GAM Systematic Diversified Macro Ucits fund will invest in over 100 global markets across all major asset classes, including currencies, fixed income and equity indices.
It is billed as a liquid, diversified portfolio with low correlation to traditional asset classes.
The fund is managed by the Cantab investment team, a multi-strategy boutique acquired by GAM last summer.
This sits within GAM Systematic, a platform focused on quantitative investing across long-only and alternative strategies.
The managers will combine multiple investment strategies grouped around two uncorrelated return sources: relative value positioning in value and carry, and directional positioning in trend.
According to GAM, the strategy combines “proprietary state-of-the-art infrastructure, machine learning and big data techniques” which will “allow for the generation of highly diversified returns by capturing persistent signals across a variety of asset classes”.
This is GAM’s third Systematic Ucits fund, alongside Systematic Global Equity Market Neutral, launched in November, and its Alternative Risk Premia vehicle.
Adam Glinsman, co-head of GAM Systematic, said: “Our Diversified Macro strategy combines a fully-integrated approach to risk management with innovative machine learning and big data techniques, under a liquid, cost-effective framework.
“These attributes make it a compelling diversifier to any portfolio.”
