Sigma Advanced Capital Management specializes in directional, spread, and relative value strategies, seeking absolute returns in futures markets based on a Quanta-Mental Investment Process that combines quantitative techniques with discretionary and fundamental analysis. It focuses on commodity and carbon markets.
Deliver superior risk-adjusted returns while adhering to the highest ethical and professional standards, attracting diverse talent, deploying cutting-edge technology, and aligning our business model and investments with global sustainable development.
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Sigma Advanced Capital Management works with a team of professionals, business partners, and industry leaders to support the CIO Carlos Arcila Barrera in areas such as research, technology, finance, and administration.
Carlos Arcila-Barrera, CFA, CAIA, SCR - Chief Investment Officer
Carlos Arcila-Barrera is the Founder and Chief Investment Officer at Sigma Advanced Capital Management. With years of experience in commodity trading and risk management, Carlos previously held the position of Energy Risk Associate at Optima Consultores, where he established and managed the power risk program, trading, and developing effective hedging strategies for Latin American companies. Carlos also worked at a prominent Commodities Chicago Hedge Fund, as well as an investment analyst for the Universidad de Los Andes endowment, contributing to the restructuring of their portfolio.
Carlos is also an Adjunct Professor at the University of Notre Dame (USA) and the Universidad de Los Andes (Colombia), where he teaches applied derivatives. He is also a Research Associate at the Universidad de Los Andes' Center of Sustainable Finance, where he conducts research on commodities, sustainable fiance and carbon markets.
Carlos holds a Master of Science in Finance (Magna cum Laude) from the University of Notre Dame and the Chartered Financial Analyst (CFA), Chartered Analyst in Alternative Investment (CAIA), and GARP Sustainability and Climate Change Risk (SCR) certifications. He is a Master of Studies in Sustainability Leadership candidate from The University of Cambridge. Carlos received his Bachelor's degree in Business Administration from Universidad de los Andes, where he also minored in Government and Chinese.
Juan David Suarez, MSc Economic - Quantitative Associate
Juan David Suarez is an economist with a passion for capital markets, macroeconomic analysis, and quantitative analysis. He specializes in machine learning research and developing quantitative trading strategies. Juan holds a Master's and Bachelor's degree in Economics from Universidad de Los Andes, with his Master's thesis focusing on reinforcement learning. He has also obtained his EPAT Quantitative Finance certificate.
Juan David's experience includes Hedging Director at Quanspire, a Colombian firm that provides currency and commodity hedging solutions to businesses. During his time at Quanspire, he led research on USDCOP, and commodities developing effective hedging strategies to assist clients. Prior to his time at Quanspire, Juan worked in investment banking.
Yutong Guo, Applied Finance - Quantitative Finance Intern
Yutong Guo is a driven finance professional currently pursuing a Master of Science in Applied Finance at the George Washington University School of Business. She has also earned a Bachelor of Science in Finance and International Affairs, which she completed in just three years. Yutong's experience includes quantitative modeling and carbon market research. Her time at Sigma Advanced has provided her with valuable knowledge and expertise in the finance industry.