While researching and developing the J8 Futures Fund, Dr Tillmann Sachs, an engineer educated in Germany, Singapore and Korea, found he could easily proxy popular CTA benchmark indices by applying a simple momentum model to a diversified basket of futures. It provides
a clue what the CTA industry might be all about: low frequency trend following. J8 is different.
Tillmann earned a PhD in applying artificial intelligence to risk quantification. For J8, he developed over 25 different risk premia strategies on liquid futures with the aim to offer investors more than trend following and bringing true innovation to the CTA industry through:
- intelligent self-learning out of sample algorithms
- memory-building databases of past results that are phased into future parameter setting.
- systematic exploitation of fundamental economic principals
J8's portfolio is based on adaptive algorithms capable to adapt to changes over the long-term. Such self-learning models can be very attractive for investors, particularly in the current environment.
From 2006 until 2011, Dr Tillmann Sachs was in a client-facing role for customized rule-based trading strategies with tier 1 investment banks (Barclays Capital, UBS, AIG-FP) to institutional clients in Europe where he gained in-depth knowledge about algorithmic trading strategies in commodities, equities, currencies, credit, rates, and government bonds. He was also part of the DJ-UBS Commodity IndexSM transition team from AIG to UBS.
Tillmann earned a PhD in applying artificial intelligence to risk quantification from Nanyang Technological University in Singapore, a Dipl.-Ing. from RWTH Aachen in Germany, and a M.S. from Hanyan University in South Korea. He founded J8 Capital Management LLP in January 2012.
The J8 Futures Fund, a systematic CTA/managed futures fund, is incorporated in Malta. The Fund's objective is long-term capital appreciation at controlled risk. It uses the depth of the global futures markets to provide a liquid investment to investors. Systematic long/short trading strategies exploit market inefficiencies to extract risk premia with uncorrelated returns to traditional benchmark asset classes. The Fund may add diversification benefits to an existing investment portfolio.
The fund is managed by Pairstech Capital Management LLP (authorized and regulated by the Financial Conduct Authority (FCA), UK). Tillmann is a fund manager in Pairstech with the mandate to manage the fund. J8 Capital Management LLP is an appointed representative of Pairstech.
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While researching and developing the J8 Futures Fund, Dr Tillmann Sachs, an engineer educated in Germany, Singapore and Korea, found he could easily proxy popular CTA benchmark indices by applying a simple momentum model to a diversified basket of futures. It provides
a clue what the CTA industry might be all about: low frequency trend following. J8 is different.
Tillmann earned a PhD in applying artificial intelligence to risk quantification. For J8, he developed over 25 different risk premia strategies on liquid futures with the aim to o ...more
