C8 Technologies

C8 Hedge, our innovative FX hedging solution, is featured in TMI's Innovation Lab. Please speak to us to find out more. #c8 #tmi #fxhedging

We have written previously about the novel way in which the Systematic Alpha Programme aims to bring forward the decorrelation benefits of its constituent strategies. The current sub-models of the programme are listed below. The two graphs illustrate how the alpha sources are diversified. At the heart of the Systematic Alpha programme is an innovative application of Tactical Asset Allocation (TAA). It seeks to timely allocate resources to strategies as they extend into positive excess returns in conjunction with de-gearing from strategies that continue to underperform. In simple terms TAA can be viewed as a selection that excludes winners and losers with similar fervour. #liquidalternatives #portfolioconstruction

We have written previously about the novel way in which the Systematic Alpha Programme aims to bring forward the decorrelation benefits of its constituent strategies. The current sub-models of the programme are listed below. The two graphs illustrate how the alpha sources are diversified. At the heart of the Systematic Alpha programme is an innovative application of Tactical Asset Allocation (TAA). It seeks to timely allocate resources to strategies as they extend into positive excess returns in conjunction with de-gearing from strategies that continue to underperform. In simple terms TAA can be viewed as a selection that excludes winners and losers with similar fervour. #liquidalternatives #portfolioconstruction

At C8, we see a growing interest in Quantitative Investment Strategies (QIS) among investors. While QIS can be a potent tool, it's crucial to avoid over-structuring strategies. Simplicity is key. Our extensive experience in managing premier quant books allows us to advise and implement QIS effectively. We're not tied to any single counterparty, ensuring transparency in transaction costs and efficacy across various scenarios. Reach out to us to learn more about how we can help you take advantage of QIS to its full potential. #QuantitativeInvestment #QIS #Transparency

At C8, we see a growing interest in Quantitative Investment Strategies (QIS) among investors. While QIS can be a potent tool, it's crucial to avoid over-structuring strategies. Simplicity is key. Our extensive experience in managing premier quant books allows us to advise and implement QIS effectively. We're not tied to any single counterparty, ensuring transparency in transaction costs and efficacy across various scenarios. Reach out to us to learn more about how we can help you take advantage of QIS to its full potential. #QuantitativeInvestment #QIS #Transparency

As rates normalise from the extraordinarily low levels of the previous decade, we believe that the FX carry trade is back, so is now in our C8 Hedge programme. Find out why in our article below:

As the financial landscape evolves, the interplay between equities and bonds is no longer as uncorrelated as it once was, prompting a reassessment of traditional portfolio management strategies. This short article explores how integrating traditional models with advanced simulation techniques and liquid alternative investments can create more resilient portfolios. #liquidalternatives #systematicinvesting

C8 Hedge has today been highlighted in Risk.net regarding innovative approaches to corporate FX hedging. See an excerpt and a link to the full article below: 'Vendors are also developing AI-based services to help corporates with their hedging choices. One example is a new platform from C8 Technologies, led by two former BlueCrest Capital Management partners. The C8 Hedge platform uses machine learning and statistical models to predict future FX movements. The platform’s predictive model collates macro data such as purchasing power parity, as well as movements in FX spot, commodities, fixed income, oil, and precious metals markets to build expectations on currency relationships. The model then uses these outputs to calculate optimal FX hedge ratios for corporates’ currency exposures and add risk weights to each currency exposure. “We aim to identify relationships between this data and action in the foreign exchange market. Some of these relationships are strong, while others are weak, therefore, our task is to use regression and expectation engines to determine which relationships are the strongest,” explains Ebrahim Kasenally, head of research and co-founder of C8 Technologies. By comparing predicted currency movements with reality, the tech firm is able to evaluate the strength of a trend for each currency. The model then translates these trends and forecasts into an actionable hedge ratio for each asset and liability exposure that the client holds in a foreign currency.   Research by the company shows that the optimal timespan for corporates to review hedging activity is one month: that’s the “sweet spot”, says Jon Webb, head of C8 Hedge.' #c8 #c8hedge #fxhedging Banks, vendors mine AI for corporate FX hedging By Cole Lipsky 06 Jun 2024

The PLURIMA Market Neutral UCITS Fund managed by EGA, which seeks to generate returns from the best and least well-governed US large-cap companies, has slashed a 50% net short position in financials to almost neutral and increased its overweight to the IT sector following its annual rebalance. The fund has significantly boosted exposure to financials primarily through an increased allocation to insurance companies, while it has increased its overweight in the IT sector through larger allocations to stocks including Broadcom and Qualcomm. Other notable highlights of the rebalance include overweight positions in Consumer Staple and Healthcare. The model continues to be net short Energy, Real Estate and Utilities. It is also net short Communication Services, with Alphabet the only stock from the sector left in the long book. Fund positions are determined by the stewardship model provided by our partners, leading governance analysts Green Blue Invest, the ESG brand of Cité Gestion SA. Find out more about the fund's rebalancing and model behind it here https://www.egallp.com/

An investor can now allocate to their preferred overseas markets without needing to make decisions on when or whether to currency hedge. They can simply track C8 currency hedge ratios derived from our proprietary systematic FX models, that are built on macro, carry and other technical drivers of the currency markets.  Take a look at the example below of the currency implications when a US investor buys Japanese stocks. #C8 #FX #FXHedging