LCA 30

Lembros Commodity Advisors LLC (Lembros) is a commodity trading advisor (CTA) a member of the National Futures Association and registered with the CFTC as a Commodity Trading Advisor (CTA).

Lembros is headquartered in Chicago and was established in 2010. The firm is a team of two managers, Martin Lembak and Jiri Lembak, with combined experience of more than 13 years in commodity trading industry.

It offers its clients a diversification into Managed futures by providing systematically trading programs based on its trading systems and risk monitoring experience.

LCA 30 is a short term systematic trading approach in the commodities futures markets. The fund trades intraday commodities based on proprietary algorithm that picks particular trading systems from a family of many systems. The fund statistically search's for a quantitative trading method that might have an advantage for success in a particular trading session on a continuous basis. It also limits its risk per trade per contract plus commissions, fees and slippage. The fund operates with a certain level of value at risk (VAR). That means it has predetermined strict risk parameters for a trading session, month, and hence a year in place. Within the framework of the funds strong concentration on the risk management, the goal is to have uncorrelated returns not only both to classic assets such as stock and bond indices but also to alternative assets benchmarks such as CTA and hedge fund indices. The goal is to maximize the probability of profit utilizing statistical, mathematical and probability models and takes advantage of the right hand side of fat tails in the returns distribution that are often present in the alternative assets universe.