Systematic Alpha Management, LLC. (SAM) is an alternative asset manager with a particular expertise in the development of market-neutral, absolute-return oriented quantitative trading strategies. SAM’s trading programs, which are high frequency and, for the most part, contrarian, are developed by a highly qualified team of theoretical physicists, mathematicians, and computer scientists that use the latest advances in data collection, analysis and trading infrastructure.  

The New York – based firm manages assets for institutions, family offices, private banks and high net worth investors in the Americas, Europe and Asia.  SAM is registered as a Commodity Pool Operator (CPO) and as a Commodity Trading Advisor (CTA) with the Commodity Futures Trading Commission and is a member of the National Futures Association (NFA).

Many of SAM's investment ideas come from analogies with physics, particularly in such areas as fluid dynamics and fluid turbulence, statistical physics, plasma physics, and critical phenomena. SAM’s investment approach relies heavily on the extensive studies of the statistical relationships that have existed in the past either in the individual markets or in relationships between the markets. While markets are reasonably efficient at large, detailed analysis of high frequency data, including price and volume information, intra-day seasonality patterns, etc., enables SAM to build trading models which can locate and profitably exploit short-term inefficiencies that exist in certain markets and at certain times. These inefficiencies may be related to differences in time zones, speed of dissemination and absorption of news, human biases (such as over-reaction or under reaction), etc.  For further information regarding the investment programs offered by Systematic Alpha Management, LLC., please contact us at info@systematicalpha.com

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Recent Updates

Systematic Alpha Management LLC was recognized as the best short term trading firm of the year by CTA Intelligence for its flagship Systematic Alpha Futures Fund, Ltd. The firm was also nominated as the CTA Management Firm of the Year, while its flagship Systematic Alpha Futures Fund was nominated in the Best CTA Long Term Performance Under $500m category.

CTA Intelligence US Performance Awards 2014 ceremony was held in New York on February 27, 2014. The inaugural CTA Intelligence Performance Awards recognized and rewarded those CTAs who have outperformed their competitors over the last 12 months, as well as over the last 5 years.



We are pleased to inform you that Systematic Alpha Futures Fund, Ltd. (Class B) has won the HFMWeek US Hedge Fund Performance Awards 2012 in the following category: Managed Futures (CTA) with AUM under $250M.