Sigma Advanced 
Capital Management 
Llc Investment Programs

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The CARBON NEUTRAL ALPHA (“CNA”) PROGRAM is an absolute return program. 
It develops a risk-adjusted portfolio of the most liquid futures and spreads of the European Carbon Allowances (EUAs) contracts, it seeks to perform in different market environments and economic cycles. 

The EUAs are a unique asset class with strong bias and inefficiencies due to the market's regulatory policies, hedging pressure, weather, and supply/demand fundamentals.
 

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PROGRAMS CARBON

Sigma Advanced Capital Management is a Commodity 
Trading Advisor registered with the Commodity Futures Trading Commission (CFTC) and a Member of the National Futures Association (NFA). 

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QUE ES ESTE MERCADO?

Sigma Advanced Capital Management is a Commodity 
Trading Advisor registered with the Commodity Futures Trading Commission (CFTC) and a Member of the National Futures Association (NFA). 

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DERIVATIVE TRANSACTIONS, INCLUDING FUTURES, ARE COMPLEX AND CARRY A RISK OF SUBSTANTIAL LOSSES.THEY ARE INTENDED 
FOR SOPHISTICATED INVESTORS WHO UNDERSTAND RISK. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS

FUTURES AND SPREAD PROGRAM

Sigma Advanced Capital Management currently managed two investment programs: 

​The Global Advanced Futures and Spread Program (GAFS) - (QEP only): An absolute return program focusing on a risk-adjusted balanced portfolio of commodity calendar spreads, relative value strategies, and outright futures.

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CUANT STRATEGY

 Sigma Advanced specializes 
in futures,relative value, 
and calendar spread 
strategies on commodities 
and carbon emission 
markets.

gal01.png

CUANT STRATEGY

 Sigma Advanced specializes 
in futures,relative value, 
and calendar spread 
strategies on commodities 
and carbon emission 
markets.

gal01.png

CUANT STRATEGY

 Sigma Advanced specializes 
in futures,relative value, 
and calendar spread 
strategies on commodities 
and carbon emission 
markets.

gal01.png

CUANT STRATEGY

 Sigma Advanced specializes 
in futures,relative value, 
and calendar spread 
strategies on commodities 
and carbon emission 
markets.