10 December 2019FUND MANAGER PORTRAIT: DR LINDA GRUENDKEN
Linda is the senior scientist for GAM Systematic’s Dynamic Credit proposition. In recent years, she and the rest of the GAM Systematic Cantab team have been researching ways to systematically harness sustainable fixed-income and credit returns in the quest to develop a strategy capable of weathering adverse credit market conditions, while capturing the upside in more favourable trading climates.
18 September 2019Complication And Complexity: Need they be feared?
How can you distinguish complicated from complex systems? GAM Systematic’s Dr Ewan Kirk explains why investors should not fear systems that are complicated, but should have justifiable concerns about systems that are complex.
10 April 2019GAM Talks: Systematic Investing
GAM Systematic’s Anthony Lawler discusses the current market environment for systematic investing, outlining any risks as well as how markets are being navigated at present.
5 February 2019The case for dynamic fixed income exposure
The concept of alternative and systematic approaches to equity investment is a richly mined area of research that has been explored for decades, but it has yet to receive the same level of focus and innovation in the fixed income universe. For more than a decade, GAM Systematic’s credit team have been exploring the opportunities to develop a rules-based approach, which aims to benefit in both bullish and bearish credit environments.
11 January 20192018: An anomaly rather than the new normal
2018 has been a challenging year for systematic strategies as the underlying environment was plagued by a series of headwinds. GAM Systematic Cantab’s Ewan Kirk reflects on the year and considers what steps, if any, should be taken when investment conditions go awry.
05 October 2018Weekly Manager Views
Please find below the notes from GAM Investments’ Weekly Investment Meeting held on 3 October 2018 – this week’s speaker was Hasan Amjad, who described the growing importance of artificial intelligence and machine learning in systematic trading.
Friday, May 25, 2018Weekly Manager Views
Please find below the notes from GAM’s Weekly Investment Meeting on 23 May 2018 – this week’s speaker was Camilla Schelpe, commentating on the development of an options-based risk management approach
Thursday, August 31, 2017Trend Is Not Your Only Friend
Simple rules on macro assets can create very attractive returns. We present a simple Trend system and a simple Carry system in which the combination of the two return streams appears very attractive.
Thursday, August 31, 2017Trend and Value - A Dynamic Duo
Our belief has been and continues to be that Trend and Value are complementary strategies and, in the long run, are stronger than the sum of their parts when managed as an integrated product.
Tuesday, May 23, 2017Comma Separated Vexation
As featured in HFM Technology, Tom Howat, Tom Howat, Chief Technology Officer at GAM Systematic I Cantab, discusses the need for greater standardisation when communicating trades.
8 October 2019Are we experiencing a Sputnik moment in information technology?
The development of quantum computers could spark the technological revolution of the 21st century. GAM Systematic’s Dr Lars Jaeger explains why this is such a symbolic milestone, and considers their amazing problem-solving potential.
4 July 2019Beyond the rear-view mirror
In recent years, market behaviour has often deviated from historic norms. GAM Systematic’s Dr Daniele Lamponi outlines why it is important for quantitative investment professionals to continuously monitor and review their investment models to adapt them to changing market conditions. To illustrate this point, he considers the case of trend models in the bond market.
7 February 2019Alternative Risk Premia in 2019 – Quo vadis?*
GAM Systematic’s Paolo Scripelliti and Lars Jaeger assess the performance of the heterogeneous ARP universe in the context of a challenging 2018, outline their reasons for holding an optimistic view on future outcomes and elaborate on the value of ARP strategies in a portfolio context.
2 August 2018Priced for Perfection
GAM Systematic’s Anthony Lawler explains how investors can seek to diversify their portfolios at a time when valuations in both equity and bond markets are beginning to look stretched.
23 January 2018Seeking (alternative) beta through a robust investment process
Two of the most attributes attributes of alternative risk premia strategies are their transparency and the purity of the underlying algorithms. But GAM Investments’ Paolo Scripelliti explains that there is an important distinction between simplicity and naievety.
4 January 2018Beyond The First Bitcoin Crash
What will be the lasting impact of crypto currencies and blockchain technology?
Thursday, October 19, 2017Risk Factor: Beyond the Linear Approach
For many investors with traditional long-only equity and bond portfolios, the era following the Global Financial Crisis (GFC) has proved a very lucrative one. Risk assets, such as equities and bonds, have been driven relentlessly higher, largely by central bank liquidity. This has been an indiscriminate rally, or 'a rising tide that has lifted all boats'. As a result, equity and bond markets per se look expensive.