Bespoke Partners Ltd – Synthetic Trading
Strategy: The FTSE 100 (benchmark) lost -0.7% and Bespoke Partners delivered an alpha of 11.1% over the past 2 months.
•Sharpe Ratio = 5.13
•Treynor ratio = 2
•Jensen Alpha = 11.1%
Man Global
Libor +-1%
CMC Markets
Libor +-1.25%
IG Markets
Libor +-2.5%
Bespoke Partners Ltd
Investor
Libor +-2.5%
• Margin on funding = 1%
• Transactions fees
• Performance fees depending on mandate:
• Discretionary = 25%
• Non-Discretionary using CEP indices = 25%
• Non-Discretionary using own trading = 0%
• Access to large borrowing
• Access to discretionary mandates
• Access to non-discretionary mandates
• Access to CEP indices
Cash
Platform
FIX order routing
Platform
Trading mechanism using CFDs and Options
Building strategies around a second generation of indices
Most trading activity look at what happened in the PAST…
Building strategies around a second generation of indices…before the opportunity is gone
We look at what is happening NOW and RESPOND…
Complex Event Processing (CEP) is a technique for analyzing streams of event data in real-time, improving situational awareness and enabling immediate response to emerging opportunities and threats.
It’s what we call Continuous Intelligence™
A discrete and Knock-Out CEP Primary Index (i)
identified by the event correlator
Contacts
Cedric Jeanson
CEO
+ 44 7 949 305 446
Bespoke Partners Ltd is incorporated in England under the Companies Act 1985 as a private limited company number 5614872.
Bespoke Partners HK Ltd is incorporated in Hong Kong under the Companies Ordinance as a private limited company number 1084895.
