Systematic Alpha Through Multi-Strategy Models
We follow a multi-strategy, multi-asset approach built on systematic research and disciplined execution. Our process focuses on identifying pricing inefficiencies, capturing both directional and non-directional edges, and managing exposure through strict risk and liquidity controls. By combining diversified models within a unified risk framework, we aim to deliver consistent, risk-adjusted alpha across changing market regimes.
Current Strategies
1
LONG SHORT EQUITY
We deploy a India-focused long–short framework built on our proprietary sector models and fundamental–quant screens. Positioning is driven by earnings revision trends, liquidity flows, and factor asymmetries unique to Indian markets.
2
STATISTICAL
ARBRITRAGE
The portfolio targets persistent relative-value dislocations across index constituents, sector baskets, and correlated equity pairs, with high turnover and tight risk bands to deliver consistent, market-neutral returns.
3
MEAN REVERSION
We operate short-horizon mean-reversion models that monitor liquidity shocks, gap events, and temporary order-flow extremes that commonly appear in Indian equities and index derivatives.
Trades are triggered only when deviations breach our statistical thresholds, allowing us to capture rapid price normalization while maintaining strict drawdown and exposure control
4
TREND FOLLOWING
We run medium- and short-term trend models across index futures, liquid equities, and commodity derivatives. Signals are driven by breakout structures, volatility regimes, and flow dynamics unique to Indian markets.
The objective is to capture sustained directional moves while maintaining strict risk overlays for whipsaw protection.
5
MARKET NEUTRAL
We balance long and short positions so the portfolio stays largely unaffected by market swings. Returns come from stock selection, not market direction. This helps us generate steady performance in both rising and falling markets.
6
INDEX ARBITRAGE
We trade small price gaps between index futures and the stocks that make up the index. These gaps appear due to demand, supply, or rollover effects. Our systems capture these differences and aim for low-risk, consistent gains.
FUND OVERVIEW
