Discretionary CTA Index Constituents 2020


As described elsewhere, this list is based on managers in the database as of the end-of-the-year. We believe that this is a representative selection of program that are open and marketed to qualified investors. This list may contain managers that have changed names or that ceased to operate throughout 2020.

ManagerProgram
Aetolian Advisors  / Newton Capital Partners LPNewton Capital Partners LP
AG Capital InvestmentsDiscretionary Global Macro
AIS Capital ManagementMAAP 2-4X
AIS Capital ManagementMAAP 3-6X
Alpha Centauri Capital ManagementTactical Opportunities
Alternative Capital AdvisorsStrategic Ag Program
Amapa Capital AdvisorsAmapa Investment Program
Ansbacher Investment ManagementElizaville Partners
AP FuturesVolatility Trading Program
Ardmore Systems TradingTrading Program
Arion Investment ManagementArion Copper Arbitrage
Artemis Capital ManagementHedgehog
Artemis Capital ManagementVega Fund
Aspen Trading GroupAspen Trading FX / S&P 500 Alpha
Aventis Asset ManagementDiversified Commodity Strategy
BlackBird Asset ManagementBlackBird Alpha Spread 2.5X
BlackBird Asset ManagementCommodity Spread
Blackheath Fund ManagementTactical FI Strategy
Blake Capital ManagementSRD Currencies
Blake Capital ManagementSRD Short Equities
Blue Bar Futures Trading ManagementPrime Ag Program
Blue Bar Futures Trading ManagementU.S. Commodity Diversified
Blue Diamond Asset ManagementBlue Diamond Non-Directional Strategy
Bocken TradingDiscretionary Trading Program
Brisslen Capital ManagementBrisslen Energy Strategy
ButtonwoodEnergy Diversified
Carbide CapitalAbsolute Return
Carbide CapitalHedge Program
Catalyst Capital AdvisorsHedged Futures Strategy
Certeza Asset ManagementTactical Volatility
Chelton WealthChelton Wealth Alternativ
Coloma Capital FuturesHedged Volatility
Commodity Asset ManagementFutures Only
CoreCommodity ManagementDiversified Portable Alpha
CoreCommodity ManagementFounders Absolute Return (FAR)
County CorkRLA I Program
Crediton HillManaged Account
Crescent Bay Capital ManagementConservative Growth Index Program
Crescent Bay Capital ManagementPremium Stock Index Program
Crescit Asset ManagementCrescit
Crescit Asset ManagementCrescit Protect
Crow TradingCrow Trading Inc.
Crow TradingNon QEP
Danske Bank Asset ManagementDanske Invest Global Cross Asset Volatility
Danske Bank Asset ManagementDanske Invest Global Macro Hedge Fund
Davis CommoditiesAgricultural Program
Demeter Capital ManagementLivestock & Grain Trading Program
District Capital ManagementDiversified
Ditsch TradingAgricultural Trading Program
Dynamica Global InvestmentsDynamica Energy Trading
e360 Powere360 Power Strategy
Esulep ManagementIndex Opportunity Program
Evergreen Commodity AdvisorsDiscretionary Energy Strategy
Future Trade AGThales Swing Trading Programme
Geosol CapitalOnshore I
Goldman Sach ManagementGoldman Sachs Mngd Futures Strat Instl
Graham Capital Mgmt LPGraham Macro UCITS
Greenwave Capital ManagementFlagship Plus
Greenwave Capital ManagementFlagship Plus (lag)
Greenwave Capital ManagementFlagship Plus 2X
Greenwave Capital ManagementGreenwave Global Macro Fund LP
Gregory P Asset ManagementLow Volatility Income Strategy
Gregory P Asset ManagementSeasonal Spread & Option Strategy
HPX FinancialOld School Program
Kazmarck CapitalOpportunities Program
Kronos ManagementEMMA Program
Leapmach Capital Management LimtedDNST
M&R CapitalLivestock Trading Program
Macrocapital LimitedMacrocapital Adaptive Volatility Strategy
Macrotheme Capital ManagementMacrotheme Opportunity
Martin Fund ManagementMartin Fund
Massar Capital Management LPMassar Macro Commodity
McMillan Asset ManagementVolatility Capture Program
Mercantile Analytics and TradingGlobal Diversified Commodity
Mistell Management LPMistell Macro Directional
Mobius Asset MgtMCR Trading Program
NickJen Capital Management & ConsultantsNatural Resource Discretionary Program – NDR1
O’Brien Investment GroupDiscretionary Global Macro
Option Capital AdvisoryOCA Premium Robo
Opus FuturesAdvanced Ag Trading Program
Pan Capital Management LPEnergy Fund
Pavlik Capital ManagementPavlik Capital Partners LLC
PIMCOEm Mkts Ccy and S/T Invsmt (daily)
Polar Star ManagementPolar Star Spectrum Fund Limited
Pukula & CompanyYOOF Program
Quantix Commodities LPQuantix Commodity Alpha
RCMA CapitalMerchant Commodity Fund
Red Oak Commodity AdvisorsFundamental Trading Program
Rhicon Currency Management (Pte)Rhicon Currency Alpha Strategy
Rhicon Currency Management PteStrategic Prog
Rosetta Capital ManagementRosetta Macro Program
Rosetta Capital ManagementRosetta Trading Program
RTM Capital AdvisorsCore Indices Plus Strategy
Sandpiper Asset ManagementSandpiper Global Macro Program
Schindler Capital ManagementDairy Advantage Program
Schindler Capital ManagementInstitutional Dairy Advantage
Sector Arc AdvisorsGlobal Lean Hog Ag
Shepherd EnergyShepherd Energy Portfolio
Sigma Advanced Capital ManagementGlobal Advanced Futures and Spread
Statar CapitalNatural Gas Strategy
The Great O’NeillGreat O’Neill
Third Street Ag InvestmentsFundamental Discretionary Ag Program
Tiverton TradingDiscretionary Macro Program
Tlaloc CapitalGrains Program
Trigon Investment AdvisorsDiscretionary Macro
Warrington Asset ManagementStrategic
Warrington Asset ManagementTactical Program
Wharton Capital ManagementAgricultural Futures
White River GroupDiversified Option Writing
White River GroupDynamic S&P Options Strategy
White River GroupStock Index Option Writing
Willowbridge AssociateswPraxis Enhanced
World Cup AdvisorMarko Grcic Smart Systems
World Cup AdvisorMichael Cook Nexus
World Cup AdvisorPetra Ilona Zacek Eclipse
World Cup AdvisorWayne Wan Dowave