NEW YORK--(BUSINESS WIRE)--Systematic Alpha Futures Fund, Ltd. (SAFF, Ltd.) wins Managed Futures Pinnacle Award as the 2013 Best Diversified CTA Less than $500 million AUM. The awards ceremony, hosted by CME Group and BarclayHedge, honoured the top managers in the industry and was held at the Four Seasons Hotel in Chicago on June 17, 2014.
The methodology to determine the winners was based on quantitative data from BarclayHedge using the top five performance metrics selected by over 100 allocators.
SAFF, Ltd. has previously won the HFMWeek US Performance Award twice, first in 2009 in the Best Managed Futures (CTA) Newcomer category, and for the second time in 2012 in the Best Managed Futures (CTA) Under $250m category. In February 2014, SAFF, Ltd. won the Best Short Term Trader CTA Intelligence US Performance Award. The fund was also nominated in the Best CTA Long Term Performance Under $500m category, while Systematic Alpha Management, LLC was nominated as the CTA Management Firm of the Year.
“The unique quantitative methodology used by BarclayHedge to pick the winner among hundreds of CTAs makes the Pinnacle Award especially gratifying," noted Peter Kambolin, CEO of Systematic Alpha Management.
“This is our fourth CTA award since 2009. We are committed to constantly innovate and improve our proprietary models in an effort to deliver our clients strong absolute returns over a long term,” noted Dr. Alexei Chekhlov, SAM's Head of Research and Portfolio Manager.
ABOUT SYSTEMATIC ALPHA MANAGEMENT, LLC
Systematic Alpha Management LLC (SAM) is a fully systematic, quantitative CTA. Systematic Alpha Futures Fund trades a market neutral, 100% mean reversion program that focuses on diverse set of contrarian/mean-reversion strategies, exploiting short-term forecasting and holding times ranging from minutes to several days. The Fund aims to generate consistent positive returns having low to negative correlation to any major equity, bond, currency, broad hedge fund or CTA index. SAM employs a mix of fully-systematic, high-frequency quantitative strategies, using fully-automated, around-the-clock electronic trading in a wide range of proprietary spreads assembled in-house.
SAM is registered as a Commodity Pool Operator (CPO) and a Commodity Trading Advisor (CTA) with the Commodity Futures Trading Commission, and is a member of the National Futures Association (NFA).