Bringing you live news and features since 2013
Bringing you news, views and analysis since 2013
Wadhwani Sushil Wadhwani

4894

Gam launches Ucits III systematic quant fund with Wadhwani

RELATED TOPICS​

Gam has expanded its range of Ucits III funds to include a systematic managed futures fund managed by Sushil Wadhwani, founder and chief executive of Wadhwani Asset Management.

This is the first time that investors have been able to access these strategies in an onshore, regulated format.

Gam Star Keynes Quantitative Strategies relies on directional fixed income and equity models to produce returns that exhibit a low correlation to traditional markets.

The proprietary investment models, which have been developed with Wadhwani’s 25+ years’ experience of quantitative modelling, seek to harness the economic factors that underpin each market.

By combining momentum indicators with macro influences the models can enhance returns relative to other trading strategies.

The strategies employ a multi-tiered approach to risk management where risk control is embedded within the systematic models and risk positions are also continuously monitored and analysed by the risk committee and research team.

The offshore versions of these strategies have outperformed global equity markets by more than eight per cent per annum over the last five years, with significantly lower drawdowns.

Wadhwani (pictured) says: “Human nature gives too much weight to recent events, and clings to beliefs in the face of contrary evidence. Our current economic and market outlook suggests macro uncertainty, which can create a ‘herding’ effect among investors. It is important to know when to run with the herd and when to break away before it has a chance to stampede. Our quantitative models enable emotion to be removed from the decision-making process and can therefore exploit mis-pricings resulting from behavioural biases.”

Craig Wallis, group head of institutional & fund distribution at Gam, adds: “Gam has always employed an open architecture approach to investment management in order to give our clients access to the best money managers in the world. Sushil Wadhwani has long been recognised by Gam as one of the most talented and innovative investors in his field. We are delighted to have been able to work with Sushil to create a product which combines access to his enviable economic and market experience with a highly liquid and regulated format.”

Latest News

According to the latest ESG data from PwC Luxembourg finds that investment flows towards EU..
Solactive and private equity data provider CEPRES have established a new partnership for to introduce..
New research published today by the CFA Institute Research and Policy Centre analyses the many..

Related Articles

Pension funds
UK defined benefit (DB) pension plan sponsors could have access to GBP 1.2 trillion in surplus assets over the next decade, industry research reveals...
UK defined benefit (DB) pension plan sponsors could have access to GBP 1.2 trillion in surplus assets over the next..
Tim Crawmer, Payden & Rygel
Tim Crawmer and Frasat Shah of Payden & Rygel write that higher yields are attracting more demand from investors. Also, given that equities had a strong year last year, big funds have taken some chips off the table in equities and put them into fixed income...
Tim Crawmer and Frasat Shah of Payden & Rygel write that higher yields are attracting more demand from investors. Also,..
Lady justice
Top marks for the Pensions Regulator (TPR) whose efforts to improve resilience in the UK pension funds’ liability-driven investment (LDI) strategies received glowing commendations from the Bank of England in its March report...
Top marks for the Pensions Regulator (TPR) whose efforts to improve resilience in the UK pension funds’ liability-driven investment (LDI)..
Pension funds
Four potential operators of pensions dashboards (Just Group, Legal & General, Moneyhub and Standard Life, part of Phoenix Group) are coming together to instigate a new industry coalition...
Four potential operators of pensions dashboards (Just Group, Legal & General, Moneyhub and Standard Life, part of Phoenix Group) are..
Subscribe to the Institutional Asset Manager newsletter

Subscribe for access to our weekly newsletter, newsletter archive, updates on the site and exclusive email content.

Marketing by