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 Multi Strategy Program, which combines a diversified set of market neutral and short-term directional models. 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).

 

      

 

 

 

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SYSTEMATIC ALPHA FUTURES FUND WINS 2016 BEST SHORT-TERM CTA AWARD.

(NEW YORK – March 1, 2016) – Systematic Alpha Management (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. (SAFF).