Systemic CTA Index Constituents 2019

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 2019.

1512 SG Capital Management AGSt.Gallen I Counter-Trend
2Pixels Capital ManagementIndex Option Program
361 Capital361 Global Managed Futures Strategy Fund
361 Capital361 Managed Futures Strategy Fund
Abraham Investment ManagementDiversified Program
Abraham Investment ManagementGlobal Diversified
Abraham Trading CompanyDiversified Program
Abraham Trading CompanySalem 2X Fund L.P.
Adalpha Asset ManagementDiversified Short-Term
ADG Capital ManagementADG Systematic Macro
Advanced Arbitrage ConceptsNominal Performance Account Two
Aenaon MarketsAenaon Syncro A
Aestimo Technologies LimitedAestec 1
Aestimo Technologies LimitedAestec 2
Alder CapitalAlder Global 10
Alder CapitalAlder Global 20
Alder CapitalCALM Eurozone Equity
Alee Capital ManagementMistral Program
Alee Capital ManagementThe Sirocco II Fund LLC
Aleph One Fund ManagementIsotropic Fund
Aleph StrategiesAleph Options
AlfakraftAlfa Axiom
AlfakraftAlfa Sigma Opportunities
Algo CapitalNC3816
Alpha Z AdvisorsAlpha Z Futures
AlphaCentric AdvisorsHedged Market Opportunity
AlphaSimplex GroupManaged Futures Composite
Altarius Asset ManagementD&R SpeedLab Opportunity Fund
AltiqFutures Program
Altis Partners Jersey LimitedAltis Global Trend Portfolio
Altis Partners Jersey LimitedGlobal Futures Portfolio
Altis Partners Jersey LimitedPureTrend Portfolio
Altruid Systems LimitedHybrid
Amplitude Capital InternationalAdagio Strategy
Amplitude Capital InternationalDynamic Strategy
Amplitude Capital InternationalKlassik Strategy
Anderson Creek TradingStandard Diversified Strategy
AQR Capital ManagementAQR Managed Futures
AQR Capital ManagementAQR Managed Futures HV Strategy
AquantumACS Energies
AquantumCommodity Spread
Arctic Blue Capital2x Program
Arctic Blue CapitalInuvik Strategy
Arrow Capital ManagementExemplar Diversified Portfolio
Aspect Capital LimitedAspect Core Trend Fund
Aspect Capital LimitedAspect Core Trend HV Fund
Aspect Capital LimitedAspect Systematic Global Macro
Aspect Capital LimitedAspect Tactical Opportunities
Aspect Capital LimitedDiversified Program
Aspect Capital LimitedDynamic Currency Hedging
Asset Management by Windsor SecuritiesNon-Correlated All
Asset Management by Windsor SecuritiesTriple Advantage Strategy
Audentia Capital Sicav PlcWorld FX
Auspice Capital AdvisorsAuspice Diversified
Auspice Capital AdvisorsManaged Futures Index
Beach HorizonBeach Horizon Programme
Bensboro AdvisorsSeasonal Futures Fund
Blackheath Fund ManagementAI Global Macro Strategy
Blue Sky Investment Science Asset Management PtyDynamic Macro
Bluegrass Capital ManagementCross Market Bias
Bluegrass Capital ManagementDiversified Program
Brent Trading PtyCommodity Seasonal Spread
Buckingham Global AdvisorsAll Season
Buckingham Global AdvisorsMetis Tactical ES
Buckingham Global AdvisorsWeekly E-mini
Bulkara Capital LimitedBulkara Systematic Fund
Caddo Capital ManagementTactical Diversification
Caerus GroupOil Futures Trading Program
Calculo CapitalCalculo Evolution Fund
Camkay Capital ManagementStock Indices Short-Term
Campbell & CompanyAbsolute Return Portfolio
Campbell & CompanyCampbell Dynamic Trend Fund
Campbell & CompanyCore Trend w/ Dynamic Risk Targeting
Campbell & CompanyManaged Futures
Candriam Investors GroupAlternative Return Systemat
Cantab Capital PartnersCCP Core Macro Mersenne
Cantab Capital PartnersCCP Quant Fund Aristarchus
Capital Fund ManagementIS Trends Fund
Catalyst Capital AdvisorsMillburn Hedge Strategy Fund
Cauldron InvestmentsSystematic
Centurion Investment Management2X Composite
Centurion Investment ManagementZero Margin
Chesapeake Capital CorporationDiversified Program (LV)
Chesapeake Capital CorporationDiversified Program Plus
Chesapeake Capital CorporationEquinox Chesapeake Strategy
Claret Asset Management CorporationGlobal Multi-Asset
Claughton CapitalARP Institutional Program
Coeli Asset ManagementCoeli Altrua Macro Class I SEK
Coeli Asset ManagementCoeli Prognosis Machines
Coloma Capital FuturesColoma Capital Futures
Conquest Capital GroupConquest STAR
Conquest Capital GroupManaged Futures Select
Conservative Concept AGAthena UI Fund
Conservative Concept AGTriStone UI Fund
County CorkAg Long/Short Program
County CorkCommodity Long/Short Program
County CorkMetals and Energy Long/Short Program
Covenant Capital ManagementTactical Growth Program
Crabel Capital MgmtCrabel Advanced Trend
Crabel Capital MgmtCrabel Gemini
Crabel Capital MgmtCrabel Multi-Product
Crabel Capital MgmtCrabel Multi-Product 1.5X AA
Crabel Capital MgmtCrabel WPD Futures
CrossBorder CapitalAR Systematic Macro Strategy
CTS Asset ManagementFlagship Program
Dalton Strategic PartnershipMelchior Systematic Global Macro
DCM Systematic GPDiversified Alpha
Deep Field CapitalIntraday Crisis Alpha
Deep Field CapitalSingularity Liquid Equity Alpha (LEA)
Deep Field CapitalSingularity Program
Deep Field CapitalSystematic Volatility Arbitrage
DeltaHedge R&ODH Nix Alpha
DeltaHedge R&ODH Styx
DeltaHedge R&OVixVox 2
Deltaone TradingOptions Spread Program
Diamond Capital ManagementEnhanced S&P Program
Dimacos CapitalDiversified
Dixon Midland CompanyDixon Midland Diversified
dormouse LimitedDormouse Futures Program
Double Helix Capital ManagementDouble Helix
Dreiss Research CorpGlobal Diversified Program
Drury CapitalDiversified Trend-Following Program
Dunn Capital ManagementWorld Monetary
Dunn Capital ManagementWorld Monetary Institutional
Dunn Capital ManagementWorld Volatility Program
Eagle Trading SystemsEagle Global Financials
Eagle Trading SystemsEagle Strategic Trend Macro Strategy
Eamon CapitalZephyr Program
ecamos Capital AGecamos Core Strategy 1X
ecamos Capital AGecamos Volatility Strategy 2X
Eckhardt Trading CompanyEvolution Strategy
Eckhardt Trading CompanyEvolution Strategy 1.2X
Eclipse Capital ManagementAlpha Asia
Eclipse Capital ManagementGlobal Long/Short Momentum Program
Eclipse Capital ManagementGlobal Monetary Program
EMC Capital AdvisorsAlpha Plus Program
EMC Capital AdvisorsEMC Balance Program
EMC Capital AdvisorsEMC Classic Program
Emil van EssenLong-Short Commodity Program
Emil Van EssenLong-Short Commodity Program – Accelerated
Emil Van EssenMulti-Strategy Program
Emil Van EssenSpread Trading Program
Emil Van EssenSpread Trading Program Limited
Emil Van EssenSystematic Commodity Opportunities
Emil van EssenSystematic Global Opportunities
Endeavour CapitalPembroke Master Fund Ltd
Episteme Capital PartnersSystematic Quest
Estlander & PartnersAlpha Trend
Estlander & PartnersAlpha Trend 3x
Estlander & PartnersFreedom
Estlander & PartnersPresto
FCI Capital ManagementFCI Eaglereach
FCI Capital ManagementFCI Global Diversified
FCI Capital ManagementFCI KCTRA
FCI Capital ManagementFCI TS
FCI Capital ManagementFCITS
First Quadrant LPCommodities Long/Short
First Quadrant LPFQ Macro FX – 10% Risk
First Quadrant LPFQ Macro FX – 20% Risk
Fisch Asset ManagementTrend Navigator
Florin Court CapitalFlorin Court BMS SHARE CLASS
Fort LPGlobal Contrarian
Fort LPGlobal Diversified
Fort LPGlobal Diversified UCITS
Fort LPGlobal Trend
Fort Point Capital PartnersTactical Alpha
FTC CapitalFTC Futures Fund Classic
FTC CapitalFTC Trend Select
Fulcrum Asset ManagementMulti Asset Trend Fund A-USD
GAIA Capital ManagementCurrency Trading Program
GAIA Capital ManagementFX Trading Program
GAIA Capital ManagementGAIA FX+
Garraway Capital ManagementGarraway Financial Trends
GCI Asset ManagementGCI Systematic Macro Strategy
Glendorn Capital ManagementMultiWeek Trading Strategy
Global Sigma GroupAGSF
Global Sigma GroupEquity Advantage II
Global Sigma GroupGlobal Sigma BondVOL
Global Sigma GroupGlobal Sigma Fund LP
Global Sigma GroupPlus Program
Goldman ManagementNavigator Fund
GQS CapitalSystematic Investments
Graham Capital Mgmt LPGraham Quant Macro Strategy
Graham Capital Mgmt LPK4D-10V
Graham Capital Mgmt LPK4D-15V (Composite)
Graham Capital Mgmt LPTactical Trend
Graham Capital Mgmt LPTactical Trend Capped Equity
Gresham Investment ManagementGreshamQuant Acar
GSA Capital PartnersGSA Trend Fund
Hamer TradingHamer Fund
Hamer TradingSystematic Diversified Program
Hartswell CapitalMP-1
HED CapitalHED program
Hehmeyer Capital ManagementRBest Intraday
Helford Capital PartnersHelford Global 1 – Proprietary
Higher Moment Capital LPHigher Moment Opportunities Fund
HiProb Capital ManagementHiProb-I
Incline Investment ManagementCrystal Bay Ubitrend
Incline Investment ManagementSystematic Hyb
Independent VIew BVIV Quantitative Futures Fund
Innolab Capital ApSICI – Long/Short Index Fund
Innolab Capital ApSInnolab Capital Index AS
IPM Informed Portfolio ManagementIPM Systematic Currency
IPM Informed Portfolio ManagementIPM Systematic Macro
ISAMISAM Systematic Trend
J E MoodyCommodity Relative Value
J E MoodyCommodity Relative Value 3X
Jaguar InvestmentsAegir Capital Strategy
John Locke InvestmentsCyril Systematic Strategy
John Street CapitalSystematic Strategy
John Street CapitalTrident Strategy
Jyske CapitalFX Alpha
Kaiser Trading Group PtyKaiser Trading Fund 2X (B)
Katonah Capital PartnersKCP Laplace Strategy
Kessler Investment AdvisorsCornerstone
KeyQuant SASKey Trends 15 Composite
KeyQuant SASKey Trends Program
KeyQuant SASKey Trends UCITS Fund (I-EUR)
Kinkopf Capital ManagementS&P Select
Kinkopf Capital ManagementS&P Select Program
Laurel Canyon PartnersLaurel Canyon Pure Alpha LP
Lecka Alpha Trading GP LimitedLecka Alpha Trading LP
LEH AdvisorBreak out Point
Levex Capital Management3636 Daytrading
Limmat Capital Alternative Investments AGQore Diversified Fund
Limmat Capital Alternative Investments AGQore Diversified Fund 1.5x
LinnisLinnis ONE LP
Longboard Asset Management LPManaged Futures Strategy
LyncestisFX Basket
LyncestisFX Index Arbitrage
LyncestisFX Quant 11
LyncestisVolatility Trading Program
Lynx Asset ManagementLynx
Lynx Asset ManagementLynx 1.5x
Lyons Trading GroupAlgorithmic Trading Strategy
MaCX Asset AGMaCX Evolution Program
Man AHLAHL Alpha
Man AHLAHL Dimension
Man AHLAHL Diversified
Man AHLAHL Diversified Guernsey
Man AHLAHL Diversified Markets EU
Man AHLAHL Evolution
Mark J Walsh & CompanyStandard
Metolius CapitalDiversified Master Fund
Metolius CapitalEnhanced Fund 2.5X
Metori Capital ManagementEpsilon Global Trend (Lyxor)
Metori Capital ManagementEpsilon Managed Futures (Lyxor)
Metzler Asset ManagementNordea 1 Heracles LongShort
Michael J FrischmeyerManaged Account Prog
Millburn Ridegfield CorporationCommodity Program
Millburn Ridegfield CorporationDiversified Program
ML SystemsSeldon Classic Strategy
Molinero Capital ManagementGlobal Markets Program
Mondiale Asset ManagementTrading 2X
Morris Capital Australia PtyMorris Al
Morris Capital Australia PtyST Futu
MS Capital Management LimitedGlobal Diversified
Mulvaney Capital ManagementGlobal Diversified Program
Neptune InvestingNavigator Program
Numeri Capital ManagementNUMERI Intraday
NuWave Investment ManagementCombined Futures Portfolio
NuWave Investment ManagementCommodity Value Portfolio
NuWave Investment ManagementMatrix Portfolio
NuWave Investment ManagementShort-Term Futures Portfolio
NuWave Investment ManagementStock Index Futures Portfolio
O’Brien Investment GroupQuantitative Global Macro Futures
Olympia Capital GroupOlympia Systematic Explorer Fund
Opt1 SystemOpt1 System
Orbits VentureRisk Sigma Program 2
Orion Asset ManagementAlgorithmic Trading Portfolio
Orion Capital AdvisorsBeta Opportunity Strategy
Othania InvestOthania Invest AS
Oxeye Capital ManagementOPS (5X Leverage)
Oxeye Capital ManagementOxeye (HOPS) 5X
Oxeye Capital ManagementOxeye (HOPS) 7.5X Leveraged
Oxeye Capital ManagementOxeye (OPS Unleveraged)
P/E InvestmentsDiversified Global Macro Strategy
P/E InvestmentsFX Low Volatility Strategy
P/E InvestmentsFX Strategy – Aggressive
P/E InvestmentsFX Strategy – Conservative
P/E InvestmentsFX Strategy – Standard
Palomar Capital ManagementPalomar Fund
Parizek CapitalFutures Trading Program
Paskewitz Asset ManagementContrarian S&P Program
Paskewitz Asset ManagementContrarian S&P Program LongFlat
Paskewitz Asset ManagementGlobal Contrarian Stock Index
Paskewitz Asset ManagementMulti-Strategy Futures
Peak Asset ManagementPeak Global Macro
Pearl Capital AdvisorsHedged VIX
PGR CapitalMean Reversion
Pier Trading CompanyAltum Program
PIMCOTrends Composite
Pinstripe TradingStandard Trading Program
Plus EV CapitalRaise Alpha Prog
PlusPlus Capital ManagementGlobal Alpha Program
Polar Star ManagementPolar Star Fund
Polar Star Management SEZCPolar Star Spectrum Fund Limited
Praus Capital ManagementPCM Quantitative Strategies I
Praus Capital ManagementQuantiative Strategies I
Premium Capital Advisors AGCurr. Plus – EM Prec. Metals
Premium Capital Advisors AGCurrencies – Majors
Premium Capital Advisors AGPrecious Metals Only
ProfitScore Capital ManagementLong/Short US Treasury
Prolific Capital MarketsProlific Swiss System (PSS)
Purple Valley CapitalDiversified Trend 1
PvB Pernet von Ballmoos AGSwiss Equity Futures Fund A
Q Capital ManagementQ Capital Managed Futures Program
QMS Capital Management LPDiversified Global Macro
QMS Capital Management LPFinancials-Only Global Macro Strat.
QQFundcomInvestment Program 1
QTS Capital ManagementFutures Managed Account
QTS Capital ManagementFX Managed Account
Quantica Capital AGManaged Futures Program
Quantica Capital AGManaged Futures Program 2x
Quantitative Investment ManagementGlobal Program
Quantitative Investment ManagementGlobal Program 3x
Quantitative Investment ManagementOpportunities Fund
Quantitative Strategic InvestmentsRelative Value Fixed Income
Quantmetrics Capital ManagementQM Directional 10V
Quantmetrics Capital ManagementQM Multi-Strategy Portfolio
Quantmetrics Capital ManagementQM Premier 12V
QuantScape Asset ManagementU.S. Equity Index
QUANTUMROCK CapitalQUANTUMROCK Absolute Return Index
Quest PartnersAlphaQuest Original
Quest PartnersAlphaQuest Short Bias Program
Quest PartnersQuest Fixed Income Hedge Program
Quest PartnersQuest Tracker Index Program (QTI)
R BestPrivate Client Plus Program
R BestPrivate Client Program
R BestWorld Select Program
R72 Capital ManagementHarmonic Exchange
Ramsey Quantitative SystemsRQSI GAA Systematic Global Macro Fund
Red Rock CapitalCommodity Long-Short
Red Rock CapitalSystematic Global Macro
ReSolve Asset ManagementReSolve Evolution US Feeder Fund
Revolution Capital ManagementGlobal Alpha Program
Revolution Capital ManagementMosaic Institutional Program
RG Niederhoffer Capital ManagementDiversified Program
Ridgedale Advisors LPRMAC Alpha Program
Rivoli Fund ManagementInternational Fund
Rivoli Fund ManagementInternational Fund V9
Rivoli Fund ManagementLong Short Bond Fund
Rivoli Fund ManagementRivoli Capital
Robot FuturesMultiStrat
Robust MethodsRobust Methods LLC
ROW Asset ManagementDiversified 2X
ROW Asset ManagementDiversified Program
Royal Vision CapitalRoyal Vision Intelligent Fund
Runestone Capital LimitedRunestone Capital Fund
Salus Alpha CapitalCommodity Arbitrage (CAX)
Salus Alpha CapitalDirectional Markets (DMX)
Salus Alpha CapitalGlobal Alpha (GAX)
Savernake CapitalFutures Program
Savernake CapitalFX Program
SCT Capital ManagementAdaptive Quant Trading
SEB GroupAsset Selection
SEB GroupAsset Selection Opportunistic
SEB GroupDiversified C
Seven Capital ManagementBlackSnake
Seven Capital ManagementSeven Absolute Return Fund
SGW Capital ManagementOctogon – Proprietary Prop.
Silicon Valley Quantitative AdvisorsUS Quantitative Portfolio (UQP)
SinoPac Asset Management AsiaMulti Strat Quant Fund
Smith Futures ManagementLiberty Program
SMN Investment ServicesSMN Diversified Futures Fund
Soaring PelicanDiversified S&P
Soaring PelicanS&P Multiday Hybrid Program
Solaise Capital ManagementSystematic Fund
Southwest Managed InvestmentsGlobal Diversified
Splendor Capital ManagementCredence Global
SpreadEdge CapitalAgriculture Seasonal Spreads
SpreadEdge CapitalDiversified Seasonal Spread
Spring Valley Asset ManagementTactical Trend Portfolio
SteppenWolf CapitalSystematic Intelligence
Sunrise Capital PartnersEquity & Bond Optimized Growth
Sunrise Capital PartnersEvolution
Sunrise Capital PartnersU.S. Equity Optimized Growth
Superfund Capital ManagementGreen EUR SICAV
Superfund Capital ManagementGreen Gold 1.5x
Superfund Capital ManagementGreen Gold 1x
Superfund Capital ManagementGreen Gold SICAV
Superfund Capital ManagementGreen Silver SICAV
Superfund Capital ManagementGreen SPC 1.5x
Superfund Capital ManagementGreen SPC 1x
Superfund Capital ManagementGreen SPC 2x
Superfund Capital ManagementSuperfund Green Program
Synergie Capital ManagementSynergie Focused Strategy
SynerginvestCopulaMax ArbitrageMaste
SynerginvestCopulaMax RunnerCatche
SynerginvestCopulaMax SynergOp
SynerginvestCopulaMax VolOp
Systematica InvestmentsBlueTrend Fund
Taaffeite Capital ManagementTCM Global Index Fund
Tactical Investment Management CorpInstitutional Commodity
Tactical Investment Management CorpTactical Multistrategy Commodity Fund LP
Talenta CapitalDiversified Fund
Talenta CapitalTalenta CTA Fund
Tanridge CapitalCrowd Behavioral Flow CBF Mo
Tendance FinanceNext AM Fund
Thayer Brook PartnersGlobal Diversified
Thayer Brook PartnersThayer Brook Fixed Income Fund
Tianyou Asset ManagementTianyou Fund
Tiber CapitalTiber Diversified Prog
Tomas Capital PtyThe GCAF Program
Totem Asset GroupOrca Program (Quantitative Directional Zero-Equity)
TradeLink CapitalTradelink Flagship
Transtrend BVEnhanced Risk
Transtrend BVStandard Risk
Transtrend BVTulip Trend Fund
Trigon Investment AdvisorsFX Program
TrueAlpha Technology Asset MgmtPMC Managed Futures SP
TRYCON GCMTungsten Trycon Basic
Tudor Investment CorpTudor Momentum Fund Ltd.
Turk CapitalU.S. Equity Long Short Strategy
Turk CapitalU.S. Hedge Strategy
Two Trees Investment MgmtSystematic Global Macro
Typhon Capital ManagementChiron Currency Program
Typhon Capital ManagementHelios Deutsche Program
United Standard EquitiesSerie
Urban Tree CapitalUTC Plus Program
Valorem InvestmentsDynamic Currency Abs. Return Low Vol.
Vivienne InvestissementMach 5
Vivienne InvestissementOuessant UCITS A
Volt Capital ManagementDiversified Alpha
Vortex FX AGCurrency Program
Wadhwani Asset ManagementKeynes Dynamic Beta Strategy Offsh Fund
Wadhwani Asset ManagementKeynes Leveraged Quantitative Strat. B1
Wadhwani Asset ManagementKeynes Multi Asset Value Fund Ltd USD
Wadhwani Asset ManagementThe Keynes Dynamic Beta Fund
Wake Trade TechnologiesEagle Fund
Welton Investment PartnersGlobal Directional Portfolio
Welton Investment PartnersWelton Trend Program
Westphal TradingDiversified Trend-Following
Westphal TradingSPX Program
Westrock Asset ManagementWestrock Alpha Master Fund LP
White Indian Trading Company24 – Divergent Performance
White Indian Trading Company24 Program
White Indian Trading CompanyAlternative Hedge
White Indian Trading CompanyAlternative Hedge 1
White Indian Trading CompanyAlternative Hedge Energy
White Indian Trading CompanyChickasaw
White Indian Trading CompanyNavajo
White Indian Trading CompanyNavajo Program *PROP*
White Indian Trading CompanySCS
White Indian Trading CompanySCS Program Prop
White Indian Trading CompanySTAIRS Program
White Indian Trading CompanyWhite Swan
Whitehaven SPCWhitehaven Correlation Fund SP
Winton Capital ManagementWinton Futures Fund
Winton Capital ManagementWinton Futures Fund (Lyxor)
Winton Capital ManagementWinton Futures Fund (PAM)
Winton Capital ManagementWinton Trend Fund
Witter & LesterDiversified Trading
Witter & LesterRedstone
World Cup AdvisorLarry Williams Mini S&P
World Cup AdvisorStefano Serafini Moon Watch
World Cup AdvisorStefano Serafini Prestige
World Cup AdvisorTim Birch TradeNav Automation
Worldwide Capital StrategiesProfit Quest Macro World