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Risk Premia

Research, market insights, press releases and documents for professional investors — from C8 Technologies and our global index and research partners.

Tag: Risk Premia ✕
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C8 Currency Compass – USD Correction – January 2025

Newsletter 17 January 2025 · Jon Webb

Our FX models for USD against EUR, GBP, AUD, NZD and NOK, which were largely USD positive last year, reversed in January. In particular, our reversion models are suggesting some strength in these currencies against USD in the near term. Nevertheless, the continued outperformance of the US economy, alongside sluggish growth in Europe, suggests that any USD reversal will not be sustained.

#C8 #FX #Global #Macro #Risk Premia #Trend Following

C8 Weekly Bulletin: Trend Following

Newsletter 24 October 2022 · Robert Minikin

Central banks have had to act aggressively to contain inflation expectations - leading to an unwinding of excess global liquidity and divergent responses across asset classes. A return to "normal" financial markets, with less policy support for asset prices and higher market volatility. In this context, there is also new investor interest in trend-following strategies that exploit diverging market dynamics. C8 Studio contains both high quality trend-following indices and innovative combination technology.

#C8 #C8 Studio #Futures #Risk Premia #Trend Following #webkh

C8 Product Update – Aug 2022

Insight 12 August 2022 · Jon Webb

Please find below monthly updates for the following C8-driven products: C8 Corporate Bond Monthly Update, C8 Active World ESG Index, C8 Multi Asset Global Opportunities Certificate, C8 China Futures Access TRS, C8/ Greenblue Good Governance US Equity L/S Certificate

#Bonds #C8 #C8-GreenBlue #Equities #Futures #FX

C8 announces Diversified Risk Premia Index

Insight 2 December 2021 · Jon Webb

C8, the pioneering fintech platform that offers investors the ability to use direct indexing across all liquid asset classes and investment styles, today announces its Diversified Risk Premia Index, a multi-strategy portfolio which enables access to diversified indices that track a desired performance, with low volatility and strong returns. Index robustness and long-term continuity are maintained through the use of diversification and tactically allocating capital into selected constituent portfolios.

#C8 #Risk Premia

C8 Monthly Update – Power of Combination – May 2020

Newsletter 20 May 2020 · Jon Webb

The last few months have seen difficult markets in many asset classes not only in equities. It is therefore interesting to examine how Alternative Risk Premia (ARP) has performed over the period. We track ARP in rates, FX and commodity markets. We also have a US Equity 'Good Governance' premia and can facilitate offshore access to our ARP Index on the Chinese futures markets. Risk premia has performed well over this period and has acted as a good diversifier to long equity and credit portfolios. We also introduce JP Omega's US Cross Asset Index, a new Favourites button for C8 Studio.

#asset-classes #Bonds #Equities #Global #Long Only #other-filters

C8 Monthly Update – July 2019

Newsletter 12 January 2020 · Jon Webb

We discuss why the Fed is cutting rates at full employment, introduce our new Index provider, who offers an efficient way to hedge equity exposure, via equity futures options. We illustrate the power of combining Indices with focus on FX and finally announce that the C8 platform now has a patent pending.

#C8 #Equities #Futures #FX #Risk Premia #US