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Alternative Market Briefing

Systemic Alpha combines strategies for new fund launch in January

Thursday, December 22, 2011

amb
Peter Kambolin
Bailey McCann, Opalesque New York

Systemic Alpha Management, an established commodities-focused asset manager based in New York, is combining its trading strategies into a single product. In January, Systemic Alpha will launch its first multi-strategy CTA fund, the Systemic Alpha Multi-Strategy Futures Fund (SAMSFF).

I spoke with Systemic Alpha’s CEO Peter Kambolin about the new fund and how the current high volatility market environment is helping them achieve higher returns.

Systemic Alpha created SAMSFF by combining four of its trading strategies to build a low volatility, low correlation product for clients who are looking for a lower risk investment option in CTAs. The fund combines mean-reversing, market-neutral and directional trading strategies - all of which have been in use at Systemic Alpha since 2004.

For the past eight years, Systemic Alpha has been building a track-record of trading market neutral, absolute return strategies through its flagship product. But, unpredictable market conditions such as the Japan earthquake earlier this year caused the flagship fund to run negative for the first time in its history. This led Kambolin and his colleagues to develop the new product which will allow them to apply a mix of strategies as the markets fluctuate.

"There are a variety of positives with this fund; using multiple, tested ......................

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