Systematic Derivatives Strategy
ART Strategy
Short-Term Futures & Options Strategy
The ART Strategy is a systematic trading program operating across liquid exchange-listed derivatives markets. The strategy combines short-term futures trading models with rules-based options strategies implemented across equity index, currency, and volatility markets.
The program seeks to participate in price movements and volatility dynamics in global derivatives markets while operating within a systematic portfolio framework incorporating defined execution and risk management procedures.
Strategy Snapshot
Strategy: ART Short-Term Systematic Strategy
Investment Manager: Advanced Alpha Advisers, LLC
Regulatory Status: Commodity Trading Advisor – Member NFA
Trading Style: Systematic
Trading Horizon: Short-Term
Average Holding Period: 2–4 Days (Futures Component)
Instruments: Exchange-Listed Futures & Options
Markets: Equity Index, Currency, Volatility
Current Instruments: Nasdaq 100, Japanese Yen, VIX
Liquidity: Monthly (Fund Structure)
Minimum Investment – Fund: USD 100,000
Minimum Investment – SMA: USD 1,000,000*
Strategy AUM: Approximately $4.8 million
Bloomberg: QIARTST KY Equity
See SMA Implementation Parameters below.
Strategy Overview
The ART strategy integrates two systematic trading components implemented across liquid derivatives markets.
• Short-term futures trading model
• Options premium strategy
The futures component seeks to capture short-term price movements in liquid futures markets.
The options component seeks to capture option premiums in selected derivatives markets while incorporating predefined risk management techniques, including delta hedging protocols.
The two components are designed to respond to different market conditions and operate simultaneously within a unified systematic portfolio framework.
There can be no assurance that the strategy will achieve its investment objectives.
Strategy Architecture
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Caption:
ART Strategy Architecture – The strategy integrates a short-term systematic futures trading model with a rules-based options strategy within a unified systematic portfolio framework.
Markets Traded
The ART strategy trades exchange-listed derivatives across liquid global futures markets.
• E-Mini Nasdaq 100 futures and options
• Japanese Yen futures and options
• VIX futures
These markets provide exposure to equity index, currency, and volatility dynamics across global derivatives markets.
Performance Overview
Performance statistics are based on the historical performance of a fund implementing the ART strategy and sub-advised by Advanced Alpha Advisers, LLC.
Performance figures are presented net of management and performance fees but may not include certain fund-level expenses.
Performance for separately managed accounts implementing the strategy may differ due to factors including account size, fee arrangements, volatility targets, and implementation differences.
Past performance is not necessarily indicative of future results.
Growth of $1,000 Since Inception
Insert your cumulative performance chart from the ART tear sheet.
Caption example:
Growth of a hypothetical $1,000 investment since inception. Performance shown net of management and performance fees. Past performance is not necessarily indicative of future results.
Performance Statistics (Since Inception)
Annualized Return: 42.6%
Volatility: 32.3%
Sharpe Ratio: 1.21
Sortino Ratio: 2.56
Maximum Drawdown: −17.7%
Winning Months: 71.9%
Recent Annual Performance
2026 YTD: −1.49%
2025: 4.11%
2024: 77.85%
2023: 41.37%
SMA Implementation
Separately Managed Accounts implementing the ART strategy typically require a minimum account size of USD 1,000,000 at a 16% target volatility level.
SMA investors may select target volatility levels between 5% and 45%, which may affect portfolio risk exposure and resulting performance characteristics.
Access
The ART Strategy is available through:
• Separately Managed Accounts
• Co-mingled investment fund structures
The fund is operated by ARB Fund Management and sub-advised by Advanced Alpha Advisers, LLC.
Service Providers
Investment Manager – Advanced Alpha Advisers, LLC
Commodity Pool Operator – ARB Fund Management
Administrator – NAV Fund Services (Cayman)
Calculating Agent – NAV Consulting
Prime Broker – Marex
Auditor – Richey May & Co.
Legal Counsel – Ogier LLP
US Legal Counsel – Riveles Wahab LLP
Custodian – BMO Harris
Important Risk Disclosure
Trading futures, options, and derivatives involves substantial risk of loss and is not suitable for all investors.
Investors should carefully consider whether such trading is appropriate in light of their financial condition, investment objectives, and risk tolerance.
Past performance is not necessarily indicative of future results. There is no guarantee that any investor will recover capital invested.
This material is provided for informational purposes only and does not constitute an offer to sell or the solicitation of an offer to buy any investment product.
Any offer or solicitation may be made only pursuant to applicable offering and disclosure documents.
Advanced Alpha Advisers, LLC
Commodity Trading Advisor
Member – National Futures Association
NFA ID: 0505193