Strategies

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

  • Trend Following

  • Relative Value

  • Multi Asset and Long Only

  • Customised Solutions

Trend Following

Systematica BlueTrend Programme

A global systematic trend following strategy that trades in excess of 180 liquid futures and OTC markets covering asset classes including equities, fixed income, foreign exchange, energy, metals and agricultural commodities.

Systematica 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.

Systematica China Markets Programme

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

Relative Value

Systematica 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.

Systematica 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.

Multi Asset and Long Only

Systematica 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.

Customised Solutions

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.