Wed, Jul 29, 2015
A A A
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.

ABOUT SYSTEMATIC ALPHA MANAGEMENT
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. Bridgewater turns bearish on China[more]

    Komfie Manalo, Opalesque Asia: The world’s biggest hedge fund Bridgewater Associates and one of the most vocal of China’s potential is now turning its back against the world’s second largest economy as it joins a growing list of high-profile investors who are challenging China’s potentials.

  2. Launches - Ex-Brevan Howard star Rokos builds team for new fund, Former Och-Ziff manager’s firm starts health care hedge fund, Industry veterans launch commodity investment firm Aron Capital Management, Nikko Asset Management launches two UCITS funds, Capital Group plans to debut Asian investor targeted fund[more]

    Ex-Brevan Howard star Rokos builds team for new fund From WSJ.com: Chris Rokos, a former star trader at Brevan Howard Asset Management LLP, has hired an economist from Nomura to join the team he’s assembling for his much anticipated hedge fund launch. Mr. Rokos, whose firm is due to b

  3. Institutions - Pension fund dismisses Texas consultant, Rhode Island pension fund gets 2.2% investment return, far below assumed rate of 7.5%, New Jersey pension investments see a drop-off in returns[more]

    Pension fund dismisses Texas consultant From Sandiegouniontribute.com: The county retirement board on Thursday terminated the Texas consultant who was given the reins of the $10 billion pension fund, and whose investment picks left many employees and retirees feeling taken for a ride.

  4. SWFs - Sovereign wealth funds paid around $14 billion in fees[more]

    From SWFinstitute.org: When it comes to the financial sector, asset management is one of the most profitable industries in the world. The Boston Consulting Group put out a 2014 figure saying there is US$ 74 trillion worth of professionally-managed assets. One of the fastest growing institutional inv

  5. Investing - Carlyle teams with TCW in push for ordinary investors[more]

    From Bloomberg.com: Carlyle Group LP isn’t backing down from its goal of offering alternative strategies to the masses, despite early setbacks. The Washington-based firm is teaming up with TCW Group, which is majority owned by Carlyle funds, to offer three vehicles that give ordinary investors acces

 

banner