Deep Field Capital AG

Switzerland-flagSwitzerland Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 0483331
SRO-Member VQF
Program Past 12 Months Jul YTD CAROR WDD AUM Min Inv Visits
Active Intraday Momentum (AIM) Program chart thumbnail 1.94 - -2.43 $ 20.0M $ 1,000k 476
Intraday Convexity Capture (ICC) chart thumbnail -0.94 1.07 -5.07 $ 0k $ 2,000k 4566
Intraday Crisis Alpha Program (ICA) chart thumbnail -1.93 5.96 -17.55 $ 35.0M $ 1,500k 10806
SINGULARITY Program archived programs N/A 6.93 -45.81 $ 3,000k 16749
Systematic Volatility Arbitrage Program (VolArb) chart thumbnail -4.84 9.10 -22.63 $ 19.0M $ 1,500k 12068

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

CTA Introduction

Deep Field Capital is a Switzerland-based, independent, purely systematic asset manager, developing and trading highly reactive intraday and short-term systematic programs in global futures and equity markets in a top-tier institutional setup. Our expertise in developing quantitative short-term programs is built on +20 years of independent, proprietary trading. Besides employing our own capital in all our programs, we also count one of the largest global investors in the alternative space among our institutional clients. All our programs show a long volatility profile, negative correlations to other asset classes and a positive performance capture on large equity down-days (e.g. February 2018). Execution and risk management is entirely electronic and automated, utilizing in-house proprietary software in an institutional setup with top tier prime brokers (Societe Generale, Morgan Stanley, BAML, ADM).