Asia’s stake in systematic flows: What CTA positioning means for commodity markets
Synopsis
Systematic CTA strategies trade many of the commodities and currencies that matter most to Asia, including grains, metals, crude and regional FX, often with little visibility into how that positioning is built or when it shifts. This session breaks down how these flows work, how they evolve through market cycles, and what they mean for traders, risk managers and investors exposed to Asian markets.
What you'll learn
- How systematic CTA models generate signals and build positions across futures markets relevant to Asian commodity demand
- How large rule-based portfolios translate signals into coordinated flows across crude, metals and grains
- How CTA positioning evolves during major macro events and commodity trends affecting the region
- When systematic flows can amplify moves, accelerate trends or trigger reversals in Asia-exposed markets
- Why monitoring systematic positioning has become critical for traders and risk managers across Asia
Meet the speakers
Andrea Santiago
Andrea Santiago is Director of Data Solutions for Financial Flows at Kpler, where she leads product development and the engineering team behind the firm’s systematic trading analytics and data platform. Her work is centered on building tools that help traders better understand systematic positioning and flow dynamics across global futures markets and apply those insights to real-world trading decisions. Andrea works closely with institutional clients to understand how they analyze markets, identify where systematic flow data can add value, and integrate Financial Flows datasets and analytics into their research and trading workflows.
Jack Nealon
Jack Nealon is a Senior Analyst for Financial Flows at Kpler Inc. Prior to joining Kpler, he spent six years at Bridgeton Research Group, where he played a key role in analysing and validating the firm’s systematic trading coverage across global energy, metals, and agricultural markets.
Ali Ramady
Ali Ramady is a Sales Specialist for Quant & Arbitrage at Kpler, where he leads commercial engagement for the Financial Flows and Arbitrage platforms across the Middle East and APAC, helping traders, producers, refiners and financial institutions turn market intelligence into better trading decisions. With 20+ years in energy analytics and software, including EIU, Gartner and Baker Hughes, he holds an MBA in Oil & Gas Management.
Join the webinar
%201.svg)
