Commodities trading advisor, Systematic Alpha Management, has added its fund to the Deutsche Bank platform – so investors can access a UCITS-compliant version of the fund.
The Systematic Alpha Futures fund launched in June 2004 and a double leveraged version of the fund was launched in January 2008. It began live trading on the platform in October.
This year the fund launched in 2004 has returned 2.39% to September 2010 and has an annualised return of 11.6%.
The firm currently manages two trading programmes: Systematic Alpha Futures, a short term, market neutral, mean reversion based strategy established in 2001, and Systematic Alpha Diversified, a recently launched short term trend-following strategy.
It uses advanced methods of statistical analysis of high frequency market data to develop its models.