Opalesque Virtual Manager Visit

19 Nov 2024 - Video

DCM Systematic: Scientific methods and AI power outperforming "Non-Trend" CTA strategy

In an exclusive interview with Opalesque TV, the founding partners of DCM Systematic reveal their innovative approach to systematic investing that deliberately differs from traditional trend-following CTAs.

Unlike conventional CTAs that may cluster around similar trend-following signals, DCM has developed a multi-strategy architecture that captures alpha through behavioral, relative value, and macro approaches, providing genuine diversification for institutional portfolios.

Led by a powerhouse team combining Dr. Anthony Dearden and Dr. Jérôme Callut's expertise from BlueCrest with Gaetan Maraite's senior executive experience from Pictet, DCM Systematic leverages deep academic credentials in machine learning and robotics to engineer a sophisticated yet practical investment approach.

The team's scientific background shows in their rigorous approach to both alpha generation and risk management, including innovative concepts like their "worst-case scenario protection" that proved valuable during events like COVID and the Volmageddon.

By maintaining 25 distinct strategies across multiple asset classes and timeframes, DCM aims to deliver consistent, uncorrelated returns while keeping drawdowns contained below one standard deviation - significantly better than the industry standard. Their disciplined approach to research and implementation ensures continuous evolution of their models while maintaining strict risk controls.