Systematica was founded by Leda Braga on 1 January 2015 as a spin-off from a division of BlueCrest Capital Management Limited. It employs 99 people and has offices in 5 locations: Geneva, London, New York, Singapore and Jersey. Systematica is an innovative technology-driven firm focused on a quantitative and systematic approach to investing. The investment philosophy is based upon a disciplined research process, technological innovation and operational excellence. Systematica manages $8.5bn, AuM as at the end of December 2019, for a diverse investor base across the globe, on the following hedge fund programmes:
Systematica BlueMatrix– an equity market neutral programme targeting pure alpha and trading liquid, single-name stocks.
Systematic Trend Following Programme - a trend-follower enhanced by diversifying strategies that trades mostly futures at higher speed for defensiveness.
Alternative Markets Trend Following Programme – a trend-follower that trades difficult-to-access markets (e.g. OTC, EM, Credit Indices etc.).
Alternative Risk Premia Programme – a systematic trading programme providing high quality implementation of well documented alternative risk premia strategies across global markets. Strategies covered are diversified implementations of Value, Momentum, Carry, and Defensive investment themes across asset classes.
Systematic Macro Relative Value Programme – a macro relative value strategy taking a more refined approach to macro trading, where macro themes are exploited largely through relative value and trading mostly OTC markets.
Multi-Strategy Programme – a diversified systematic multi-strategy product that allocates to each of Systematica’s alpha strategies (systematic equity market neutral, systematic trend following, alternative markets and systematic macro relative value programmes).
Systematica also offers bespoke solutions through managed accounts, funds of one, sub funds and/or sub-series of either a Cayman or Delaware umbrella fund or limited partnership respectively, which invest in tailored mixes of the Systematica strategies listed above.