RAM launches new UCITS fund

Geneva-based RAM Active Investments is launching the RAM Diversified Alpha strategy, which will rely on a systematic investment process to invest in a diversified global asset allocation. The aim is to offer asymmetric returns that have low correlation to global markets. The systematic asset managers’ strategy is available in a UCITS format as of November 11 to investors in France, Finland, Germany, Italy, Luxembourg, Norway, Portugal, Sweden, Switzerland and the U.K. “Technological innovation is a key component of the portfolio construction methodology,” said Maxime Botti, founding partner and senior fund manager at RAM AI. “We used a similar methodology than our Alternative Investment Fund strategy, which has the objective to provide uncorrelated returns to mainstream asset classes over the medium-term.” Botti heads the systematic macro team formed by Philippe Huber and Tony Guida, who are fund managers and researchers. The strategy aims to deliver absolute returns, not only during normal market conditions but also when it is the most needed during market jolt periods. The approach to dispersion modelling is agnostic and adaptive, officials added. RAM AI models the relationships between liquid assets by analyzing them on a relative basis and through multiple dimensions. The firm’s computational capabilities allow the team to analyze on an ongoing basis a large amount of data to identify the most profitable strategies across multiple timeframes. “Relying on techniques borrowed from natural sciences for solving multi-dimensions problems, the use of genetic algorithm that replicates evolution allows our models to select the fittest alphas, making the overall strategy more robust,” said Huber of the investment model. Alphas are reassessed several times per year to take into account evolving market conditions. “As financial markets change (less independent, central banks interventions, etc.), so does our model,” added Guida. Guida joined RAM AI in 2019 as a senior quantitative researcher and became a fund manager this year. Huber joined the firm in 2017 as a senior quantitative analyst to work on the development of systematic investment strategies. This year, he too became fund manager and continues his focus on the development of a proprietary suite of back testing and non-traditional optimization tools.

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