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GAM Systematic

About Systematic

GAM Systematic is a rules-based quantitative investment manager.

We apply innovative scientific techniques to invest systematically across asset classes and investment styles within our Core Macro and Alternative Risk Premia capabilities.

Potential source of uncorrelated returns with unwavering risk management

Systematic rules-based investing, when implemented in a robust environment, can be a source of diversification across asset classes and investment styles. It offers investment style diversification away from fundamentals-focused discretionary approaches as well as away from passive approaches. Systematic approaches typically do not rely solely on fundamental (e.g. growth-focused) data but also consider technical price data and newer alternative data sets such as news, weather and shipping information. This diversification of input data can help systematic approaches deliver performance even when fundamentals (e.g. economic growth rates) are challenged or are not driving asset prices. Risk management in systematic funds is not left to the discretion of the trader or analyst, but rather is coded as unwavering exposure management rules. This helps systematic investing have a well-defined and contained risk profile.

Source: GAM, as at 30 September 2021

Investment Strategies and Solutions

Our investment strategies are fully systematic, with dedicated teams in Cambridge, London and Zurich. Our highly experienced investment teams conduct rigorous scientific research to create strategies that identify and harvest multiple sources of returns uncorrelated to traditional asset classes. asset classes and investment styles.

GAM Systematic Core Macro is a diversified global macro fund investing in liquid instruments across asset classes with the objective of delivering returns not correlated to equities and bonds in the long term, and with the potential to perform positively in a sustained bear market. By combining multiple strategies grouped around two return sources - Trend and Value/Carry - the portfolio aims to capture uncorrelated alpha, to deliver attractive, risk-adjusted returns. GAM Systematic Alternative Risk Premia seeks to systematically harvest alternative risk premia returns across markets. The strategy is managed by a team who were pioneers in the ARP space and aims to deliver consistent returns, with low correlation to equities and bonds and a focus on capital preservation.

A range of volatility targets and liquidity terms are available. For larger mandates, customised managed accounts are available.

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.


Customised Solutions

GAM Systematic’s sophisticated and flexible technological platform allows us to develop and manage customised solutions for all of our strategies. Our solutions are tailored to each client to fit within their specific investment strategy whilst meeting their investment objectives and constraints at the same time. 

Cambridge Connection

We are located in Cambridge, the UK's 'Silicon Fen'.

Along with its world-class university, Cambridge is a global innovation and technology hub, giving us access to some of the brightest minds in the world.  The majority of the team come from academic backgrounds such as engineering, astrophysics, statistics, computer science and other quantitative disciplines, many of whom studied at Cambridge.

Our close links to, and constant dialogue with, Cambridge academia help us apply cutting-edge academic theories to financial markets.

This relationship was established by the founding partners of Cantab Capital Partners LLP, which was named GAM Systematic Cambridge following its acquisition by GAM Investments. 

Cantab capital institute for the mathematics of information

Prior to its acquisition by GAM Investments in 2016, the founding partners at Cantab made a philanthropic donation to the University of Cambridge. The University in turn used the money to establish the Cantab Capital Institute for the Mathematics of Information. The Institute sits within Cambridge University’s Faculty of Mathematics and aims to galvanise and accelerate progress in data science and its applications. Bringing together some of the world’s leading researchers in various disciplines, the Institute draws on fundamental techniques from mathematical sciences to tackle head on the challenge of deciphering meaning in the reams of data which surround us thus aiding students in progressing their skills of data analytics.

Further information about the Institute is available here: www.ccimi.maths.cam.ac.uk

Insights and Thought Leadership

L'Alpha e il Beta

1 min di lettura

Lalpha e il Beta: The Times They Are a-Changin'
18 ottobre 2021

The Times They Are a-Changin'

La Musa Dei Mercati

1 min di lettura

La Musa Dei Mercati: Il denaro non dorme mai
15 ottobre 2021

Il denaro non dorme mai

I Soldi in Testa

1 min di lettura

I Soldi in Testa: Lezione N˚425
14 ottobre 2021

Mondi nuovi e ritorno al passato: la consulenza comportamentale nel dopo-pandemia

Video

3:23 secondi

Systematic Alternative Risk Premia - Daniele Lamponi
18 ottobre 2021

Daniele Lamponi sottolinea l'importanza del futuro trend dei tassi di interesse per gli investitori e ritiene che i portafogli beta tradizionali potrebbero essere messi in discussione nel prossimo trimestre.

Video

3:45 secondi

Systematic Core Macro - Dr Chris Longworth and Dr Silvia Stanescu
18 October 2021

Chris Longworth e Silvia Stanescu discutono gli eventi che hanno mosso i mercati nel terzo trimestre, la loro view sulle principali classi di attività e la tendenza rialzista del dollaro USA.

Video

4:33 secondi

Systematic Alternative Risk Premia - Danny Dhingra
20 luglio 2021

Danny Dhingra commenta i temi chiave per gli Alternative Risk Premia (ARP) nel 2° trimestre e spiega perché ritiene che le prospettive rimangano favorevoli.

Video

3:35 secondi

Systematic Core Macro - Dr Chris Longworth
16 luglio 2021

Chris Longworth evidenzia alcuni forti rally durante il Q2, la reazione dei modelli sistematici ai dati di mercato e il potere della diversificazione nel posizionamento.

Video

3:32 secondi

Systematic Alternative Risk Premia - Paolo Scripelliti
27 April 2021

Paolo Scripelliti individua due importanti tendenze nell’attuale scenario di mercato, esamina alcuni dei temi specifici che hanno funzionato per gli alternative risk premia (ARP) e indaga sul rischio opportunistico nel prossimo trimestre, considerato che i mercati azionari resteranno probabilmente in una fase “laterale”.

Video

4:31 secondi

Systematic Core Macro - Silvia Stanescu
27 April 2021

Silvia Stanescu esamina il rally dei mercati azionari e delle materie prime nel 1° trimestre, un buon periodo per gli stili trend e value, con una costante rotazione verso le posizioni risk-on.

Leadership

Anthony Lawler
Head of GAM Systematic
Biografia
Dr Lars Jaeger
Head of Alternative Risk Premia
Biografia
Dott. Chris Longworth
Investment Director, GAM Systematic Cambridge
Biografia
Paolo Scripelliti
Investment Director, GAM Systematic Alternative Risk Premia
Biografia
Dr Silvia Stanescu
Investment Director, GAM Systematic Cambridge
Biografia

Our Scientists

GAM Systematic is made up of two distinct, but connected, teams: GAM Systematic Cambridge and the Alternative Risk Premia team.

 

GAM Systematic Cambridge

At any one time approximately half the GAM Systematic Cambridge team are engaged in research and development, with a view to further enhancing the strategies. When recruiting the team deliberately focuses on attracting top scientists, rather than predominantly investment managers. This results in diversity of thought and a broad range of experience from various fields and disciplines. This enables GAM Systematic Cambridge to think differently and ultimately to build portfolios for clients which are differentiated from and which have limited correlation to major systematic indices as well as to major competitors in this space. The team has a diverse skill set, with the common denominator being academic excellence and collegial team spirit.

 

GAM Systematic Alternative Risk Premia team

The Alternative Risk Premia team is entirely focused on strategy research and portfolio development. The background of the different team members is highly quantitative, ranging from theoretical physics to mathematics, computer science and neuroscience. This strong quantitative orientation, together with many years of trading experience in global capital markets enables the team to evaluate, build and optimally execute a broad range of risk premium strategies. In the spirit of the wider GAM Systematic environment, the team loves and lives the rigour of academic excellence.

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.
Dr. Daniele Lamponi
gestore degli investimenti, GAM Systematic Alternative Risk Premia
Biografia
Farida Mustafazade
Scientist, GAM Systematic Cambridge
Biografia
Danny Dhingra
Senior Investment Analyst, GAM Systematic Alternative Risk Premia
Biografia

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

Per contattare il team locale di riferimento, seleziona il tuo Paese di domicilio o visita la sezione Contatti e Sedi.

DISCLAIMER

  • Authorised & regulated by the Financial Conduct Authority. Registered with the Commodity Futures Trading Commission, the Securities and Exchange Commission, and a member of the National Futures Association in the USA
  • GAM Systematic LLP registered address: City House, 126-130 Hills Road, Cambridge, CB2 1RE
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