Systemic 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
120 Capital ManagementQuantamental Global Macro Program
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
514 Capital Partners514 Fund
Accurate Quant AVAccurate Quant Futures
Accurate Quant AVAccurate Quant FX
Adalpha Asset ManagementDiversified Short-Term
ADG Capital ManagementADG Systematic Macro
Aktie AnsvarKvanthedge (IPM Systematic Macro)
Alder CapitalAlder Global 20
Alder CapitalCALM Eurozone Equity
Algorithmic FuturesTandem Trading Program
Allianz Global InvestorsManaged Futures Strategy
Alpha Z AdvisorsAlpha Z Futures
AlphaSimplex GroupManaged Futures Composite
Altarius Asset ManagementD&R SpeedLab Opportunity Fund
AltiqFutures Program
Altis Partners Jersey LimitedGlobal Futures Portfolio
Altis Partners Jersey LimitedPureTrend Portfolio
Altruid Systems LimitedHybrid
Anderson Creek TradingStandard Diversified Strategy
AQR Capital ManagementAlternative Trends Strategy
AQR Capital ManagementAQR Managed Futures
AQR Capital ManagementAQR Managed Futures HV Strategy
AquantumACS Energies
AquantumCommodity Spread
Arctic Blue CapitalArctic Blue 2X Program
Arctic Blue CapitalInuvik Strategy
Aspect Capital LimitedAspect Core Trend Fund
Aspect Capital LimitedAspect Core Trend HV Fund
Aspect Capital LimitedDiversified Program
Aspect Capital LimitedDynamic Currency Hedging
Asset Management by Windsor SecuritiesTriple Advantage Strategy
Astute Capital GroupPulse Program
Auspice Capital AdvisorsAuspice Diversified
Auspice Capital AdvisorsManaged Futures Index
Auspice Capital AdvisorsTactical Futures
Automaton TradingDiversified Program I
AVR Capital AdvisorsDiversified Trading Program
AVR Capital AdvisorsManaged Futures Program
Bensboro AdvisorsSeasonal Futures Fund
BH-DG Systematic TradingBH-DG Systematic Trading Fund
Blackheath Fund ManagementAI Global Macro Strategy
Breakout FundsBreakout Strategy
Buckingham Global AdvisorsMetis Tactical ES
Buckingham Global AdvisorsSmall E Mini (SEP)
Buckingham Global AdvisorsWeekly E-mini
Bulkara Capital LimitedBulkara Systematic Fund
Caerus GroupOil Futures Trading Program
Calculo CapitalCalculo Evolution Fund
Camkay Capital ManagementCrisis Alpha Intraday
Campbell & CompanyAbsolute Return Portfolio
Campbell & CompanyCampbell Dynamic Trend Fund
Campbell & CompanyManaged Futures
Cantab Capital PartnersCCP Core Macro
Cantab Capital PartnersCCP Quant Fund
Capital Fund ManagementDiscus 1x
Capital Fund ManagementDiscus 2x
Capital Fund ManagementIS Trends Fund
Catalyst Capital AdvisorsMulti-Strategy
Cauldron InvestmentsSystematic
Cayler CapitalSystematic Energy Diversified
Century AnalyticsCenturyOne
Certeza Asset ManagementMacro Vega
Chelton WealthCurrency Al
Chesapeake Capital CorporationDiversified Plus (HV)
Chesapeake Capital CorporationDiversified Program (LV)
Chesapeake Capital CorporationEquinox Chesapeake Strategy
Claughton CapitalARP Institutional Program
Coloma Capital FuturesColoma Capital Futures
ColumbiaManaged Futures Strategy Fund
Conservative Concept AGAthena UI Fund
Conservative Concept AGTriStone UI Fund
CONTRENDIANCONTRENDIAN Master F
County CorkCommodity Long and Short Pro
Covenant Capital ManagementTactical Growth Program
Covenant Capital ManagementTotal Volatility 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
Crystal Tower AdvisorsCrystal Tower Futures
Dalton Street Capital PtyDiversified Futures
DCM Systematic GPDiversified Alpha
Deep Field CapitalIntraday Convexity Capture (ICC)
Deep Field CapitalIntraday Crisis Alpha
Deep Field CapitalSingularity Liquid Equity Alpha (LEA)
Deep Field CapitalSystematic Volatility Arbitrage
DeltaHedge R&ODH Nix Alpha
DeltaHedge R&ODH Styx
Deltaone TradingOptions Spread Program
Diamond Capital ManagementEnhanced S&P Program
Dixon Midland CompanyDixon Midland Diversified
dormouse LimitedDormouse Futures Program
Dorsey WrightDWA Tactical
Double Helix Capital ManagementDouble Helix
Dreiss Research CorpGlobal Diversified Program
Drury CapitalDiversified Trend-Following Program
Dunn Capital ManagementManaged Futures Strategy (Arrow)
Dunn Capital ManagementWorld Monetary
Dunn Capital ManagementWorld Monetary Institutional
Dunn Capital ManagementWorld Volatility Program
Eagle Trading SystemsEagle Customized Trend
Eamon CapitalZephyr Program
ecamos Capital AGecamos Core Strategy 2X
ecamos Capital AGecamos Volatility Strategy 2X
ecamos Capital AGeGO (ecamos Global Opportunities) UCITS Fund 1.5X
Eckhardt Trading CompanyEvolution Strategy
Eckhardt Trading CompanyEvolution Strategy 1.2X
Eclipse Capital ManagementAlpha Asia
Eclipse Capital ManagementGlobal Alpha
Eclipse Capital ManagementGlobal Long/Short Momentum Program
Eclipse Capital ManagementGlobal Monetary Program
EMC Capital AdvisorsAlpha Plus Program
EMC Capital AdvisorsAlpha 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
Endeavour CapitalPembroke Master Fund Ltd
Episteme Capital PartnersSystematic Quest
Estlander & PartnersAlpha Trend
Estlander & PartnersFreedom
First Quadrant LPCommodities Long/Short
First Quadrant LPFQ Macro FX – 10% Risk
First Quadrant LPTactical Currency Allocation L/S 2%
Florin Court CapitalFlorin Court BMS SHARE CLASS
Fort LPFORT Global UCITS
Fort LPGlobal Contrarian
Fort LPGlobal Diversified
Fort LPGlobal Diversified UCITS
Fort LPGlobal Futures
Fort LPGlobal Trend
Fort LPGlobal Trend UCITS
Fort Point Capital PartnersTactical Alpha
FS InvestmentsManaged Futures
FTC CapitalFTC Futures Fund Classic
FTC CapitalFTC Trend Select
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
Genio CapitalPrimo Systematic Macro Program
Glendorn Capital ManagementMultiWeek (Enhanced)
Glendorn Capital ManagementMultiWeek Trading Strategy
Global Bayesian DynamicsBond FX
Global Bayesian DynamicsMulti Strategy
Global Bayesian DynamicsSBF – Prop
Global Sigma GroupAGSF
Global Sigma GroupEquity Advantage II
Global Sigma GroupGlobal Sigma BondVOL
Global Sigma GroupGlobal Sigma Fund LP
Goldman ManagementNavigator Fund
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
Gresham Investment ManagementManaged Futures Strat
GSA Capital PartnersGSA Trend Fund
Guggenheim InvestmentsGuggenheim Managed Futures Strategy
GuidePathManaged Futures Strat
Hamer TradingHamer Fund
Hamer TradingSystematic Diversified Program
Helford Capital PartnersHelford Global 1 – Proprietary
HiProb Capital ManagementIII
IDS CapitalF&F Systematic Trading
Incline Investment ManagementSystematic Hyb
Independent VIew BVIV Quantitative Futures Fund
INSCH Capital Management SAKintore
IPM Informed Portfolio ManagementIPM Systematic Currency
IPM Informed Portfolio ManagementIPM Systematic Macro
IPM Informed Portfolio ManagementIPM Systematic Macro (daily)
ISAMISAM Systematic Trend 1x
ISAMISAM Systematic Trend 2x
IXI Fund ManagersIXI Alt. Inv. Fund (Grow A)
J E MoodyCommodity Relative Value
J E MoodyCommodity Relative Value 3X
J8 Capital ManagementJ8 Global Absolute Return Strategy
Jaguar InvestmentsAegir Capital Strategy
John Locke InvestmentsCyril Systematic Strategy
John Locke InvestmentsCyril Systematic UCITS Fund
John Street CapitalTrident Strategy
Jyske CapitalFX Alpha
Kaiser Trading GroupKaiser Trading Group Pty. Ltd.
Katonah Capital PartnersKCP Laplace Strategy
Kessler Investment AdvisorsCornerstone
KeyQuant SASKey Trends 15 Composite
KeyQuant SASKey Trends Program
KeyQuant SASKey Trends Program 10
Kinkopf Capital ManagementS&P Select Program
Laurel Canyon PartnersLaurel Canyon Pure Alpha LP
LEH AdvisorBreak out Point
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
Lyons Trading GroupAlgorithmic Trading Strategy II
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
Man AHLAmerican Beacon AHL Mgd Futs Strat Instl
MandatumLife Managed Futures Fund
MandatumSlim Tail US LongShort Equity
MarketCipher PartnersMarketCipher Partners LLC
Meliora CapitalCommodity Absolute Return 1X
Meliora CapitalCommodity Absolute Return 3x
Melissinos TradingEupatrid Commodity
Mesirow Financial Investment ManagementAsian Mkts Currency Alpha
Mesirow Financial Investment ManagementEmerging Mkts Currency Alpha
Mesirow Financial Investment ManagementGlobal Emerging Markets Alpha Programme
Mesirow Financial Investment ManagementSystematic Macro Strategy
Metolius CapitalEnhanced Fund 2.5X
Metori Capital ManagementEpsilon Global Trend (Lyxor)
Metori Capital ManagementEpsilon Managed Futures (Lyxor)
Michael J FrischmeyerManaged Account Prog
Millburn Ridegfield CorporationCommodity Program
Millburn Ridegfield CorporationDiversified Program
Mobius Asset MgtCeed Trading Program
Molinero Capital ManagementGlobal Markets Program
Mondiale Asset ManagementLeveraged Trading Proram
Morris Capital Australia PtyMorris Al
Morris Capital Australia PtyST Futu
MS Capital Management LimitedGlobal Diversified
Mulvaney Capital ManagementGlobal Diversified Program
Nanjia Capital LimitedNanjia XSe Class F
Nessica GroupNessica FX
Northern Capital PartnersSpread Program
Northern Star PartnersNorthern Star MG Relative Value
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
Orbits VentureRisk Sigma Program 2
Orion Asset ManagementAlgorithmic Trading Portfolio
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 InvestmentsFX Low Volatility Strategy
P/E InvestmentsFX Strategy – Aggressive
P/E InvestmentsFX Strategy – Conservative
P/E InvestmentsFX Strategy – Standard
PanAgoraPanAgora Managed Futures Strategy
Panima Capital ManagementDiversified Futures
Paskewitz Asset ManagementContrarian S&P Program
Paskewitz Asset ManagementGlobal Contrarian Stock Index
Paskewitz Asset ManagementMulti-Strategy Futures
Peak Asset ManagementPeak Global Macro
Pearl Capital AdvisorsHedged VIX
PGR CapitalMean Reversion
PIMCOTrends Composite
Pinstripe TradingStandard Trading Program
Plotinus Asset ManagementPlotinus 2p Index Hunter
Plus EV CapitalRaise Alpha Prog
PlusPlus Capital ManagementGlobal Alpha Program
Polar Star ManagementPolar Star Quantitative Commodity Fund
Portfolio ConceptPC Global Systematic
Praus Capital ManagementQuantiative Strategies
Premium Capital Advisors AGCurr. Plus – EM Prec. Metals
Premium Capital Advisors AGCurrencies – Majors
ProfitScore Capital ManagementLong/Short US Treasury
Prolific Capital MarketsProlific Swiss System (PSS)
PvB Pernet von Ballmoos AGSwiss Equity Futures Fund A
Q Capital ManagementQ Capital Managed Futures Program
QDRA PtyDynamic Macro
QMS Capital Management LPDiversified Global Macro
QMS Capital Management LPFinancials-Only Global Macro Strat.
QQFundcomAlpha Beta Program
QTS Capital ManagementQTS Partners L.P.
QTS Capital ManagementTail Reaper
QTS Capital ManagementVIX Timer
Quality Capital ManagementGlobal Diversified
Quantica Capital AGManaged Futures Program
Quantica Capital AGManaged Futures Program 2x
Quantitative Investment ManagementGlobal Program
Quantitative Investment ManagementGlobal Program 3x
QuantScape Asset ManagementU.S. Equity Index
Quest PartnersAlphaQuest Original
Quest PartnersQuest Equity Hedge Program (QEH)
Quest PartnersQuest Fixed Income Hedge Program
Quest PartnersQuest Tracker Index Program (QTI)
R BestPrivate Client Plus Program
R BestPrivate Client Program
R BestPrivate Client Program 2x
Ramsey Quantitative SystemsRQSI GAA Systematic Global Macro Fund
Rational AdvisorsRational/ReSolve Adaptive Asset Allc
RCube Asset ManagementAquanthus Premia
Red Rock CapitalCommodity Long-Short
Red Rock CapitalSystematic Global Macro
ReSolve Asset ManagementAcorn Global Investments Diversified
ReSolve Asset ManagementReSolve Evolution US Feeder Fund
Revolution Capital ManagementGlobal Alpha Program
Revolution Capital ManagementMosaic Institutional Program
Rivercast CapitalManaged Account Program
Robust MethodsRobust Methods LLC
Rosetta AnalyticsRosetta DL One
Rosetta AnalyticsRosetta DL Two
ROW Asset ManagementDiversified 2X
ROW Asset ManagementDiversified Program
Salus Alpha CapitalCommodity Arbitrage (CAX)
Salus Alpha CapitalDirectional Markets (DMX)
Salus Alpha CapitalGlobal Alpha (GAX)
Savernake CapitalFutures Program
Savernake CapitalFX Program
Schot Capital LimitedMulti Diversified Program
SCT Capital ManagementAdaptive Quant Trading
SEB GroupAsset Selection
SEB GroupAsset Selection Opportunistic
SEB GroupDiversified
Seven Capital ManagementSeven Absolute Return Fund
Silicon Valley Quantitative AdvisorsUS Quantitative Portfolio (UQP)
SinoPac Asset Management AsiaMulti Strat Quant Fund
SMN Investment ServicesSMN Diversified Futures Fund
Soaring PelicanDiversified S&P
Soaring PelicanS&P Multiday Hybrid Program
Solaise Capital ManagementSystematic Fund
Southwest Managed InvestmentsGlobal Diversified
SpreadEdge CapitalAgriculture Seasonal Spreads
SpreadEdge CapitalDiversified Seasonal Spread
Spring Valley Asset ManagementSVAM Diversified Alpha Portfolio
Spring Valley Asset ManagementTactical Trend Portfolio
Spring-Valley-Asset-Management-Svam-SVAM Diversified Alpha Portfolio
Stein Investment ManagementTrading Evolution
Sterling Partners Quantitative InvestmentsSPQI Global Diversified
Sunrise Capital PartnersEquity & Bond Optimized Growth
Sunrise Capital PartnersU.S. Equity Optimized Growth
Superfund Capital ManagementGreen Gold 1.5x
Superfund Capital ManagementGreen Gold 1x
Superfund Capital ManagementGreen Gold SICAV
Superfund Capital ManagementGreen SICAV
Superfund Capital ManagementGreen Silver SICAV
Superfund Capital ManagementGreen SPC 1.5x
Superfund Capital ManagementGreen SPC 1.5x*
Superfund Capital ManagementGreen SPC 1x
Superfund Capital ManagementGreen SPC 2x
Superfund Capital ManagementGreen SPC 2x**
Superfund Capital ManagementManaged Futures Strategy
Superfund Capital ManagementSuperfund Red One SP 1.5x
Superfund Capital ManagementSuperfund Red One SP 1x
Superfund Capital ManagementSuperfund Red One SP 2x
Sysmatic Trading SolutionsGlobal Hedge Plus (P)
Systematica InvestmentsBlueTrend Fund
Systematica InvestmentsSystematica Synergy
t24 Capitalt24 Capital Partners Master Fund
t24 CapitalTCM Global Index Fund
t24 CapitalTCM Global Index Fund Flagship (Cayman)
Tactical Investment Management CorpInstitutional Commodity
Talenta CapitalMulti-Strategy
Talenta CapitalTalenta CTA Fund
Tanridge CapitalCrowd Behavioral Flow – Deep Liquidity
Tanridge CapitalCrowd Behavioral Flow CBF Mo
Tarpon TradingSystematic FX Alpha
Tendance FinanceNext AM Fund
THOR AnalyticsTHOR Metals Fund I
Tianyou Asset ManagementTianyou Fund
Tiber CapitalTiber Diversified Prog
Tom Capital AGModerate Model Portfolio
Tomas Capital PtyThe GCAF Program
Transtrend BVEnhanced Risk
Transtrend BVStandard Risk
Transtrend BVTulip Trend Fund
TRYCON GCMTungsten Trycon Basic
Tudor Investment CorpTudor Momentum Fund Ltd.
Turk CapitalU.S. Equity Long Short Strategy
Turk CapitalU.S. Hedge Strategy
United Standard EquitiesSerie A
United Standard EquitiesSerie B
Urban Tree CapitalUTC Plus Program
VE Fund / Elements CapitalVega Elements Fund
Vivienne InvestissementMACH 3
Vivienne InvestissementOuessant UCITS A
Volkert Investment ManagementVolkert Investment Management Inc.
Volt Capital ManagementDiversified Alpha
Vortex FX AGCurrency Program
Wadhwani Asset ManagementKeynes Leveraged Quantitative Strategies
Wake Trade TechnologiesEagle Fund
Welton Investment PartnersGlobal Directional Portfolio
Welton Investment PartnersWelton Trend Program
Westphal TradingSPX Program
Westrock Asset ManagementWestrock Alpha Master Fund LP
WG Wealth GuardianGVR Program
WG Wealth GuardianQT Program
WG Wealth GuardianSAFI2 Program
WG Wealth GuardianStrategic Volatility Returns Program
WG Wealth GuardianTrend Fix Portfolio
White Indian Trading Company24 Program
White Indian Trading CompanyAlternative Hedge
White Indian Trading CompanyAlternative Hedge Energy
White Indian Trading CompanyAlternative Hedge Energy (Proprietary)
White Indian Trading CompanyChickasaw
White Indian Trading CompanyNavajo
White Indian Trading CompanyNavajo Prop
White Indian Trading CompanySCS Program (Client)
White Indian Trading CompanySCS Program Prop
White Indian Trading CompanySTAIRS Futures
White Indian Trading CompanySTAIRS Program
White Indian Trading CompanyWhite Swan
Wimmer HorizonBeach Horizon Programme
Winton Capital ManagementWinton Futures Fund (Lyxor)
WisdomTree InvestmentsManaged Futures Strategy Fund WTMF -ETF
World Cup AdvisorAndrea Unger East & West
World Cup AdvisorEduardo Ramos Volatility Cycles
World Cup AdvisorHolger Groechel AlgoHQ
World Cup AdvisorJohn Ehlers MESA ES
World Cup AdvisorLarry Williams China Gold
World Cup AdvisorLarry Williams Mini S&P
Worldwide Capital StrategiesProfit Quest Macro World