Systemic CTA Index Constituents 2021


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 programs that are open and marketed to qualified investors. This list may contain managers that have changed names or that ceased to operate throughout 2021. 444 managers are represented by this index for 2021, the overwhelming majority of the CTA managers. This is a subindex of the NilssonHedge CTA Index.

120 Capital ManagementQuantamental Global Macro Program
361 Capital361 Global Managed Futures Strategy Fund
361 Capital361 Managed Futures Strategy Fund
3D Capital Management3D Defender Program
514 Capital Partners514 Fund
Absolute Return Capital ManagementDiversified Momentum Strategy
Absolute Return Capital ManagementIonic Strategy
AcadianMulti Asset Absolute Return
Accurate Quant AVAccurate Quant Cross Asset
Accurate Quant AVAccurate Quant FX
Adalpha Asset ManagementDiversified Short-Term
ADG Capital ManagementADG Systematic Macro
Aenaon MarketsAenaon Syncro 1x
Algocentric Capital$100000 Program
Algocentric CapitalAlgo II Trading Prog
AlgoLab Capital ManagementAlphaEngine Program
Algorithmic FuturesTandem Trading Program
Allianz Global InvestorsManaged Futures Strategy
Allianz Global InvestorsManaged Futures Strategy (40-act)
Alpha CP TradingAlpha CP Trading
AlphaSimplex GroupManaged Futures Composite
AltiqFutures Program
Altis Partners Jersey LimitedGlobal Futures Portfolio
Altis Partners Jersey LimitedPureTrend Portfolio
Altruid Systems LimitedHybrid
Ambient Capital ManagementIntraday Futures
Anderson Creek TradingStandard Diversified Strategy
AQR Capital ManagementAlternative Trends Strategy
AQR Capital ManagementAQR Managed Futures
AQR Capital ManagementAQR Managed Futures HV Strategy
AQR Capital ManagementGlobal Macro Strategy
AQR Capital ManagementManaged Futures UCITS
AquantumACS Energies
AquantumCommodity Spread
Arctic Blue CapitalInuvik Strategy
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
Astute Capital GroupPulse Program
Auspice Capital AdvisorsAuspice Diversified
Auspice Capital AdvisorsManaged Futures Index
Auspice Capital AdvisorsShort Term (AST)
Auspice Capital AdvisorsTactical Futures
AXA ChorusSystematic Macro
AXA ChorusWorld Funds
AXA ChorusWorld Funds Multi Strategy
Balorca CapitalStrategic I Program
Bensboro AdvisorsSeasonal Futures Fund
BerenbergDymacs Volatility Premium
BH-DG Systematic TradingBH-DG Systematic Trading Fund
Black Bear Capital AdvisorGlobal Equity Macro
BNP TheamQuant Volatility
Breakout FundsBreakout Strategy
Brent Trading PtyCommodity Seasonal Spread
BridgewaterCore Global
Buckingham Global AdvisorsWeekly E-mini
Caerus GroupOil Futures Trading Program
Calculo CapitalCalculo Evolution Fund
Camkay Capital ManagementCrisis Alpha Intraday
Campbell & CompanyAbsolute Return Portfolio
Campbell & CompanyAbsolute Return Portfolio (UCITS)
Campbell & CompanyCampbell Dynamic Trend Fund
Campbell & CompanyCore Trend w/ Dynamic Risk Targeting
Campbell & CompanyManaged Futures
Candriam Investors GroupCandriam Diversified Futures
Cantab Capital PartnersCCP Core Macro
Cantab Capital PartnersCCP Quant Fund
Catalyst Capital AdvisorsMulti-Strategy
Cayler CapitalSystematic Energy Diversified
Cazadores InvestmentsCazadores Commodity Alpha
Certeza Asset ManagementMacro Vega
Chelton WealthChelton Wealth Alternative II
Chelton WealthCurrency Al
Chesapeake Capital CorporationDiversified Plus (HV)
Chesapeake Capital CorporationDiversified Program Plus
Chesapeake Capital CorporationEquinox Chesapeake Strategy
Claughton CapitalARP Institutional Program
Coloma Capital FuturesColoma Capital Futures
ColumbiaManaged Futures Strategy Fund
Conservative Concept AGAthena UI Fund
Contrarian InvestorsManaged Futures Program (P)
CONTRENDIANCONTRENDIAN Master F
Covenant Capital ManagementTactical Growth Program
Covenant Capital ManagementTotal Volatility Program
Crabel Capital MgmtCrabel Advanced Trend
Crabel Capital MgmtCrabel Contra 1x
Crabel Capital MgmtCrabel Gemini
Crabel Capital MgmtCrabel Multi-Product
Crabel Capital MgmtCrabel WPD Futures
CrossBorder CapitalAR Systematic Macro Strategy
Cypher AssetGlobal Currency
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
Diamond Capital ManagementDiamond Enhanced Solutions (DES)
Diamond Capital ManagementEnhanced S&P Program
dormouse LimitedDormouse Futures Program
Dorsey WrightDWA Tactical
Double Helix Capital ManagementDouble Helix
Dreiss Research CorpGlobal Diversified Program
Drury CapitalDiversified Trend-Following Program
Dunn Capital ManagementDUNN WMA Institutional (ML Capital) UCITS
Dunn Capital ManagementManaged Futures Strategy (Arrow)
Dunn Capital ManagementWorld Monetary
Dunn Capital ManagementWorld Monetary Institutional
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
Eclipse Capital ManagementGlobal Alpha
Eclipse Capital ManagementGlobal Monetary Program
Eclipse Capital ManagementTactical Alpha 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 – Accelerated
Emil Van EssenSpread Trading Program Limited
Endeavour CapitalPembroke Master Fund Ltd
Eniso PartnersSystematic FX Fund
Episteme Capital PartnersSystematic Quest
EquidexPerformance Enhancement Program
Estlander & PartnersAlpha Trend
Estlander & PartnersFreedom
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
Fort LPGlobal Contrarian
Fort LPGlobal Contrarian UCITS
Fort LPGlobal Diversified
Fort LPGlobal Diversified UCITS
Fort LPGlobal Futures
Fort LPGlobal Trend
Fort LPGlobal Trend UCITS
FS InvestmentsManaged Futures
FTC CapitalFTC Futures Fund Classic
FTC CapitalFTC Trend Select
Fulcrum Asset ManagementMulti Asset Trend Fund
GAIA Capital ManagementGAIA FX+
GAIA Capital ManagementGCM ST
GAM SystematicMulti Strat Babbage
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
Glenhaven CapitalGlenhaven Global II
Global Bayesian DynamicsBond FX
Global Bayesian DynamicsMulti Strategy
Global Bayesian DynamicsSBF – Prop
Global Sigma GroupAGSF
Global Sigma GroupEquity Advantage II
Global Sigma GroupGlobal Sigma Fund LP
Global Sigma GroupPlus Program
Goldman ManagementNavigator Fund
Goldman SachsAlternative Trend
Graham Capital Mgmt LPDiversified Macro Fund (JHancook)
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
Grantia CapitalGrantia FX Strategy
Gresham Investment ManagementGreshamQuant Acar
Gresham Investment ManagementManaged Futures Strat
GSA Capital PartnersGSA Systematic Macro Strategy
GSA Capital PartnersGSA Trend Fund
GT Capital CTADynamic Trading (Client)
GT Capital CTASystematic Day Trading
Guggenheim InvestmentsGuggenheim Managed Futures Strategy
GuidePathManaged Futures Strat
H2OAtlanterra
Hamer TradingSystematic Diversified Program
HASAFUMABorstjanaren Hedgehog
Henrik HallenborgFX Momentum Currency Futures Strat
Henrik HallenborgGourishankar
Henrik HallenborgHeavy Metal
Henrik HallenborgLa Cucaracha
Henrik HallenborgMicro Macro
HiProb Capital ManagementIII
IDS CapitalF&F Systematic Trading
Incline Investment ManagementCrystal Bay Ubitrend
Incline Investment ManagementSystematic Hyb
Invest In VolSmart Vol
IPM Informed Portfolio ManagementIPM Systematic Currency
IPM Informed Portfolio ManagementIPM Systematic Macro
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 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
Kinkopf Capital ManagementS&P Select Program
La Financiere de l’EchiquierEchiquier QME
La Financiere de l’EchiquierEchiquier QME Global
Leibniz GroupEVEREST Strategy
Leibniz GroupGRAB Strategy
Leibniz GroupSwarm
Leibniz GroupSystematic Intelligence Vol 10
Leon Capital ManagementMacro One
LinnisLinnis ONE LP
Longboard Asset Management LPManaged Futures Strategy
LumynaEnhanced Equity Volatility
LupusAlpha Volatility Invest
LupusAlpha Volatility Risk
LyncestisFX Basket
LyncestisFX Index Arbitrage
LyncestisFX Quant 11
LyncestisVolatility Trading Program
Lynx Asset ManagementConstellation
Lynx Asset ManagementLynx
Lynx Asset ManagementLynx 1.5x
Lyons Trading GroupAlgorithmic Trading Strategy
Lyons Trading GroupAlgorithmic Trading Strategy II
MainfirstContrarian Opportunities
Man AHLAHL Alpha
Man AHLAHL Dimension
Man AHLAHL Diversified
Man AHLAHL Diversified Guernsey
Man AHLAHL Diversified Markets EU
Man AHLAHL Diversity Alternative
Man AHLAHL Evolution
Man AHLAHL Trend Alternative
Man AHLAmerican Beacon AHL Mgd Futs Strat Instl
MandatumLife Managed Futures Fund
MandatumSlim Tail US LongShort Equity
ManulifeAbsolute Return Opportunities
MarketCipher PartnersMarketCipher Partners LLC
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 CapitalDiversified Master Fund
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
MS Capital Management LimitedGlobal Diversified
Mulvaney Capital ManagementGlobal Diversified Program
Nessica GroupNessica FX
NNAlternative Beta
Northern Capital PartnersSpread Program
Northern Star PartnersNS Quant
Numberline Capital PartnersNumberline
NuWave Investment ManagementCombined Futures Portfolio
NuWave Investment ManagementCommodity Value Portfolio
NuWave Investment ManagementShort-Term Futures Portfolio
NWOneNWOne Diversified Strategy
O’Brien Investment GroupQuantitative Global Macro Futures
Orbits VentureRisk Sigma Program 2
Orion Asset ManagementAlgorithmic Trading Portfolio
Othania InvestOthania Invest AS
P/E InvestmentsFX Strategy – Standard UCITS
PanAgoraPanAgora Managed Futures Strategy
Panima Capital ManagementDiversified Futures
Parizek CapitalFutures Trading Program
PawberryMultiStrat
Pearl Capital AdvisorsDry Powder
Pearl Capital AdvisorsHedged VIX
Pearl Capital AdvisorsSynergy Program
Pearl Capital AdvisorsTactical Growth Program
Persistent Capital ManagementGlobal Diversified Program
PGIM QMAKeynes Systematic
PGR CapitalMean Reversion
PIMCOTrends Composite
Plotinus Asset ManagementPlotinus 2p Index Hunter
PlusPlus Capital ManagementGlobal Alpha Program
Praus Capital ManagementQuantiative Strategies
Predictive RiftSTS
Princeton Investments and TechnologiesCommodity Arbitrage Plus Program
PrivilEdgeGraham Quant Macro
ProAlpha CapitalSystematic ProAlpha India Nifty Trading
ProfitScore Capital ManagementLong/Short US Treasury
Prolific Capital MarketsProlific Swiss System (PSS)
Purple Valley CapitalDiversified Trend 1
Q Capital ManagementQ Capital Managed Futures Program
QDRA PtyDynamic Macro
QMS Capital Management LPDiversified Global Macro
QMS Capital Management LPFinancials-Only Global Macro Strat.
QQFund.comAlpha Beta Program
QTS Capital ManagementChimera
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
Quantica Capital AGManaged Futures Program Focus
Quantitative Investment ManagementGlobal Program
Quantitative Investment ManagementGlobal Program 3x
Quantitative Investment ManagementOpportunities Fund
QUANTUMROCK CapitalRISE Volatility Special Opportunities
Quest PartnersAlphaQuest (ML Capital)
Quest PartnersAlphaQuest Original
Quest PartnersQuest Equity Hedge Program (QEH)
Quest PartnersQuest Fixed Income Hedge Program
Quest PartnersQuest Tracker Index program (QTI)
R BestPrivate Client Program
R BestPrivate Client Program 2x
R BestWorld Select Program
R G Niederhoffer Capital ManagementDiversified Program
Ramsey Quantitative SystemsRQSI GAA Systematic Global Macro Fund
Rational AdvisorsRational/ReSolve Adaptive Asset Allc
Ravinia Investment ManagementAlgorithmic Multi Strategy
RCube Asset ManagementAquanthus Premia
RCube Asset ManagementSingularis Short Term
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
RG Niederhoffer Capital ManagementRGN Smart Alpha
Ridgedale Advisors LPGlobal Alpha Fund
Ridgedale Advisors LPMulti-Strategy Program 14%
Ridgedale Advisors LPMulti-Strategy-7% Target Vol.
Robust MethodsRobust Methods LLC
Rosetta AnalyticsRosetta DL One
Rosetta AnalyticsRosetta DL Two
ROW Asset ManagementDiversified 2X
ROW Asset ManagementDiversified Program
SalusAlpha Directional Markets
Salus Alpha CapitalCommodity Arbitrage (CAX)
Salus Alpha CapitalDirectional Markets (DMX)
Salus Alpha CapitalGlobal Alpha (GAX)
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
Six Alpha Capital AdvisorsES Program
SMN Investment ServicesSMN Diversified Futures Fund
SMN Investment ServicesStructural Alpha Trend
Soaring PelicanDiversified S&P
Solaise Capital ManagementSystematic Fund
Southwest Managed InvestmentsGlobal Diversified
SpreadEdge CapitalAgriculture Seasonal Spreads
SpreadEdge CapitalDiversified Seasonal Spread
SpreadEdge CapitalEnergy Seasonal Spread
SpreadEdge CapitalInter-Commodity Spread Program
Spring Valley Asset ManagementTactical Trend Portfolio
Stein Investment ManagementTrading Evolution
Strategic Capital Advisors (Paskewitz)Contrarian S&P Program
Strategic Capital Advisors (Paskewitz)Cross Asset Program
Strategic Capital Advisors (Paskewitz)Strategic Commodities Program
Superfund Capital ManagementGreen Gold 1.5x
Superfund Capital ManagementGreen Gold 1x
Superfund Capital ManagementGreen SPC 1.5x
Superfund Capital ManagementGreen SPC 2x
Superfund Capital ManagementManaged Futures Strategy
SysCat CapitalNiche Quantitative Strategies
Sysmatic Trading SolutionsGlobal Hedge Plus
Systematica InvestmentsBlueTrend Fund
Systematica InvestmentsSystematica Synergy
t24 CapitalTCM Global Index Fund
Tactical Investment Management CorpInstitutional Commodity
TagesPaladin
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
ThirdYear CapitalART Global Macro
THS Capital ManagementDiversified Futures Accelerated Growth
Tianyou Asset ManagementTianyou Fund
Tom Capital AGModerate Model Portfolio
Tomas Capital PtyThe GCAF Program
TradeLink CapitalTradelink Flagship
Transtrend BVEnhanced Risk
Transtrend BVStandard Risk
Transtrend BVTulip Trend Fund
Transtrend BVTulip Trend Fund UCITS
Triaxiom CapitalGlobal Symmetry Fund
Trident Capital ManagementSystematic Global Macro Enhanced
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
Typhon Capital ManagementMercurio Quantitative Program
UnigestionCross Asset Trend Follower
United Standard EquitiesSerie A
Urban Tree CapitalDouble Alpha 100 Program
Vector Capital Group AGForex ACCELERATOR
Virtus FORT Trend FundVirtus FORT Trend Fund
Vivienne InvestissementMACH 3
Vivienne InvestissementOuessant UCITS A
Volt Capital ManagementDiversified Alpha
Vortex FX AGCurrency Program
WaveFront Global Asset Management CorpWFGAM Global Investment
Welton Investment PartnersGlobal Directional Portfolio
Welton Investment PartnersWelton Trend Program
Westrock Asset ManagementWestrock Alpha Master Fund LP
WG Wealth GuardianGVR Program
WG Wealth GuardianQT Program
WG Wealth GuardianSAFI2 Program
WG Wealth GuardianStrategic Enhanced Sp500
WG Wealth GuardianStrategic Volatility Master Program
WG Wealth GuardianStrategic Volatility Returns Program
WG Wealth GuardianTrend Fix Portfolio
Willowbridge AssociatesArgo
Wimmer HorizonBeach Horizon Programme
Winton Capital ManagementAbsolute Return Futures
Winton Capital ManagementWinton Futures Fund
Winton Capital ManagementWinton Futures Fund (Lyxor)
Winton Capital ManagementWinton Trend Fund
WisdomTree InvestmentsManaged Futures Strategy Fund WTMF -ETF
World Cup AdvisorAndrea Unger East & West
World Cup AdvisorLarry Williams China Gold
World Cup AdvisorLarry Williams Mini S&P
World Cup AdvisorPaige Williams Day Trader
Worldwide Capital StrategiesProfit Quest Macro World