Sigma Advanced Capital Management is a proprietary trading and applied research firm focused on energy, cross-asset strategies, and global macro themes. We manage internal capital through a blend of discretionary and systematic logic.

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Our work integrates macro research, quantitative modeling, and internally developed tools to support portfolio construction, derivatives pricing, and scenario-based risk management. In parallel, we conduct applied research in machine learning and quantum computing to develop next-generation methods for optimization, risk modelling, strategy design, and capital allocation.

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Founded as a CTA-registered hedge fund, Sigma transitioned into a proprietary trading and research firm in 2024.