- Advertisement -
- Advertisement -

Related

Special Report: Systematic Strategies

Latest Report

- Advertisement -

Stockholm (HedgeNordic) – While the Nordic region braces itself and prepares for a long period of summer hibernation, at HedgeNordic we are wrapping up our final pre-summer special report, this one on systematic strategies, before we too, head out to work up a fashionable tan.

Over the years, two main approaches have evolved in active management: systematic and discretionary investing. To put it simply: systematic (often associated with the term ‘quant’) generally applies a more repeatable and data-driven approach, relying on computers to identify investment opportunities across many securities. A discretionary approach, in contrast, typically involves in-depth, human brain and hand-on analysis across a smaller number of securities and relies more on information that is not always easily codified.

The terms ‘systematic’, ‘quantitative’, and ‘rules-based’ are often used interchangeably and fade into another in some shades of grey. They, arguably, represent an investment approach that is often perceived to be in direct opposition to what a ‘fundamental’, ‘discretionary’ or ‘stock-picking’ approach may be.

While it may be fair to contrast systematic and discretionary approaches, they by no means are necessarily opposites. Indeed, both systematic and discretionary managers pursue the same objective and both can be fundamentally-oriented. In fact, they can often use very similar inputs, but in different ways, to try and achieve the singular goal of improving investment performance.

Our “In Focus” section of the magazine lies on machine learning, and artificial intelligence, two segments that are playing an ever increasing role in quant driven strategies, asset management and our lives as a whole.

The report features articles from David Harding at Winton Captial, where we visit his 1994 (!!) paper “Making money from mathematical models”, the potential conflict of “Technology and Responsibility” by Transtrend´s Harold De Boer, Katy Kaminski takes a look at “CTA Style Evolution”, Martin Källström talks about Lynx´ soon to be launched  AI/ML driven fund in “The journey towards Constellation”, with Aspect Capital we discuss how “Alternative Data and Macro Trading”  come together, IPM discusses if a systematic or discretionary approach is more promising for a macro strategy. We investigate how artificial intelligence is applied to FX trading with a new Swedish team, Century Analytics, while Gernot Heitzinger of smn takes “A Long-Term Perspective on Systematic Trend Following” and we investigate “How AI Can ShapeFund Marketing And Help Boost AuM” – next to many other interesting topics.

Wishing you a relaxed and happy summer, with some easy reading!

You will find the report here: Systematic Strategies

Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

Kamran Ghalitschi
Kamran Ghalitschi
Kamran has been working in the financial industry since 1994 and has specialized on client relations and marketing. Having worked with retail clients in asset management and brokerage the first ten years of his career for major European banks, he joined a CTA / Managed Futures fund with 1,5 Billion USD under management where he was responsible for sales, client relations and operations in the BeNeLux and Nordic countries. Kamran joined a multi-family office managing their own fund of hedgefunds with 400 million USD AuM in 2009. Kamran has worked and lived in Vienna, Frankfurt, Amsterdam and Stockholm. Born in 1974, Kamran today again lives in Vienna, Austria.

Latest Articles

Sissener Expands Investment and Sales Teams with Senior Hires

Just months after bringing on Mads Andreassen as Investment Manager, Norwegian fund boutique Sissener AS continues to expand its team with two key additions....

Fenja Capital Deepens Bench as Analyst Moves to Full-Time Role

After earning his Master’s degree in Economics from Aalborg University, Anders Madsen has transitioned from a part-time role to a full-time analyst position at...

Accendo-Backed SSH Secures Major Investment from Leonardo

While public and policy discussions around defence often focus on conventional weapons, many of today’s most active and frequent battles are unfolding in cyberspace....

Swedbank Robur Strengthens Private Equity Team

Swedbank Robur has appointed Lorenzo Gregory Sormani as co-portfolio manager of its private equity fund, Swedbank Robur Alternative Equity I, joining Senior Portfolio Manager...

Beyond Renewables: Coeli Fund Taps Into the Broader Electrification Race

Earlier this year, portfolio managers Vidar Kalvoy and Joel Etzler renamed their fund from Coeli Renewable Opportunities to Coeli Energy Opportunities – a move...

Three Danish Hedge Funds Recognized by the Hedge Fund Journal

Three Danish hedge funds have been recognized at the 2025 Hedge Fund Journal CTA and Discretionary Trader Awards. Two funds managed by Danske Bank...

Allocator Interviews

In-Depth: High Yield

Voices

Request for Proposal

- Advertisement -
HedgeNordic
Privacy Overview

This website uses cookies so that we can provide you with the best user experience possible. Cookie information is stored in your browser and performs functions such as recognising you when you return to our website and helping our team to understand which sections of the website you find most interesting and useful.