J8 Capital Management LLP
  • About
    • Motivation & How and Why
    • Philosophy & Value Proposition
    • ESG / Responsible Investment
    • People
  • Strategy
  • Products
    • J8 GAR UCITS Fund
    • J8 CTA Index
    • Bespoke risk premium exposure
    • Commodity strategies
  • Knowledge
    • Video Series: What are CTAs? EN/DE
    • Publications >
      • JII - A liquid and investible benchmark index for the CTA and MF industry
      • THFJ - Common Denominators in CTAs: Traded Markets
      • THFJ - Common Denominators in CTAs: Portfolio Construction and Index
      • JII - Common denominators in the CTA and managed futures industry: A survey report
      • THFJ - Correlation is not always what it seems
      • Quantifying Political Risks - PhD Thesis
    • Glossary - What is....
  • Awards & News
  • Opportunities
    • Join as manager
    • Taking up a sub-fund
    • Vacancies
  • Contact

Philosophy and value proposition

Our philosophy centers on superior performance delivered by operational excellence and underpinned by scientific research.

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Capital preservation
Our systematic investment strategy benefits from rising as well as falling markets and market inefficiencies.
Genuine diversification
Our uncorrelated returns provide natural portfolio diversification.
outperformance
J8 has been consistently one of the top 10 best performing global CTA funds over a 3 year period.
Innovation
Our research taps new sources of alpha and puts us at the forefront of CTA / risk premia innovation.
UCITS / ESG
Our J8 Global Absolute Return UCITS Fund opens this asset class to the wider public. We incorporate ESG factors in our investment strategy and process.

​All weather

​Our trading strategies may profit from any market condition by trading long as well as short positions.
The strategy returns are also scaled to volatility, allowing for consistent return contributions over time. 

​Highly diversified 

Our trading strategies are uncorrelated across a diversified universe of global markets and across  mathematical models. They show uncorrelated returns to traditional and alternative asset classes. 

​Scientific

​We use advanced statistical methods to derive robust strategy parameterization. We reduce the risk of over-fitting by allowing few degrees of freedom.  We reduce complexity by searching for the simplest explanation of complex market phenomena. New research is implemented after rigorous testing.

Transparency

​We  believe investors have a right to know what is happening with their money. Upon agreement, we provide investors with systems insight and pricing disclosure, daily reporting of traded positions as well as monthly performance updates and commentary. 
​We see ourselves as a "glass box" and not as a "black box".

​Highly liquid

​Our strategies trade highly liquid markets. This allows for scalability and high capacity, cost efficient implementation, and daily liquidity for investors.
​

Systematic

All our strategies are systematic. This allows to reduce behavioural bias and operational risk. The use of empirical testing of the strategies over a long data history allows greater investment confidence. 

​Advanced risk management

​Risk management is an integral part of our strategy and trading system design. We allow for equal opportunity of the different markets and return factors to contribute  to the overall return. Using a target volatility mechanism allows to control risk and achieve a long-term consistent return profile.

Managed within UCITS guidelines

Some of our strategies and portfolio solutions are designed and managed within UCITS guidelines.
Solutions
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UK Stewardship Code
Pillar 3 Disclosure
Terms and Conditions
Privacy Policy
J8 Capital Management LLP is authorised and regulated by the Financial Conduct Authority in the United Kingdom
J8 Capital Management LLP (c) copyright 2018
  • About
    • Motivation & How and Why
    • Philosophy & Value Proposition
    • ESG / Responsible Investment
    • People
  • Strategy
  • Products
    • J8 GAR UCITS Fund
    • J8 CTA Index
    • Bespoke risk premium exposure
    • Commodity strategies
  • Knowledge
    • Video Series: What are CTAs? EN/DE
    • Publications >
      • JII - A liquid and investible benchmark index for the CTA and MF industry
      • THFJ - Common Denominators in CTAs: Traded Markets
      • THFJ - Common Denominators in CTAs: Portfolio Construction and Index
      • JII - Common denominators in the CTA and managed futures industry: A survey report
      • THFJ - Correlation is not always what it seems
      • Quantifying Political Risks - PhD Thesis
    • Glossary - What is....
  • Awards & News
  • Opportunities
    • Join as manager
    • Taking up a sub-fund
    • Vacancies
  • Contact