Systematic Alpha Futures

Fund Ltd - B (Double Leverage)

Fund Investment Objectives

Systematic Alpha Futures Fund, Ltd. ("SAFF") is a professional fund incorporated in the British Virgin Islands. SAFF trades a multiple award-winning market neutral futures program that aims to generate consistent pure alpha returns that have low-to-negative correlation to any major equity, bond, currency, hedge fund or CTA indexes. To achieve its objective, SAFF employs a mix of high frequency, fully systematic mean-reversion strategies, using fully automated, around-the-clock electronic execution in a wide range of proprietary spreads constructed from the most liquid financial futures markets. The program is developed by a highly qualified team of theoretical physicists, mathematicians, and computer scientists using the latest advances in data collection, analysis and trading infrastructure.