OI12: Breaking Rules: Going Beyond Traditional Trend Following ft. Tillmann Sachs & Vishal Sharma

Top Traders Unplugged

In this episode, Moritz Seibert speaks with Tillmann Sachs and Vishal Sharma from J8 Capital Management, a systematic London-based CTA. The main focus of their discussion is J8’s Global Absolute Return Strategy, which trades several different systems across markets and styles, including carry, arbitrage, and trend following. We also speak about their latest addition to this portfolio, namely the Redwood strategy, which is a short-term model trading some of the world’s most liquid futures markets and works with intraday data that’s sampled every 3 minutes. It’s an interesting conversation with a CTA “plus” – a term Tillmann uses as they employ many strategies away from rules-based trend following.

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Episode TimeStamps:

16:16 - Introduction to Tillmann Sachs, Vishal Sharma and J8 Capital Management

04:06 - Why did they start J8 Capital?

05:09 - What got them interested in a systematic approach?

09:12 - The story behind the J8 Global Absolute Return Strategy

13:53 - Multiple different systems or one big system?

16:25 - Why don't they incorporate equities in their strategy?

21:36 - Managing risk in arbitrage strategies

24:44 - Their perspective on going long term VIX

26:34 - How you valuate risk when putting multiple systems together

29:59 - Is the best benchmark for them a multistrat hedge fund?

33:04 - How does Sharma's short term systematic system work?

37:58 - What is Redwood's correlation to the short term traders index?

38:17 - How Sharma is trading the markets

41:17 - How is Sharma's strategy performing?

44:28 - How Sharma runs and maintains a 24 hours a day process

46:36 - The future direction of J8 Capital

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