Strategies

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

  • Multi-Strategy

  • Alpha Strategies

  • Scalable Alternatives

Multi-Strategy

Synergy Programme

Multi-strategy fund with allocation to both styles of relative value – equity market neutral and macro relative value – and to both styles of trend-following – futures and alternative markets. Synergy represents an optimised blend of the underlying strategies present in Systematica’s Alpha Strategies.

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.

Alpha Strategies

Systematic Trend Following Programme

A global systematic trend following strategy that trades in excess of 175 liquid futures and OTC markets covering asset classes including equities, fixed income, foreign exchange, energy, metals and agricultural commodities.

Systematic 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.

Systematic China Markets Programme

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

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.

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.

Scalable Alternatives

Systematic Alternative Risk Premia Programme

A global systematic strategy offering diversified access to alternative risk premia. Scalable offering and therefore priced at a management fee only.

Systematic Traditional Asset Risk Premia Programme

A global systematic risk balanced long-only multi-asset portfolio trading over 80 markets including Commodities, Credit, Equites and Fixed Income.

Systematic China Vision Programme

A systematic long biased China equity portfolio actively managing and trading the 1,600 most liquid stocks of the A-shares universe, and operating with an ESG mandate. Active management is achieved through a combination of alpha sources and ESG scores, adapted to the local data suppliers and market characteristics.