GAM Systematic’s Ewan Kirk is sticking to his guns

Have markets changed? “They always do,” says quant fund CIO

Ewan Kirk
Ewan Kirk: “Good models tend to be adaptive to different market regimes”

GAM Systematic Cantab’s flagship quant fund reversed a 23% loss in 2018 into a 30% gain so far this year. Asked about the turnaround, Ewan Kirk, the unit’s co-chief investment officer, says: “There wasn’t one.”

Cantab hasn’t changed its strategies as a result of events last year. And Kirk sees no need for reinvention.

He is leery of those who say quants must adapt their strategies to new market realities. Kirk sees no evidence that liquidity has markedly thinned, or that markets on the whole

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