The Investment Programmes
GAM Systematic Cambridge's fully systematic investment programmes seek to deliver attractive risk-adjusted returns that have low correlation to traditional assets as well as to other hedge funds.
The Investment Programmes
GAM Systematic Cambridge's fully systematic investment programmes seek to deliver attractive risk adjusted returns that have low correlation to traditional assets as well as to other hedge funds.
“It is often forgotten that the basis of the scientific method is scepticism. When we have a new model or a new trading system, we are asking what’s wrong with it but we also live and die by the technology that we have. There is a focus on making what is already a great system better and better and better.”
GAM Systematic Cambridge manages a number of single and multi- asset investment programmes: GAM Systematic Multi Strategy, GAM Systematic Core Macro, GAM Systematic Discovery Fund, GAM Systematic Dynamic Credit, GAM Systematic Global Equities, and GAM Systematic Japan Equities.
Please contact us for further information.
GAM Systematic Multi Strategy
GAM Systematic Multi Strategy was launched in March 2007. The programme is a systematic (computer-based) multi-strategy investment system built upon diverse investment research, risk management processes and trading and execution infrastructure developed and tested by GAM Systematic Cambridge’s team of scientists for over ten years. Volatility target is 10% for the representative Babbage share class. Other volatility targets are available. The Fund offers monthly liquidity.
GAM Systematic Core MacroGAM Systematic Core Macro was launched in January 2013. The programme utilises the investment research, trading signals, risk management processes and execution infrastructure developed and enhanced in the GAM Systematic Multi Strategy programme since inception.
GAM Systematic Core Macro is designed to give investors access to a diversified stream of macro-style returns at a fraction of standard industry fees as well as offer daily liquidity. Volatility target is 12%. Lower volatility share classes are available. The Fund offers daily liquidity.
GAM Systematic DiscoveryThe GAM Systematic Discovery Fund launched in October 2017. The Fund seeks to harvest returns from a range of assets beyond the traditional systematic investment universe.
The programme trades over 200 global markets across six key asset groups: Exotic Futures; Credit; Alternative ETFs; Interest Rate Swaps; Options; and Spreads. Position sizes are determined by GAM Systematic’s highly sophisticated proprietary portfolio construction techniques and are optimised to manage the liquidity and trading costs associated with these markets.
We have been researching and implementing these components inside GAM Systematic Multi Strategy for a number of years. The GAM Systematic Discovery Fund has a volatility target of 8-12% and offers monthly liquidity.
GAM Systematic Dynamic Credit