Sigma Advanced Capital Management is an investment firm committed to generating absolute returns through the trading of futures and options in Global Carbon Markets and Commodities. The firm employs a Quanta-Mental Investment Process, which integrates proprietary fundamental and analytical models with advanced quantitative methodologies to guide informed discretionary trading decisions. Our seasoned team boasts extensive experience in commodities, power, and carbon trading, further enhanced by their deep expertise in quantitative modeling and analysis. The manager's market perspectives are expressed using outright directional, relative value, and term structure strategies.
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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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, power 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 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.
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.