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New Managers February 2018

PROFILES: Systematic Investment Management AG, M17 Capital Management


Systematic Investment Management AG launches quant fund

Zurich-based Systematic Investment Management AG (SIMAG) is launching as an independent joint venture between Credit Suisse Asset Management and a spin-off company of ETH Zurich. ETH Zurich is one of Switzerland's top science, technology, engineering and mathematics universities. The firm will operate a quantitative hedge fund that builds on ETH Zurich's continuous technology R&D

Our mission is to push the envelope at the intersection of finance, mass psychology, and physics with new investment approaches," says Dietmar Peetz, a partner at SIMAG, in an interview with Opalesque New Managers. "Our aim is to make complexity science investable

SIMAG is led by Pascal Schneider who is also head of business management for Credit Suisse Asset Management in Switzerland and EMEA. Peetz and Daniel Schmitt will lead the portfolio management team. Peetz joined SIMAG in January of this year after having worked as head of systematic return at Credit Suisse. Schmitt was also part of the quantitative investment team at Credit Suisse, where he was a portfolio manager and researcher. Qunzhi Zhang, is senior researcher. He started as senior researcher at ETH Zurich, focused on predicting extreme events in financial market

The strategy looks for untapped sources of return in equity markets using a quantitative approach. "We systematically apply the latest scientific research from the fields of mass psychology, physics, and behavioral finance to detect investment opportunities caused by inefficiencies and instabilities in financial markets," Peetz explains.

The fund uses a research methodology developed b......................

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This article was published in Opalesque's New Managers a top-down monthly analysis, news and research publication on the global emerging manager space.
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