Systematic Alpha Management (SAM) is situated on Fifth Avenue New York, set up as an LLC. They specialise in "market-neutral, absolute-return oriented quantitative trading strategies". They have funds:
* Systematic Alpha Futures Fund
* Systematic Alpha Diversified Program (100% trend following)
SAM is registered as both a CPO and a CTA (Commodity Pool Operator and Commodity Trading Advisor, respectively) with the CFTC and NFA respectively. CPOs are defined on the CFTC website (defined as individual or organization that solicits funds for a commodity pool, to invest in futures or options on futures, or in another commodity pool). CPOs must file disclosures electronically using the NFA's DDoc system.
The Barclay CTA index (on BarclayHedge website) tracks performance of CTA funds (more than 500 funds for 2010). Four years of prior performance history is needed for inclusion in the fund.
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