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J8 Redwood Strategy
The J8 Redwood Strategy (“J8 RWS”) is a fully systematic, higher frequency momentum strategy. It aims to deliver above-market returns with below-market volatility.
- The strategy uses quantitative models to analyze historical data for identifying and consistently exploiting market anomalies.
- It focuses on short-term patterns ranging from a few minutes to a few days.
- The asset allocation is risk-weighted and the portfolio is managed to a target volatility. The strategy trades highly liquid global futures markets across different time zones.
- J8 RWS maintains non-correlation with traditional and alternative asset classes.
Alpha Fund
J8 RWS was traded as “Andromeda” from January 2015 until March 2024 at ARB Trading Group LP. From April to early July 2024, the strategy was reviewed and relaunched as J8 RWS in July 2024.