Sigma Advanced Capital Management, LLC

Colombia-flagColombia Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 0518393
Program Past 12 Months Oct YTD CAROR WDD AUM Min Inv Visits
Global Advanced Futures and Spread Program (QEP) chart thumbnail
2.24
1.88 12.15 -15.96 $ 2.7M $ 200k 4678

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

Sigma Advanced Capital Management, LLC (“The Advisor”) an Illinois limited liability company is a Commodity Trading Advisor registered with the Commodity Futures Trading Commission (CFTC) and Member of the National Futures Association (NFA). It specializes in commodity futures, relative value and calendar spread strategies seeking absolute returns across a wide range of economic cycles and market environments. The Global Advanced Futures and Spread Program (GAFS) focuses on a risk-adjusted balanced portfolio of calendar spreads, relative value strategies, and outright futures. Non-correlated alpha is generated by analyzing and exploiting inefficiencies of the term structure created by changes in the cost of carry, commodity index roll, extreme price deviations, mean reversion, weather, and seasonal patterns. The returns of the GAFS program typically exhibit low correlation to other investable assets including stock index, bonds, commodities benchmarks, and other CTAs.

Carlos Arcila Barrera, CFA is the Advisor’s founder and sole principal. Mr. Arcila has over 7 years of derivatives trading experience across a wide range of commodity markets with a specialization in futures and spread trading. He is the Adjunct Professor of Derivatives Markets at Universidad de Los Andes, and Project Leader of The Financial Markets Research Center (CIMEF) at the University. During his professional career, Carlos worked as an Investment Analyst for the endowment of the Universidad de Los Andes, from 2013 through 2014 he worked as Energy Risk Associate established and managed the electricity risk program of Optima Consultores S.A.S, where he developed diverse hedging and trading strategies in electricity futures for Latin-American companies. From 2014 through 2016, Carlos worked for a prominent CTA in Chicago, his primary responsibilities included fundamental and quantitative research, financial modeling, trading, and risk analysis of the portfolios of the fund. In 2016 Carlos started the Global Advanced Futures and Spread program (GAFS), focused on the strategy, research and trading of the program.

Carlos holds an MSc.in Finance from the University of Notre Dame (Magna cum Laude) and B.S in Business Administration from Universidad de Los Andes, he is member of the International Association for Quantitative Finance (IAQF) and the American Finance Association (AFA), Carlos is a CFA Chartholder and CAIA Level II Candidate and hold the Series 3 license.