J8 Capital Management LLP

Overview

Talenta Multi-Strategy (“TMS”) aims to benefit investors who seek to capture equity market upside and protection
against adverse market events ('crisis alpha'). TMS seeks to achieve these objectives by systematically trading a
diversified portfolio of highly liquid global futures with long and short positions, and by trading a momentum strategy
with a long bias on S&P500 Index futures. The strategy targets an annual return of 10-15%. The approach intends to
offer structural resilience in both range-bound and trending markets.
The portfolio construction uses algorithms with a low degree of freedom in parameterization. Algorithms for capital
allocation, capital preservation and risk management operate across and within the portfolio and sub-strategies. Risk
management techniques include: (1) volatility adjusted position sizing (2) low parameter, price-driven threshold
analysis, (3) volatility ranking, (4) correlation controls, (5) limitations on equity per position, and (6) portfolio heat-
based risk management.

Program Details