About Systematic
Investment Strategies and Solutions
Alternative Risk Premia
GAM Systematic Alternative Risk Premia delivers portfolios that target absolute returns with a low correlation to traditional assets over the long term. The programme has been live since 2012, with the team having run alternative risk premia since 2004. The team analyses, structures, and implements a diverse range of liquid alternative return sources – or ‘alternative risk premia’ – from across global markets. The most attractive premia are combined and risk-sized in portfolios using the team’s proprietary Expected Drawdown Analysis methodology, an innovative approach focused on capital preservation. Offered with fully customisable investment objectives, the strategy is designed to complement investors’ existing traditional and alternative investment exposures, and features daily liquidity, high transparency and fee simplicity.
Offshore, UCITS, Australian Trust and Managed Account versions are available for this programme.
Core Macro
GAM Systematic Core Macro delivers a multi-strategy and cross-asset class portfolio that seeks to generate returns uncorrelated to traditional asset classes. It uses proprietary, state-of-the-art research and trading systems to identify persistent and recurring sources of return in markets. These can be identified and harvested systematically via liquid instruments across currencies, fixed income, equities and commodities. Offering high liquidity, the strategy can act as a cost-effective diversifier to any portfolio over the course of a market cycle. Offshore, Australian Trust and Managed Account versions are available for this programme.
Cambridge Connection
Insights and Thought Leadership
GAM Systematic
Quants and Quandaries: The most asked questions about systematic investing
04 October 2022
Systematic investing has recently seen increased interest as many traditional investment styles have been challenged by adverse market conditions. We sat down with Dr Silvia Stanescu and Dr Chris Longworth, Investment Directors at GAM Systematic, to discuss some of the most asked questions about how systematic investing works, some common misconceptions, as well as the role a systematic investment style can play as a constituent of a well-diversified portfolio.
GAM Systematic
The Evolution of ESG Assets – a Systematic Trader’s Perspective
30 May 2022
The vast amounts of capital now being deployed across ESG assets has, in recent years, led to financial innovation in the form of ESG-related equity derivatives. In a new paper, GAM Systematic’s trading team, Shamir Pandya, Wanpin Zhuang and Joe Devine, map the evolutionary journey from launch to present of the three most liquid ESG index futures and assess their current tradability from a systematic perspective.
GAM Systematic
Efficient Portfolio Allocation in a Time of Slowing Growth
18 May 2022
Following a decade of sustained global growth and further rate hikes on the horizon, forward looking yields across both equities and fixed income now appear challenging. Investors are increasingly seeking alternatives that can allow them to diversify their portfolio away from traditional equities or duration risk.
Video
Systematic Core Macro – Dr Chris Longworth and Dr Silvia Stanescu
03 November 2022
Silvia Stanescu and Chris Longworth outline the benefits of systematic macro, including its ability to go short as well as long, allowing it to potentially benefit in a prolonged bear market, as well as to capture opportunities that go beyond growth or duration.
Video
Alternative Risk Premia - Danny Dhingra
03 November 2022
Danny Dhingra summarises the third quarter, characterised by rate hikes and high inflation, and explains how his asset class proved positive and provided good portfolio diversification in a market environment that was challenging for traditional asset classes.
Video
Systematic Core Macro – Dr Chris Longworth and Dr Silvia Stanescu
21 July 2022
Dr Silvia Stanescu and Dr Chris Longworth discuss the continuation of themes from the previous quarter, the benefits of a systematic investment style, including how systematic styles can extract diversification from the markets in which they invest.
Leadership
Our Scientists
Rigorous scientific research
Our investment philosophy and process is based on rigorous scientific research to create systematic strategies that identify and harvest numerous sources of returns. Our strong infrastructure and proprietary technology allow us to run multiple models, creating effective diversification through different asset classes and market regimes. Our systems and data quality enables extremely efficient and high-quality trade execution.
Join us
The Success
Our technology, innovation and team have earned us a fantastic reputation across the industry, and we now have some of the most sophisticated and prestigious investors as clients.
Getting Involved
We have a flat hierarchy, and have a weekly research meeting where we discuss ideas and hear what everyone has been working on. Our collegial structure means that you can be involved across the board and will have a chance to experience all markets and strategies, work with colleagues from different parts of the globe and develop your own skillset.
Your Future
Our approach, and the way we think about things, means that we need people with strong statistical and programming skills. We hire people from a range of scientific disciplines, and they don't need to have previous financial experience.
If you think you'd be a good fit, please have a look at our current vacancies. We look forward to hearing from you.
Contacts
Please visit our Contacts and Locations page.