Strategy Development & Research

Insights

Comprehensive analysis of quantitative strategies, regulatory compliance, and operational methodology driving systematic alpha generation across market cycles.

Strategy Development Process

01

Research

Identify market inefficiencies through extensive data analysis and academic research

02

Backtesting

Rigorous historical testing across multiple market cycles and asset classes

03

Validation

Out-of-sample testing and walk-forward analysis to ensure robustness

04

Deployment

Gradual capital allocation with continuous monitoring and optimization

SEBI Regulatory Compliance

Full compliance with Securities and Exchange Board of India regulations

Compliance Framework

SEBI Portfolio Manager Registration (INP000007156)
Real-time risk monitoring and position limits
Daily NAV calculation and reporting
Quarterly compliance audits by external firms
Segregated client assets with qualified custodians
Transparent fee structure with no hidden charges
Regular disclosure of strategy performance and holdings

Key Metrics

Total AUM₹8,847 Cr
Active Strategies5
Compliance Score100%
Risk RatingA+

Strategy Performance Analysis

Detailed performance metrics and historical analysis for each strategy

Quantum Momentum Arbitrage Strategy

QMAS
Active

Advanced momentum-based arbitrage leveraging quantum computing principles for pattern recognition

Inception: March 2023AUM: ₹2,847 CrAllocation: 35%

Returns

YTD32.4%
1 Year28.7%
3 Year24.1%
Since Inception26.3%

Risk Metrics

Sharpe Ratio2.14
Max Drawdown4.2%
Win Rate87.3%
Volatility12.8%

Performance Chart

Multi-Factor Alpha Harvesting Protocol

MFAHP
Active

Systematic factor-based approach combining value, momentum, quality, and volatility factors

Inception: August 2022AUM: ₹1,923 CrAllocation: 25%

Returns

YTD29.1%
1 Year31.2%
3 Year22.8%
Since Inception25.1%

Risk Metrics

Sharpe Ratio1.97
Max Drawdown6.1%
Win Rate82.7%
Volatility14.2%

Performance Chart

Volatility Surface Exploitation Engine

VSEE
Active

Options-based strategy exploiting volatility surface inefficiencies across multiple timeframes

Inception: January 2023AUM: ₹1,456 CrAllocation: 20%

Returns

YTD41.7%
1 Year38.9%
3 YearN/A
Since Inception39.2%

Risk Metrics

Sharpe Ratio2.31
Max Drawdown3.8%
Win Rate91.2%
Volatility16.4%

Performance Chart

Cross-Asset Momentum Convergence Model

CAMCM
Active

Multi-asset momentum strategy spanning equities, commodities, currencies, and fixed income

Inception: June 2022AUM: ₹987 CrAllocation: 15%

Returns

YTD26.8%
1 Year24.3%
3 Year21.7%
Since Inception23.4%

Risk Metrics

Sharpe Ratio1.84
Max Drawdown7.3%
Win Rate79.1%
Volatility13.6%

Performance Chart

Dynamic Risk Parity Optimization Framework

DRPOF
Underperforming

Risk-balanced portfolio construction with dynamic rebalancing based on realized volatility

Inception: November 2022AUM: ₹634 CrAllocation: 5%

Returns

YTD-12.3%
1 Year-8.7%
3 YearN/A
Since Inception-9.1%

Risk Metrics

Sharpe Ratio-0.67
Max Drawdown18.9%
Win Rate43.2%
Volatility15.8%

Performance Chart

Research Methodology

Our systematic approach to quantitative research and strategy development

Data Sources

Market microstructure data
Alternative data feeds
Economic indicators
Sentiment analysis
Corporate fundamentals

Modeling Techniques

Machine learning algorithms
Statistical arbitrage
Factor modeling
Time series analysis
Portfolio optimization

Risk Management

Real-time position monitoring
Dynamic hedging strategies
Stress testing scenarios
Correlation analysis
Liquidity risk assessment