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Systematic Alpha Management, LLC
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Systematic Alpha Management Introduces Systematic Alpha Intraday Program

May 24, 2017 11:34 AM Eastern Daylight Time

NEW YORK--(BUSINESS WIRE)--Systematic Alpha Management (SAM) has been successfully trading the Systematic Alpha Intraday Program live on the dbSelect platform. The program carries no risk, positions, or margin overnight.

“The intraday program is a unique investment offering which, in contrast to most CTAs, generates its trading signals based on the changes in volatility in a particular market, as opposed to price changes," noted Peter Kambolin, SAM’s CEO.

“One of the reasons our returns are often negatively correlated to other managers is because the intraday program avoids having any risk overnight, which on average represents up to 40% of the daily risk, but is hard to predict and manage,” noted Dr. Alexei Chekhlov, SAM's Head of Research and Portfolio Manager.

“The diversification we achieve by trading both momentum and contrarian signals across various equity indexes, currencies, commodities and fixed income markets allows us to generate a Sharpe Ratio superior to most of our competitors,” noted Peter Kambolin. “Coupled with zero-to-negative correlation to other managers and daily liquidity, the intraday program is an ideal fit to an investment portfolio.”
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SYSTEMATIC ALPHA FUTURES FUND, LTD. NOMINATED BY CTA INTELLIGENCE US PERFORMANCE AWARDS 2016 IN TWO CATEGORIES.

(NEW YORK – January 20, 2016) – Systematic Alpha Futures Fund, Ltd. (SAFF) received two nominations from CTA Intelligence US Performance Awards 2016: as the Best Short-Term Trader under $250m and as the Best Specialized CTA. The Awards Ceremony will take place on February 25 in New York.

SAFF was the winner of CTA Intelligence US Performance Awards 2013 as the Best Short-Term Trader. In 2014, SAFF won the Pinnacle Award as the Best Diversified CTA under $500m AUM. Previously, SAFF won the HFM Week US Performance Award twice, as the best CTA Newcomer in 2009 and as the best CTA under $250m AUM in 2012.

“While the average correlation of SAFF to CTAs is zero within sample error, conditional correlation on negative months is statistically significant and is at the level of -15% to -20%. As a result, SAFF often produces its best returns when CTAs are struggling," noted Dr. Alexei Chekhlov, SAM's Head of Research and Portfolio Manager.

“Looking at the last 4 years, SAFF generated strong returns in 2012, 2013 and in 2015, the years when CTAs were flat or negative, while in 2014 SAFF had a drawdown when CTAs performed well. Clearly, adding SAFF to a CTA portfolio should add a lot of diversification and noticeably improve its expected risk-adjusted returns over a long term,” noted Peter Kambolin, CEO of Systematic Alpha Management.
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Dear Ladies and Gentlemen, 

We are happy to share with you the exiting news that CTA Intelligence has nominated Systematic Alpha Management, LLC and its flagship Systematic Alpha Futures Fund, Ltd. for US Performance Awards 2014 in 3 different categories: 

Best CTA long-term performance under $500m: 
Systematic Alpha Futures Fund, Class B 

Best Short-Term Trader: 
Systematic Alpha Futures Fund, Class B 

CTA Management Firm of the Year:
Systematic Alpha Management, LLC 

The inaugural CTA Intelligence Performance Awards will recognize and reward those CTAs who have successfully outperformed their competitors over the last 12 months as well as over the last 3 - 5 years. All winners will be announced at an evening ceremony on Thursday, February 27, 2014 at 583 Park Avenue, New York. 

Regards, 

Peter Kambolin 
Chief Executive Officer 
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