Sigma Advanced Capital Management, LLC

Colombia-flagColombia Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 0518393
Program Past 12 Months Aug YTD CAROR WDD AUM Min Inv Visits
Carbon Neutral Alpha Program chart thumbnail
1.58
2.72 - -1.42 $ 1.2M $ 400k 368
Global Advanced Futures and Spread Program (QEP) chart thumbnail -2.71 -1.60 10.68 -15.96 $ 5.4M $ 400k 7703

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

Carlos Arcila Barrera, CFA CAIA

CTA Introduction

Sigma Advanced Capital Management, LLC, 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).

Sigma Advanced specializes in commodity and emission futures, relative value, and calendar spread strategies seeking absolute returns across a wide range of economic cycles and market environments. The company follows a Quant-Mental Investment Process combining quantitative techniques such as statistical modeling, machine learning, natural language processing with Discretionary, and Fundamental analysis.

Sigma Advanced Capital Management currently managed two programs:

The Global Advanced Futures and Spread Program (GAFS) - (QEP only): An absolute return program focusing on a risk-adjusted balanced portfolio of commodity calendar spreads, relative value strategies, and outright futures.

Carbon Alpha Neutral Program (CNA) - (QEP Only): An absolute return program focusing 100% on sustainable finance instruments including carbon emission futures.

Investment Strategy: The manager deploys a Quant-mental Investment Process combining quantitative techniques like statistical modeling, machine learning, and natural language processing (NLP) with discretionary and fundamental analysis.

Climate Impact:

Sigma Advanced Capital Management LLC believes that responsible businesses need to be thoughtful, aware, and willing to act. The Carbon Neutral Alpha program seeks to have a climate impact by supporting environmental initiatives by using a percentage of management and performance fees to support REDD+ approved projects in the Amazon aligned with the 2030 Sustainable Development Goals (SDGs).

Portfolio Manager:

Carlos Arcila Barrera, CFA, CAIA is the Advisor’s founder and sole principal. Mr. Arcila has extensive experience in derivatives trading and risk modeling across a wide range of commodity and carbon emission markets, specializing in futures and spread strategies. He is the Adjunct Professor of Finance at Universidad de Los Andes and Associate Researcher for The Center of Sustainable Finance.​​

During his career, he worked as an Energy Risk Associate for Optima Consultores S.A.S., setting up and managing the electricity risk program, developing hedging and trading strategies in electricity futures for Latin American companies. He was an investment analyst for the Universidad de Los Andes Endowment and working for a prominent CTA in Chicago from 2014-2016.

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 a member of the International Association for Quantitative Finance (IAQF), and the American Finance Association (AFA), Carlos is a CFA Charterholder, CAIA Charterholder, Sustainable and Climate Change Risk (SCR) candidate and hold the Series 3 license.