Friday, May 25, 2018

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, 2017

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, 2017

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, 2017

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.

Thursday, December 08, 2016

What can an interesting and surprising experiment with finance students and finance professionals tell us about financial decisions and how to maximise extracting returns from low information content systems?

Friday, November 25, 2016

Computers can now drive cars more safely than humans and beat world champions at games as complex as chess and Go. So can they, and should they, be let loose with investment portfolios? We bring together two experts to discuss the potential and the limits of machine learning. (Source: Asset TV)

Wednesday, February 03, 2016

Investors and managers are concerned with “fat tails”. In the second part of this post, we look at kurtosis in more detail.

Wednesday, November 11, 2015

Investors and managers are concerned with "fat tails". In part one of a two part article we look at where fat tails come from and how they can be managed.

Wednesday, August 26, 2015

Backtesting is at the heart of systematic investment. Done correctly, and it can recreate reality closely enough to identify systematic patterns which are likely to persist in the future. Patterns discovered by a robust backtest can be exploited to generate returns. But there are many subtle pitfalls to be avoided, and this is where the best researchers earn their salt.

Thursday, May 21, 2015

Investors in general are sceptical of systematic trading. Why could this be? Long term performance seems to indicate that the performance of models is at least as good as that of humans. So why the scepticsm?

Saturday, April 25, 2015

Dr Matthew Killeya dispels a few of the myths surrounding systematic investment.

Wednesday, February 25, 2015

For all investors there has always been a strong desire to “pick winners” or beat the market. In the presence of randomness this can be extremely challenging.