Revolution Capital Management is a Denver, Colorado-based, Limited Liability Company (LLC) that was established in 2004. Revolution is registered with the National Futures Association as a CTA and CPO and has been trading proprietary capital since January 2005.
Revolution Capital Management’s products strive to provide diversification of returns within the managed futures space. Recognizing that the majority of commodity trading advisors (CTAs) pursue some type of trend-following strategy, our goal is to offer complementary products with varying degrees of target correlations to trend-exploiting strategies. By maintaining our focus on developing programs with low correlations to other offerings, we can potentially provide significant benefits to the risk-adjusted characteristics of most managed-futures portfolios.
The company’s two current programs—Alpha and Mosaic—are both systematic and quantitative, and they are constructed according to well-defined specifications. Revolution directs trading for about $740 million across the full product suite.
The principals rely on rigorous statistical analysis in all aspects of research, development and operations, focusing heavily on automation and technology to enable superior, risk-adjusted returns.