Tue, May 23, 2017
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. Opalesque Exclusive: Time to invest in robotics? (part 1)[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: The London-based, Swiss-born manager of the RoboCap UCITS Fund, talks to Opalesque about investing

  2. Investing - Hedge funds have been selling big winners this year, Hedge funds are betting $1 billion that Snapchat shares are going to drop, Here are the biggest bets made by top hedge funds in the first quarter[more]

    Hedge funds have been selling big winners this year From CNBC.com: Hedge fund managers' most popular stock to start the year has been a familiar name that is falling short in terms of performance, while the least popular companies all have been crushing the market. Procter & Gamble

  3. Investing - Third Point's Loeb surfs on as hedge fund washout continues, George Soros has added to his losing bets against the stock market, Hedge funds, VCs and the CIA are throwing money at ex-Bridgewater data scientists' startup, Hedge funds shed retail amid fears of "apocalypse"[more]

    Third Point's Loeb surfs on as hedge fund washout continues From Reuters/Nasdaq.com: Billionaire investor Daniel Loeb said on Thursday that he is still making money even as the hedge fund industry struggles. Loeb, who oversees the $16 billion hedge fund firm Third Point LLC, sa

  4. Investing - Tudor Jones backs AI hedge funds, Massive hedge fund trades highlight insider buying: GE, Pentair, Tempur Sealy, Apollo Global and more, Hedge funds big wigs are buying consumer and selling tech, here's the stocks[more]

    Tudor Jones backs AI hedge funds From FT.com: Hedge fund magnate Paul Tudor Jones has invested in a brace of artificial-intelligence powered "quantitative" hedge funds, underscoring the increasing acceptance that the industry will need to turn more to technology and away from traditional

  5. Opalesque Roundtable: Rise of high-frequency trading in Europe a challenge for traditional asset managers[more]

    Komfie Manalo, Opalesque Asia: The rise of high-frequency trading in Europe, dominating over 80% of the market, has become a challenge for traditional asset managers especially when it comes to risk management, said Philippe Malaise, chairman of advisory firm