Since 1991, ETC has delivered diversifying systematic investment solutions for our clients.

 

Eckhardt Distinctives:

We focus on risk first and capture second

Our focus in research and trading is understanding risk - properly assessing volatility and its implications for directional trades.

“You can’t know where the market is going, but you can know your risk; the trader’s focus must be risk management.”
- William Eckhardt, Founder and Chief Research Scientist

Evolutionary Research

Markets evolve and so do our systems. Our robust research process leverages evolutionary computing and a rigorous gauntlet of tests to convert market data and trading insights into systematic investment strategies that adapt to changing markets.

Trend & Non-Trend

ETC is a pioneer in the trend-following space. Our founder invented and taught many of the key trend following concepts that led the way for other managers. However, we have never been dogmatic about trend. Over the years our evolutionary research has produced different styles of systems - trend and non-trend - all within the same robust repeatable process.


Tail risk is hard to estimate but it is absolutely crucial because the tail risk changes everything that we do. Every single part of designing and implementing the system is affected by the fact that you have more extreme values than you expect under any kind of normal model.
— William Eckhardt, Founder & Chief Research Scientist

Team.png

Experienced Team

The senior members of the Eckhardt research and trading team have worked together for over 30 years, designing innovative robust trading systems and managing risk.

ETC Principals

William Eckhardt - Founder and Chief Research Scientist
Bill directs ETC’s system development and ongoing research. Over the past 40 years he has conducted extensive research into the nature of futures price action and risk management. He has developed numerous technical trading systems applying ETC’s unique portfolio theory and evolutionary computing algorithms. He holds a B.A. in Mathematics from DePaul University and a M.S. in Mathematics from the University of Chicago

John Fornengo - President and Chief Risk Officer
John began his trading career working alongside Mr. Eckhardt over 30 years ago. Today, he leads the implementation and execution of ETC’s trading programs, including all aspects of risk management. John is an honors graduate of Lake Forest College.

Rob Sorrentino - COO and CCO
An industry veteran, Rob has traded and developed futures trading systems for over 30 years. He joined ETC in 2016 and has since overseen upgrades to IT infrastructure, order management efficiencies, and the implementation of a global marketing effort. Rob received his B.S. from DePaul University and a J.D. from Loyola University Chicago.


CTA Intelligence US Awards 2019_WinnerLogos_Winner.jpg

Best Diversified CTA under $500 Million