Systematic Alpha Management

United States-flagUnited States Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 0391475
Program Past 12 Months Jun YTD CAROR WDD AUM Min Inv Visits

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

Systematic Alpha Management LLC is a fully systematic, quantitative short-term CTA manager. Our objective is to generate consistent positive returns with low volatility and low-to-negative correlation to any traditional and alternative investments, and to provide enhanced liquidity and transparency to our investors.Our specialty is the development and trading of unique niche trading strategies based on advanced statistical analysis of vast amounts of high frequency data using most liquid exchange traded futures instruments. Dr Alexei Chekhlov, PhD Dr. Alexei Chekhlov is a Head of Research and Portfolio Manager Systematic Alpha Management, LLC. Dr. Chekhlov graduated from Moscow Institute of Physics & Technology in 1990 with Highest Honors in Theoretical Physics & Applied Mathematics. He earned his PhD. in Applied & Computational Mathematics from Princeton University in 1995. Prior to co-founding SAM, Dr. Chekhlov worked for Wexford Management (Quantitative Analyst, options pricing and trading), BNP Paribas (Proprietary Trader, quantitative global fixed-income futures trading, Fixed Income Swaps Desk), TrendLogic Associates (Assistant Director of Research, global futures and equities strategies), and Thor Asset Management Inc. (Co-founder and Head of Research). Dr. Chekhlov's scientific background relates to such fields as hydrodynamic instabilities and fluid turbulence. Throughout his career in science and finance, certain results of Alexei's work were published in leading physics and finance periodicals. At the present time, Dr. Chekhlov also serves as an Adjunct Professor at the Columbia University Mathematics Department. Dr. Chekhlov holds Series 3 National Commodity Futures License. Peter Kambolin Peter Kambolin is a Chief Executive Officer and Chief Operating Officer of Systematic Alpha Management, LLC. He is in charge of general management of SAM and oversees company’s trading operations, marketing activities, compliance and research. Mr. Kambolin received his B.A. in Finance from Baruch College, magna cum laude, in 1995. Prior to co-founding SAM, Mr. Kambolin worked at Commonwealth Associates, Inc. (RR), Unibank (Operations), Fifth Avenue Research and Advisory Group, Inc. (Equity Research), Utopia Capital Management, Inc. (Portfolio Manager), Phillip Louis Trading (Proprietary Trader), Thor Capital, LLC (Founder and Principal), Thor Futures, LLC (Founder and Principal), and Thor Asset Management Inc. Mr. Kambolin holds Series 3 National Commodity Futures License.