– C8 was founded by Mattias Eriksson and Ebrahim Kasenally, who were both senior partners at BlueCrest, responsible for trading systems and quantitative research respectively. During their tenure, they drove performance, delivering 18% per annum between 2003-2009, and took AUM from launch to $15bn by 2009

-The C8 Global CTA Program is the current version of a system which has been consistently developed and refined for the past 12 years and now incorporates many innovative and unique quantitative features

-The global program includes over 70 futures contracts, encompassing all major asset classes, sectors and geographies

-Historically, the strategy has generated returns of over 19% p.a. with a 13% realized volatility and Sharpe Ratio of close to 1.5 with downside volatility limited to <7%. A variant of this program is currently live, in China.

-The proprietary program is now being made available to asset managers, as well as investors, to implement within their investment portfolios, in several different ways and tailored to the client’s specific needs

-Program structure, constituents, fees and delivery mechanism are all customizable according to investor requirements

C8 Global CTA Program Sep 22 Presentation

Other posts

PPI on Deck, CPI & Bank Earnings to Follow

BY TEMATICA
More retail presentations as the ICR conference continues. Read more →

Day Hagan/NDR Smart Sector® with Catastrophic Stop Strategy May 2024 Update

BY BRIAN SANBORN
Day Hagan/Ned Davis Research Smart Sector® with Catastrophic Stop strategy, model and allocations update. Read more →

Thoughts From the Divide: Attribution

BY JON WEBB
In April of last year, Huw Pill caught flack for saying that Brits “need to accept that they’re worse off”. This was followed by John Authers coming to the defense of the pilloried BoE chief economist. As we wrote, Authers noted that the comments were taken out of context and explained that the BoE’s Chief Economist was describing how “after a few external shocks, inflation becomes a collective action problem” where “ideally everyone would take a share of the hit, and then they can move on. Human nature isn’t like that, and as a result, economics isn’t like that”. Now, roughly a year later, the BoE’s Catherine Mann has picked up Mr. Authers’ baton. It turns out that people who can maintain their standard of living will tend to do just that! Bemoaning the “challenge” of bringing inflation back to target, Mann said there was “a lack of consumer discipline” to rein in businesses’ pricing power, Read more →
Back to all posts →