Strategies

A diverse set of strategies spanning macro and equity, directional and relative value

  • Trend Following

  • Macro & Relative Value

  • Equity Market Neutral

  • Customised Solutions

Trend Following

Systematica BlueTrend Programme

A wide range of systematic liquid multi strategies seeking to provide exposure to different asset classes across global markets, including equity market neutral, macro and trend following.

Systematica Alternative Markets Programme

A global specialized systematic trend following programme focused on markets in which CTAs trade less commonly. These are typically OTC markets or markets where specific routes to liquidity must be used.

Systematica China Markets Programme

A specialised systematic trend following programme focused on Chinese markets with a majority allocation to commodity markets.

Macro & Relative Value

Systematic Macro Relative Value Programme

A global systematic relative value fund operating in macro securities. This strategy monetises yield curve movements, opportunities in the options markets and relative value between major macro markets using macroeconomic data.

Systematic Macro Strategies Programme

A systematic trading programme offering access to diversified non-trend macro strategies across liquid global markets. Strategies covered are diversified implementations of fundamental macro, diversified carry, technical and calendar investment themes across asset classes.

Equity Market Neutral

Systematica Liquid Multi Strategy Programme

A systematic liquid multi strategy trading programme seeking to provide a wide range of strategies, across global markets. Strategies include diversified implementations of equity market neutral and macro.

Systematic Equity Market Neutral Programme

A global systematic equity market neutral strategy that draws upon a wide variety of fundamental and technical inputs, as well as exotic data sources.

Customised Solutions

Customised Solutions

Recognising the increasing sophistication of the institutional client community, Systematica is committed to offering easy routes to customisation. The first route is the Systematica Multi-Fund – an umbrella fund such that, at no extra cost, a client can instantiate a sub-fund. The client’s sub-fund then invests in the fee-free classes of any of Systematica’s fund offerings and bespoke fee terms are agreed at the sub-fund level. Beyond the multi-fund proposition, Systematica has invested in scalable processes and infrastructure to facilitate managed accounts and funds of one.