We have the pleasure of informing you about what has happened to our Machine-Learning strategies during this month of August.
After the Brexit surprise in June, we have enjoyed a steady summer and this has helped all our machine-learning driven strategies to fare well. The month of August has been a positive contributor for all of them, despite a slightly negative return on the SP500.
For Bramham Gardens, 2016 has proven a good year so far, as we have navigated well during the January, February trough. We then have made the most of the spring period and have succeeded, more recently, in generating some value while the SP500 has become trend-less. The year is not over yet and the end of 2016 might bring additional volatility and favour our non directional Long-Short strategy, while the long only strategies are already so much above the SP500 that not much is to be feared on that side.
Let us restate what we deliver:
- We focus on two long-only strategies: the “hedged” one which gradually turns away from the machine-learning algorithm to go into cash when the SP500 becomes too volatile and the “no hedge” one which switches to the SP500 when the SP500 volatility rises.
|Price based calculation||SP500||Long-cash hedged||Long-no hedge|
- We run two Long-Short non directional, non leveraged strategies. The first one is price return based and the second one is total return, with all UCITs constraints.
|Long-short Price based||Long Short Total Return UCITs|
We are available to discuss with you our work : firstname.lastname@example.org