J8 developed over 25 different risk premia strategies with the aim to be diversified in terms of asset class and model risk. The strategies can be broadly categorised as either trend-following, relative value or term structure arbitrage, or fundamental trades What is the CTA industry all about? The need to be different & provide true diversification We found that popular CTA indices can be proxied by using simple momentum models – suggesting the majority of CTAs may be low frequency trend following J8’s self-learning models attractive in current environment Two third of J8’s risk budgets not in trend following Risk Management Portfolio Construction How J8 avoids being “whipsawed” by the markets Difficult, but “not impossible” capital raising environment as many CTAs and indices are down Investors appreciate diversification benefits Legal set up of the J8 Futures Fund Institutional set up provided by Pairstech Capital Management LLP

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