Since 2009 Systematic Strategies has been developing and managing algorithmic trading strategies that offer outstanding returns, low levels of market risk and correlation, together with exceptional liquidity and transparency.

Our strategies invest in assets that can readily be liquidated to cash on a daily basis.

Our firm operates a managed account platform offering investors the assurance of 100% transparency and full operational control, together with end of day transaction and P&L reporting.

The management team comprises seasoned professionals with many years of experience as quantitative analysts, traders and fund managers at leading hedge funds and investment banking institutions.

For more information about the firm and our investment strategies, please contact us.

Our investment approach makes use of a broad arsenal of mathematical, statistical, econometric and behavioral finance techniques to model key characteristics of assets processes in a high frequency context, where latency, market impact and market micro-structure effects often play a significant role.
We apply frameworks from market microstructure theory, machine learning and econometric modeling to construct intra-day and high frequency strategies to trade the firm’s proprietary capital.   Our quantitative trading strategies are designed to deliver high absolute returns and uncorrelated alpha.
Our high frequency equity strategy models the arrival and dissemination of news amongest securities in the investment universe and constructs market neutral portfolios that are designed to capture short term alpha signals.   The fund is currently closed to external investors.
Our volatility strategy applies mathematical models to quantify the relative value of ETF products and create a positive-alpha long/short volatility portfolio.

The strategy is designed to perform robustly during extreme market conditions, by utilizing the positive convexity of the underlying ETF assets.

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