JP Morgan launches Yield Alpha 8 outperformance certificate in Germany
JP Morgan has launched an outperformance certificate based on the Yield Alpha 8 strategy in Germany. The two-year certificate offers a participation rate of 180% in the Yield Alpha 8 Index, which uses a multi-asset trading strategy that aims to return 8% every year with a volatility of less than 8%.
According to London-based Michael Schülli, derivatives marketer at JP Morgan, the certificate is available as a public offering although he declined to give details of the distributors of the certificate.
The Yield Alpha 8 strategy, developed by JP Morgan, aims to take advantage of investment opportunities across different asset classes, and uses the “Carry-to-Risk” framework to select trades with the highest risk adjusted potential returns.
The strategy replicates trades across four different
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