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.

In this video, you will learn:

Chapter 1 at 01:39 (min:sec): DCM Systematic: What's behind a name - Meet the founding team

Chapter 2 at 03:09: Setup and investment strategies: Understanding the "non-trend CTA" approach

Chapter 3 at 04:03: Three pillars of alpha: Behavioral, relative value, and macro models

Chapter 4 at 06:02: Trading instruments and liquidity profile

Chapter 5 at 07:07: Multi-dimensional risk management beyond "turning down the volume"

Chapter 6 at 12:06: Continuous research and strategy implementation process

Chapter 7 at 17:37: Portfolio benefits and investor applications

Chapter 8 at 20:54: Investment vehicles and accessibility

Chapter 9 at 21:42: AI without the hype: A scientific perspective

Chapter 10 at 24:22: Practical applications of machine learning in systematic trading

Dr Anthony Dearden is a Principal and acts as Chief Investment Officer. He is responsible for research and development of systematic strategies together with the management of DCM Systematic’s own trading and research infrastructure. From 2007 to 2013 he worked at BlueCrest Capital Management (“BlueCrest”). As Senior Researcher within the Systematic Modelling Team of the BlueTrend CTA strategy, his roles included running both the Scientific Computing and Algorithmic Trading Teams. Anthony has a PhD in Robotics from Imperial College, London, which was conducted in collaboration with BBC Research and Development.

Dr Jerome Callut is a Principal and acts as Chief Research Officer. Together with Anthony, Jerome has designed Diversified Alpha and leads its ongoing development. From 2008 to 2013, Jerome was employed by BlueCrest as a Senior Researcher within the Systematic Modelling Team working on the BlueTrend CTA strategy. He led a team in charge of the research for the currency-based trading strategies. His role included various enhancements of existing strategies as well as the inception of new trading models. Jerome holds a PhD in Machine Learning from UCLouvain.

Gaetan Maraite is a Principal and Chief Executive Officer. He is responsible for all non-investment operations of DCM Systematic and the successful running of the business. After having worked as an estate planner, Gaetan joined Pictet Wealth Management (Luxembourg) in 2007. In 2009 he joined Pictet Asset Services (Luxembourg) as a relationship manager. From 2012 to 2017 Gaetan was responsible for business development at Pictet Asset Services (Geneva), assisting asset managers, family offices and institutional clients structure their investments. Gaetan holds a Master's degree in Law from UCL-Belgium as well as a postgraduate qualification in Estate Planning.

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 D ...more