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14 Aug 2022 - Press
How Innovative Quantitative Strategies Are Transforming Asset Management
In the competitive world of asset management, DCM Systematic has distinguished itself through its commitment to research, innovation, and the effective use of data. Over the past six years, the firm has developed unique quantitative strategies that not only offer diversification but also generate significant alpha in today's markets. CEO Gaëtan Maraite shares insights into the challenges and opportunities that have shaped DCM's growth, the evolving nature of alpha, and the importance of staying ahead in a rapidly changing investment landscape.
In the fast-paced world of asset management, staying ahead requires continuous innovation and a deep understanding of market dynamics. DCM Systematic, founded six years ago by Gaëtan Maraite, Anthony Dearden, and Jérôme Callut, has successfully navigated these challenges by leveraging their scientific backgrounds to develop quantitative strategies that stand out in a crowded market.
"Alpha today is not what it was fifteen years ago," says Gaëtan Maraite, CEO of DCM Systematic. "What was once considered alpha has now become beta. Strategies that rely on momentum, carry, or trend following are no longer sufficient to generate the non-traditional returns that investors seek." This shift has driven DCM to focus on finding new inefficiencies in the market—opportunities that remain untapped by the broader investment community.
One of DCM's key strategies is its ability to anticipate and model the behaviors of market participants. By analyzing the correlations between different asset classes—such as the relationship between oil prices and the currencies of major exporters like Canada and Norway—DCM's models are able to predict movements with greater accuracy. This approach, known as cross-asset modeling, allows the firm to capitalize on inefficiencies before they disappear.
DCM's success also stems from its commitment to avoiding the pitfalls of "black box" models. "Transparency is crucial," Maraite emphasizes. "We ensure that every model we use is based on sound economic principles and thoroughly tested before being deployed. This approach has enabled us to deliver consistent performance, even during volatile periods like the current crisis in Ukraine."
Looking ahead, DCM Systematic plans to continue its growth by expanding its presence in the Swiss market and beyond. With nearly 500 million CHF in assets under management and a solid track record, the firm is well-positioned to capitalize on future opportunities. "We are committed to pushing the boundaries of quantitative management," Maraite concludes, "and to providing our clients with strategies that deliver real, sustainable alpha."
Through its innovative use of quantitative tools and a relentless focus on research, DCM Systematic has established itself as a leader in the asset management industry, offering clients a unique and valuable approach to navigating today's complex financial markets.