Artificial intelligence
Machine learning and statistical methods are used to read large, noisy datasets and to test whether a relationship found in one sample survives outside it. Models are built to be examined, not accepted on sight.
Systematic investment fund management · Netherlands
Investment innovation at the intersection of artificial intelligence, geopolitical shifts and global financial data.
- Artificial intelligence
- Geopolitical shifts
- Financial data
This website contains corporate information only. It is not marketing material, and it does not offer participations in any fund.
Firm
About GA Asset Management
GA Asset Management B.V. is an investment fund management firm.
At the meeting point of macroeconomics, geopolitics and computation, the firm’s evolution has been a continuous exploration of what drives markets and how that understanding can be applied to our investment funds. We provide fund solutions in global long/short equity and managed futures strategies.
We are quantitative investors: in our view, long-term value comes from applying a systematic process consistently rather than from individual calls.
Approach
Three inputs, one process
Research, portfolio construction and risk management follow documented, repeatable processes. Positions are sized by model and constrained at portfolio level rather than chosen case by case.
Geopolitical shifts
Trade policy, sanctions, energy routes and defence spending change how markets move together, not only where prices sit. These regime changes are treated as measurable inputs rather than commentary.
Financial data
The constraint on quantitative investing is no longer access to data but judgement about which data carries information. Sources are added only once their value can be shown out of sample.
Strategies
What we manage
Descriptions below explain the character of each strategy. They are not an offer, and no performance information is published on this website.
Global long/short equity
Long/short equity means owning shares expected to rise while short selling shares expected to fall, so that part of the market’s overall movement cancels out.
Long positions in equities the models favour, held alongside short positions in those they do not. Exposures are sized systematically and managed at portfolio level, so returns depend more on the spread between the two sides than on the direction of the market.
- Two sides to work with. Selection can add value on the short book as well as the long book, rather than relying on rising markets alone.
- Lower sensitivity to equity market direction. The short book offsets part of the long exposure, which historically leaves correlation to equity indices below that of a long-only portfolio — reduced, though not absent.
- Room to act in falling markets. Shorting also carries its own risks, including borrowing costs and losses that are not capped.
Managed futures
Managed futures means taking positions, up or down, in futures — standardised exchange-traded contracts whose value tracks an equity index, a bond, a currency or a commodity.
Systematic long or short positions in exchange-traded futures across equity indices, fixed income, currencies and commodities. Direction follows the models rather than a view on value, and the strategy can be short a market as readily as long.
- Low correlation to equity markets. Because positions can be taken in either direction across four asset classes, returns have historically shown little relationship to equity index returns.
- Behaviour in equity market crises. Managed futures produced positive returns during several extended equity drawdowns, 2008 and 2022 among them, while equity markets fell. This depends on moves persisting long enough to be followed, and it has not held in every sharp, short reversal.
- Breadth. Exposure spread across many liquid markets that respond to different drivers, which spreads risk more widely than a single-asset-class strategy.
- The characteristics above describe these strategy types in general and reflect how they have behaved in the past. They are not forecasts, and past behaviour is no guarantee of future results.
- Fund documentation is made available directly to investors who qualify under the applicable exemptions, on request.
- Nothing on this page constitutes investment, legal or tax advice.
Regulatory status
GA Asset Management B.V. manages alternative investment funds under the registration regime for small managers set out in Article 2:66a of the Dutch Financial Supervision Act (Wet op het financieel toezicht, Wft).
Contact
Get in touch
- office@gaam.nl
- Telephone
- +31 6 55 19 43 66
- Office
- World Trade Center Schiphol
Schiphol Boulevard 155
1118 BG Schiphol
The Netherlands - Chamber of Commerce
- KvK 34301144
- VAT identification
- NL820764723B01