Cambridge Capital Management UK LLP

United Kingdom-flagUnited Kingdom Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 0484239
Program Past 12 Months Dec 2020 CAROR WDD AUM Min Inv Visits
CCM Program archived programs N/A 4.44 -10.26 $ 2,000k 6304

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Portfolio Manager

Andrew Baxter

CTA Introduction

CCM was founded in 2010 by Andrew Baxter and Ian Brown. Prior to CCM they built and ran the HSBC Integrated Model Trading group, a systematic quantitative trading business, which managed US$1.8 billion for HSBC and external institutional clients. We employ sophisticated quantitative techniques to allocate risk in futures and OTC FX markets, diversifying across risk factors, risk premia, models, assets and timescales. Our approach is underpinned by excellent technology, built to industrial standards, dynamic risk management and a high level of transparency. The CCM systematic global macro programme was launched in November 2012 on dbSelect and has delivered exceptional risk adjusted returns with low correlation to stock and bond investments. We bring engineering techniques to systematic global macro by using an industrial-scale, multi-model / multi-asset approach with thousands of models across global markets, combined in performance-weighted ensembles to generate dynamic asset forecasts. Sophisticated, adaptive techniques drive the contribution of each model to each composite asset forecast. With industrial-scale diversification across models the signal to noise ratio is increased generating robust forecasts that adapt to changing market environments. These dynamic forecasts and a sophisticated market-risk model are used to maximise the expected return of the fund portfolio within a comprehensive portfolio optimisation & risk framework.