Systematic Strategies was launched in 2009 as a proprietary trading firm engaged in high frequency trading. In 2012 the firm expanded into low frequency systematic trading strategies with the launch of our VIX ETF strategy. The original VIX ETF strategy was superseded in 2015 by the current Systematic Volatility Strategy, which improved on the original version by eliminating overnight risk. The firm began managing external capital in its managed account platform in 2015. The strategy has since achieved a compound annual return of 63% (net of fees) with a realized Sharpe Ratio in excess of 5.
In 2012 the firm began R&D of a new Quantitative Equity strategy, which was opened to investors at the beginning of 2017. Over the four years since inception in 2013, the Quantitative Equity strategy has achieved a compound annual rate of return of 14.74%, with a realized Sharpe Ratio of 3.31. More information about the strategy can be found in this post:
Due to increasing demand for the firm’s investment products, at the beginning of 2017 we have launched a new hedge fund vehicle, the Systematic Strategies Fund LLC, that will be open to accredited investors wishing to invest in any of our existing or future investment programs. These currently include the Systematic Volatility Strategy (Series A) and the Quantitative Equity Strategy (Series B). Additional investment programs will be added to the fund offering in due course. The new fund will give smaller investors access to investment programs that are available in SMA form only for larger managed accounts.
If you are an accredited investor and wish to receive copies of the fund offering documents, please contact us on firstname.lastname@example.org