- Our Company
- Our Capabilities
-
Our Thinking
Articles
- Emerging market hard currency debt: An attractive entry point with potential opportunity for alpha
- The elephant in the room: China from an emerging markets investor’s perspective
- UK GDP shrinks as cost-of-living crisis hits
- The Disruptive Strategist - The Perfect (Storage) Storm
- US inflation still runs hot
- How inflation might just go away
- The Disruptive Strategist - Semiconductor shortage: is equilibrium in sight?
- Bank of England hikes rates for the fourth meeting in a row
- The Federal Reserve hikes rates by 50 bps for the first time in more than 20 years
- Japanese equities: Overlooked and underloved
- News & Media
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
Crowding and changing dynamics in commodity markets
21 April 2022
In the last decade, the commodity futures market has assumed increased dominance in the finance industry. GAM Investments’ Dr Daniele Lamponi and Dr Lars Jaeger explore how alternative risk premia algorithms can adapt to the financialisation of commodity markets.
GAM Systematic
Titanomachia aka the battle of momentum models: In the end it’s all about exposures
29 October 2020
GAM Systematic’s Dr Daniele Lamponi says experience and attention to detail in understanding risk and performance drivers are crucial in harvesting alternative risk premia, and models must adapt to changing market conditions.
Video
Systematic Alternative Risk Premia - Paolo Scripelliti
27 April 2021
Paolo Scripelliti outlines two broad developments across the investment landscape, some of the more nuanced themes which have worked in the alternative risk premia (ARP) space and a likely focus on opportunistic risk taking for the next quarter given equity markets may be range bound.
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
For your local contacts, please Select your Country, or visit our Contacts and Locations page.