The Investment Programmes
Cantab'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
Cantab'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.”
The programmes are implemented via different clusters of strategies that capture several distinct sources of returns. Individual trades and portfolio construction are determined using highly sophisticated proprietary algorithms and risk management tools. A range of volatility levels and liquidity terms are available.
Cantab manages the CCP Quantitative Programme, the CCP Core Macro Programme and the GAM Systematic Discovery Fund. Please contact us for further information. Following the acquisition by GAM in October 2016, two new UCITS funds were launched based on Cantab's proven methodology and tested investment strategies. For further information, please see below or visit the GAM Systematic website.
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 Cantab’s team of scientists for over ten years.
Volatility target is 20% (for the flagship share class, Aristarchus). The Fund offers monthly liquidity.
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The programme utilises the investment research, trading signals, risk management processes and execution infrastructure developed and tested by the original CCP Quantitative programme since inception.
The CCP Core Macro Programme 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 10-12%.
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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 the original CCP Quantitative Fund for a number of years. The GAM Systematic Discovery Fund has a volatility target of 8-12%.
Cantab manages the CCP Quantitative Programme, the CCP Core Macro Programme and the GAM Systematic Discovery Fund. Please contact us for further information. Following the acquisition by GAM in October 2016, two new UCITS funds were launched based on Cantab's proven methodology and tested investment strategies. For further information, please see below or visit the GAM Systematic website.
CCP Quantitative Programme
The CCP Quantitative Programme 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 Cantab’s team of scientists for over ten years.
Volatility target is 20% (for the flagship share class, Aristarchus). The Fund offers monthly liquidity.
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CCP Core Macro Programme
The CCP Core Macro Programme was launched in January 2013.The programme utilises the investment research, trading signals, risk management processes and execution infrastructure developed and tested by the original CCP Quantitative programme since inception.
The CCP Core Macro Programme 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 10-12%.
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GAM Systematic Discovery Fund
The 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 the original CCP Quantitative Fund for a number of years. The GAM Systematic Discovery Fund has a volatility target of 8-12%.
Core Macro (UCITS)
The systematic core macro strategy is a multi-strategy, multi-asset UCITS product based on Cantab’s established Core Macro Fund, which launched in 2013. It seeks to generate returns uncorrelated to traditional asset classes by identifying persistent and recurring sources of return across over 100 markets in currencies, fixed income, equity indices and commodities. Over the cycle, it is expected to deliver attractive returns with negligible correlation to traditional markets. Volatility target is 10-12%.Equity Market Neutral (UCITS)
The systematic global equity market neutral UCITS product contains Cantab’s established equity-focused models, which have delivered a successful return track record as part of Cantab’s flagship Quantitative Fund. It uses Cantab’s proprietary research and trading systems to invest in liquid equities globally, without taking equity market beta. Over a three year cycle, the strategy aims to deliver attractive returns with an annual volatility target of 6-8%.