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Digital Subscriptions > The Hedge Fund Journal > Issue 132 – May 2018 > RAM Equity Market Neutral

RAM Equity Market Neutral

Systematic, fundamental, all-cap alpha


Note: Note: Figures shown above are for illustration purpose only. On the long-side sub-strategy performance is calculated based on simulated model portfolios rebalanced monthly on RAM equity investment screenings and may not represent the exact contribution of strategies in real portfolio. Strategy performance is adjusted considering their long-term theoretical fixed allocation in the fund. For the short book, performance is estimates. Performance is gross of management and performance fee. Client’s return will be reduced by such fees in case of investment in such strategies.

Past performance is not a guide to future performance

Geneva-headquartered RAM Active Investments (RAM) runs $5.1 billion as of 31st March 2018, with $1.5 billion in three quantitative, fundamental, equity market neutral strategies, and the rest in related systematic long only equity strategies, including an ESG strategy, and a separate discretionary/fundamental fixed income strategy. The firm is now 69% owned by Italy’s Mediobanca, with previous owner Reyl retaining 7.5%. The three founding partners have significant personal investments in RAM strategies, and are all senior investment managers in charge of the investment process. The trio are Thomas de Saint-Seine, who joined in 2001 having been a portfolio manager at Credit Agricole Indosuez; Maxime Botti, who joined in 2004 having formerly been a risk arbitrage hedge fund manager at Equinoxe Partners and Barep; and Emmanuel Hauptmann, who joined in 2007, after a background in derivatives and quant at Citi and Morgan Stanley. The trio share responsibility for making all key investment decisions and for changing, improving and fine tuning the systematic equity models with the four other senior quants in the Systematic Equity team. “The seven of us carry out day-to-day research to improve our alpha generation and implementation. The team members are to some extent specialised into research areas such as liquidity, rebalancing, back-testing infrastructure, new data sources and new types of factors,” explains Hauptmann.

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