Advisor
John Joseph, CEO and Founder, has been the principal of The SEMA4 Group LLC, a NFA-member CTA/CPO since 2003. Mr. Joseph earned a BS in Mathematics and Biology with a minor in Computer Science in 1995 from the University of Scranton. Additionally, he earned an MS in Mathematics from the University of Massachusetts in 1997, where he was nominated for the Distinguished Teaching Award. Mr. Joseph is also a published researcher in mathematics.

The SEMA4 Group is the first place winner of the Q42003 RQSI CTA Star Search Trading Competition and the third place winner of the Q12004 Competition.

Trading Programs
Unlike other programs which use standard portfolio construction techniques that optimize the portfolio for normal market conditions, the unique and original SEMA4 Risk Allocation Framework builds a portfolio that performs optimally during the most adverse market conditions while producing competitive returns during normal market environments.  The SEMA4 Risk Allocation Framework provides risk management when you need it the most.

Diversified Alpha is achieved not only through extreme diversification and proactive risk allocation within each program, but by providing the opportunity to participate in multiple negatively correlated trading programs that are independent of stock market returns.

The SEMA4 Global Diversified Program provides access to every liquid futures market in the world through a highly sophisticated quantitative model that evaluates asset allocation among worldwide alternatives in commodities, equities, fixed income, and currencies. The model is risk-driven, seeking to successfully manage volatility while identifying and profiting from significant fundamental shifts in underlying supply and demand in a highly-scalable portfolio. The foundation of this trading program is the SEMA4 Risk Allocation Framework and it includes both countertrend and trend-following components.

The SEMA4 eMini Russell 2000 index Program capitalizes on short-term inefficiencies in the ICE Russell 2000 equity index futures. This high-frequency trading model employs a growing portfolio of dynamic and adaptive trading algorithms in tandem with the SEMA4 Risk Allocation Framework. No positions are held overnight.

The SEMA4 eMini S&P MidCap 400 index Program capitalizes on short-term inefficiencies in the CME S&P 400 equity index futures. This high-frequency trading model employs a growing portfolio of dynamic and adaptive trading algorithms in tandem with the SEMA4 Risk Allocation Framework. No positions are held overnight.

Contact The SEMA4 Group for further information and detailed program returns.  All returns are pro forma adjusted to include a 2% annual management fee and 20% incentive fee.  Past results are not necessarily indicative of future performance.