION FROM THE CFTC IN CONNECTION WITH ACCOUNTS OF QUALIFIED ELIGIBLE PERSONS, THE INFORMATION CONTAINED HEREIN AND SUCH OTHER INFORMATION RELATING TO AN INVESTMENT WITH SYSTEMATIC ALPHA MANAGEMENT, LLC, INCLUDING OFFERING MEMORANDA, BROCHURES AND OTHER ACCOUNT DOCUMENTS ARE NOT REQUIRED TO BE, AND HAVE NOT BEEN, FILED WITH THE CFTC. THE CFTC DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUACY OR ACCURACY OF COMMODITY POOL OPERATOR OR COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE CFTC HAS NOT REVIEWED OR APPROVED THE TRADING PROGRAM DESCRIBED IN THIS WEBSITE. PLEASE CONTACT SYSTEMATIC ALPHA MANAGEMENT, LLC FOR A COMPLETE DESCRIPTION OF THE PRINCIPAL RISK FACTORS, FEES AND EXPENSES RELATING TO AN INVESTMENT WITH SYSTEMATIC ALPHA MANAGEMENT, LLC.

THE INFORMATION CONTAINED ON THIS WEBSITE DOES NOT CONSTITUTE AN OFFER TO SELL OR THE SOLICITATION OF AN OFFER TO PURCHASE ANY INVESTMENT PRODUCTS OFFERED BY SYSTEMATIC ALPHA MANAGEMENT, LLC. NOTHING IN THIS WEBSITE SHOULD BE CONSTRUED AS INVESTMENT, LEGAL, TAX, REGULATORY OR ACCOUNTING ADVICE.

PLEASE ACKNOWLEDGE YOUR UNDERSTANDING OF THIS IMPORTANT STATEMENT BY CLICKING ON THE “YES” BUTTON BELOW. YOU MAY THEN CONTINUE TO VIEW THE SITE

Agree Disagree