Wed, Nov 25, 2015
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Systematic Alpha Futures program joins dbSelect managed account platform

Tuesday, October 26, 2010
Opalesque Industry Update - The Systematic Alpha Futures program, managed by the New York-based CTA Systematic Alpha Management (SAM), has been added to Deutsche Bank’s dbSelect managed account platform.

At the same time,, SAM’s assets under management (AUM) have jumped by almost 20% in the past six months, from $530m in April 2010 to $640m at the end of September.

dbSelect is Deutsche Bank’s market-leading platform for accessing liquid hedge fund strategies, such as managed futures (CTAs), currency, global macro, volatility arbitrage and commodities. The platform currently has close to $4bn in assets under management from pension funds, sovereign wealth funds, fund of funds, private banks, insurance companies and others. The Systematic Alpha Futures program began trading live on dbSelect in mid-October.

“We are pleased to see our core market-neutral program being offered on the dbSelect platform, which complements our existing offshore and onshore funds and managed account structures,” said Peter Kambolin, CEO of Systematic Alpha. “The platform will offer investors daily liquidity, the ability to invest in our strategy via a managed account with a low investment minimum, in any currency, and at a customized level of leverage. In addition, the unique structuring capabilities of the platform make our product UCITS III compliant, opening doors to many investors who have been looking to see it in the UCITS format.”

Remy Marino, Director at Deutsche Bank, commented: “We are pleased to welcome Systematic Alpha onto dbSelect and are confident that their CTA strategy will be valued by our customers. We look forward to a significant and long term partnership.”

Systematic Alpha Management is a short-term systematic CTA which uses advanced methods of statistical analysis of high frequency market data to develop its models. The firm currently manages two distinct trading programs: Systematic Alpha Futures, a short term, market neutral, mean reversion based strategy established in 2001, and Systematic Alpha Diversified, a recently launched short term trend-following strategy.

In the past 18 months, SAM’s AUM has grown almost three-fold, from $250m in April 2009 to $640m at present.

Systematic Alpha Management LLC (SAM) is a fully systematic, quantitative CTA. Its investment program aims to generate pure alpha returns by utilising predominantly contrarian trading in a diversified mix of the most liquid global equity and currency markets.

SAM’s objective is to deliver uncorrelated absolute returns while offering superior liquidity terms, flexibility and transparency to its investors.

SAM’s high frequency trading programs are developed by a highly qualified team of theoretical physicists, mathematicians and computer scientists using the latest advances in data collection and analysis, and trading infrastructure.

The New York-based firm manages assets for funds of managed accounts, funds of funds, family offices, private banks and high net worth investors in the Americas, Europe and Asia. SAM is registered as a Commodity Pool Operator (CPO) and a Commodity Trading Advisor (CTA) with the Commodity Futures Trading Commission, and is a member of the National Futures Association (NFA).

The Systematic Alpha Futures Program trades around the clock, six days a week, in 27 markets in three regions – North America, Europe and Asia. The Systematic Alpha Diversified Program trades in over 60 markets, including FX, commodities, fixed income and equities.

Systematic Alpha Management was co-founded and is co-managed by Dr. Alexei Chekhlov, SAM’s Head of Research and Portfolio Manager, and Peter Kambolin, Chief Executive Officer and Chief Operating Officer.

- FG

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Investing - BlackRock targets ETF investors with flexible currency hedging, Nelson Peltz bets on General Electric Company and Mondelez International, Apple plummets to 4th place among hedge holdings, from No. 1, Top Q3 equity purchases and sales of top 50 hedge funds[more]

    BlackRock targets ETF investors with flexible currency hedging From BlackRock Inc., the world’s largest asset manager, is changing course on exchange-traded funds that protect against currency volatility. After stressing the easy switch between hedged and unhedged ET

  2. Chicago-based Achievement A. M. is shutting down hedge fund following losses[more]

    Komfie Manalo, Opalesque Asia for New Managers: Achievement Asset Management, a Chicago-based hedge fund firm, has announced it is closing down its hedge fund operation following losses on energy market bets this ye

  3. Lyxor Hedge Fund Index up 0.1% (+0.4% YTD) as global macro and CTAs outperform[more]

    Komfie Manalo, Opalesque Asia for New Managers: Global macro and CTAs outperformed the hedge fund space and delivered positive returns last week amidst difficult market conditions, with the Lyxor Hedge Fund Index up

  4. BlackRock is shutting down its Global Ascent macro fund[more]

    Komfie Manalo, Opalesque Asia: BlackRock, the world’s largest asset manager, has announced plans to shut down a macro fund, Global Ascent Fund, because of "headwinds facing the industry". The hedge fund, which makes bets on stock, bond and currency markets, will return money to investors. Ac

  5. Opalesque Roundtable: Seeding deal terms can be onerous for hedge funds[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Executives from fund of funds firms, family offices, a placement agent, a private equity firm, and an accounting firm gathered in Connecticut last month for the