Sigma Advanced Capital deploys proprietary capital in global macro strategies across:

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• Commodities: Relative value, term structure and optionality across energy, metals, power, carbon, agriculture and soft commodities. We focus on cyclical and structural dynamics, supply–demand imbalances, policy and transition risk, and dislocations along curves and across regions.

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• Equities & Indices: Sector and thematic exposures, with particular emphasis on the US, Europe and Latin America. Positioning reflects macro regimes, earnings and valuation, structural reforms, and cross-asset linkages.

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• Foreign Exchange: Major and EM crosses, directional and relative-value expressions linked to macro regimes, event-driven dynamics, balance-of-payments trends, capital flows and rate differentials.

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• Rates & Fixed Income: Curves, basis and relative value across developed and emerging markets, focused on policy-driven dislocations, term premia and cross-market structure.

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• Volatility & Optionality: Use of options and volatility structures across asset classes to express macro views, shape payoff profiles and manage tail risk.

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Positioning can be directional, relative-value or thematic, depending on the opportunity set, liquidity conditions and the broader macro regime.