Gam_ acquisition of cantab completed, new quantitative strategies launching under gam systematic name – yahoo finance var market risk
GAM has completed the acquisition of Cantab Capital Partners LLP (“Cantab”), which was first announced on 29 June 2016. Managing the risks of organizational accidents Cantab, an industry-leading, multi-strategy systematic manager based in Cambridge, UK, manages USD 4.1 billion in assets for institutional clients worldwide (as at 1 October 2016).
The acquisition is expected to be accretive to GAM`s underlying earnings per share in the first full year of ownership. Market risk management in banks ppt It will expand and diversify GAM`s active investment capabilities into systematic investing – a segment with growing investor demand, where returns show low correlation to traditional asset classes.
Systematic strategies use complex computer algorithms to make investment decisions and manage risk based on a wide
range of information including technical and trading analytics, as well as fundamental and macroeconomic data.
Cantab, founded in 2006 by Dr Ewan Kirk, employs 55 people, all of whom will continue to work out of Cambridge post the transaction close. Global solutions The firm`s investment philosophy and processes will remain intact and be driven by Cantab`s investment team. Definition of stock market Cantab is renowned for its rigorous scientific research and multi-strategy approach to systematic investment. Market risk reporting The firm`s state-of-the-art infrastructure and proprietary technology allow Cantab to run a suite of models across more than 150 macro markets and a universe of over 2,500 equities. Risk in stock market The strength of the firm`s systems and data analytics is bolstered by best-of-breed trading and execution systems.
Cantab`s technology and its team of over 30 scientists, led by Dr Ewan Kirk, form the cornerstone of GAM Systematic. Var market risk This new investment platform is co-headed by Adam Glinsman, CEO of Cantab, and Anthony Lawler, Head of Portfolio Management at GAM`s Alternative Investments Solutions (AIS) group.
GAM Systematic is dedicated to developing and running quantitative products and solutions across liquid alternatives and long-only strategies, in multiple asset classes from futures and forwards, to equities, debt and credit.
Two new UCITS funds are to be launched and will be based on Cantab`s proven methodology and tested investment strategies. Market risk in banks ppt Subject to regulatory approval, these new funds will offer daily liquidity and be available under the GAM Systematic name. Hotel risk management jobs Both funds will be designed to deliver attractive risk-adjusted returns as well as offering diversification to equity and bond investments over the cycle. Market risk analyst jobs south africa The new funds will also be structured to be cost-effective.
The systematic global equity market neutral strategy will contain Cantab`s established equity-focused models, which have delivered a successful return track record as part of Cantab`s flagship Quantitative Fund launched in 2007. Equity risk premium calculator It will invest in liquid equities globally using Cantab`s proprietary research and trading systems, without taking equity market beta. Managing market risk Over a three-year cycle, the strategy will aim to deliver attractive returns with annual volatility of 6-8%.
The systematic diversified macro strategy will be a multi-strategy, multi-asset product based on Cantab`s established Core Macro fund, which launched in 2013. Market risk ppt It will seek to generate returns uncorrelated to traditional asset classes by identifying persistent and recurring sources of return across over 100 markets in currencies, fixed income, equity indices and commodities. What is the market risk premium Over the cycle, it is expected to deliver attractive returns with negligible correlation to traditional markets and annualised volatility of 10-12%.
In addition to the existing Cantab fund range, the GAM Systematic platform will also include GAM`s existing Alternative Risk Premia strategy, managed by Dr Lars Jaeger, one of the pioneers in the field of alternative beta.
GAM Systematic will serve as the Group`s innovation hub for the development of new technologies and approaches in systematic strategies. Risk of stock market The GAM Systematic range will, over time, encompass products that apply systematic investing to alternative as well as long-only investment strategies.
GAM is one of the world`s leading independent, pure-play asset managers. Weather risk management jobs The company provides active investment solutions and products for institutions, financial intermediaries and private investors under two brands: GAM and Julius Baer Funds. Market risk policy The core investment business is complemented by private labelling services, which include management company and other support services to third-party asset managers. Market risk management in banks pdf GAM employs over 1,000 people in 11 countries with investment centres in London, Zurich, Hong Kong, New York, Milan and Lugano. Market risk analysis pdf The investment managers are supported by an extensive global distribution network.
Headquartered in Zurich, GAM is listed on the SIX Swiss Exchange and is a component of the Swiss Market Index Mid (SMIM) with the symbol `GAM`. Australia market risk premium 2015 The Group has assets under management of CHF 113.5 billion (USD 116.5 billion) as at 30 June 2016.
Cantab Capital Partners LLP is a multi-billion dollar asset manager based in Cambridge, UK. Market risk pdf The firm employs a rigorous, systematic, multi-strategy, multi-asset approach, often referred to as systematic macro. Market risk management policy Cantab manages assets for some of the most sophisticated institutional investors worldwide including large pension funds, sovereign wealth funds, endowments and foundations.
Cantab was founded in 2006 by Dr Ewan Kirk. What is market risk premium Cantab manages two programmes, the CCP Quantitative Fund and the CCP Core Macro Fund. What does a market risk analyst do The cornerstone of Cantab`s investment philosophy is the marriage of science with cutting-edge technology, high levels of transparency and robust risk systems.
The majority of Cantab`s team are dedicated to investment and technology research and combine a diverse skill set. Current market risk premium s&p 500 Most come from academic backgrounds having excelled at statistics, mathematics, physics, computer science or other quantitative disciplines, with the common denominators being academic excellence and collegial spirit.
In 2015, Cantab provided a £5 million philanthropic donation to support the establishment of the Cantab Capital Institute for the Mathematics of Information, which sits within the University of Cambridge`s renowned Faculty of Mathematics. Australian market risk premium The new institute draws on fundamental techniques from mathematical sciences to tackle the challenge of deciphering meaning in the reams of data which surround us.
This press release by GAM Holding AG (`the Company`) includes forward-looking statements that reflect the Company`s intentions, beliefs or current expectations and projections about the Company`s future results of operations, financial condition, liquidity, performance, prospects, strategies, opportunities and the industry in which it operates. Market risk premium Forward-looking statements involve all matters that are not historical facts. How to reduce market risk The Company has tried to identify those forward-looking statements by using words such as `may`, `will`, `would`, `should`, `expect`, `intend`, `estimate`, `anticipate`, `project`, `believe`, `seek`, `plan`, `predict`, `continue` and similar expressions. What is current market risk premium Such statements are made on the basis of assumptions and expectations which, although the Company believes them to be reasonable at this time, may prove to be erroneous.
These forward-looking statements are subject to risks, uncertainties, assumptions and other factors that could cause the Company`s actual results of operations, financial condition, liquidity, performance, prospects or opportunities, as well as those of the markets it serves or intends to serve, to differ materially from those expressed in, or suggested by, these forward-looking statements. Market risk management pdf Important factors that could cause those differences include, but are not limited to: changing business or other market conditions, legislative, fiscal and regulatory developments, general economic conditions, and the Company`s ability to respond to trends in the financial services industry. Market risk premium 2016 Additional factors could cause actual results, performance or achievements to differ materially. Risk of stock market crash The Company expressly disclaims any obligation or undertaking to release any update of, or revisions to, any forward-looking statements in this press release and any change in the Company`s expectations or any change in events, conditions or circumstances on which these forward-looking statements are based, except as required by applicable law or regulation.
This is not an invitation to invest in any product or strategy. Market risk premium today Investments should only be made after a thorough reading of the current prospectus, offering memorandum, the Key Investor Information Document “KIID”, the articles of association and the current annual and semi-annual reports, as applicable (the “legal documents”), as well as after consulting an independent finance and tax specialist.
This material/presentation may mention sub-funds of GAM Star Fund p.l.c., registered office at George`s Court, 54-62 Townsend Street, Dublin 2, Ireland, an umbrella investment company with variable capital and segregated liability between the sub-funds, incorporated under the laws of Ireland and authorised by the Central Bank of Ireland (CBI) as a UCITS Fund in accordance with the Directive 2009/65/EC. Market risk example Management Company is GAM Fund Management Limited, George`s Court, 54-62 Townsend Street, Dublin 2, Ireland. Credit risk market risk The legal documents in respect of GAM Star Fund p.l.c. What is market risk can be obtained in hard copy and free of charge from the addresses indicated above. Emerging market risk English Press Release
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