Empowering You with Consistent Returns
We identify and offer algorithmic strategies across global financial markets to investors, providing consistent returns by eliminating human biases from the trading decisions.
How We Consistently Deliver Alpha
Well diversified, uncorrelated strategies with unique alpha and track record
Our strategy discovery process involves an in-house research team, comprehensively covering a wide range of asset classes, markets, investment themes, and trading styles. Individual strategy holding time ranges from ultra-short-term to multi-days and has complimentary return profiles.
Holistic approach to in-house strategy research
All in-house strategies devised follows a rigorous and iron-clad development process and testing lifecycle. All strategy ideas are validated with a bar replay engine to simulate near-live market conditions. We also account for positions tested against volatility, price shocks, slippages, and commissions. Only after successfully testing is a strategy allowed into the live paper trading mode and subsequently deployed for trading using real capital gradually.
Best practices to ensure strategy development with a high probability of delivering future performance
Trading system development is a minefield of statistical biases. Our processes were designed to avoid these, including but not limited to data mining bias, survivorship bias, over-fitting bias. We pay close attention to the re-confirmation of simulation results by visual analysis to keep trading and portfolio optimization rules simple and robust.
Robust strategy evaluation and selection process for both in-house and external strategies
Every strategy developed by our quant team which is allocated trading capital, goes through the same rigorous four-step evaluation process. Our evaluation includes verification of Key Performance Indicators of the strategy, overall correlation to other strategies in our portfolio, and live performance in an automated paper trading setup. This is followed by an analysis of trading concentration, the impact of market regimes, and the impact of a wide range of shocks, including correlation shock, volatility shock, and margin shock, among others.
Portfolio optimization to cater to different investor profiles and needs
An AI-powered dynamic portfolio optimization layer creates strategy baskets consisting of a particular set of strategies with specific weights. This enables us to develop strategy baskets mapped to individual risk-reward profiles.
Risk management at trade, strategy, and portfolio levels
We are paranoid about risk and maintain strict control on the same at multiple levels. Every trade we do has well-defined risk control. In addition, every strategy has maximum loss thresholds as well. We also maintain a portfolio level maximum risk-threshold that controls risk across all strategies and acts as a protection against any tail risk events.
Rigorous stress testing
Our strategies and portfolio baskets are tested for resilience to extreme market scenarios during the design phase and on an ongoing basis. We continuously re-calibrate our strategies to ensure that the impact of geopolitical stress events, sudden market gap-up/gap-downs, inversion of correlation characteristics, the release of announcements from central banks, and other factors are within permissible limits.
Comprehensive research infrastructure, with coverage of each aspect of the investment process
We focus on a democratic strategy development process and bringing in institutional framework and discipline within reach of quants. Our quant teams and partners have access to state-of-the-art frameworks to ensure robust and stable systems and rapid development and deployment. These include our market data access framework, strategy back-testing framework, portfolio construction and optimization framework, and stress and shock testing framework, among others.
Focus on efficiency, accuracy, resiliency, scalability and customization
Our quant traders leverage our technology enabled platform leading to the rapid development and deployment of their novel trading strategies on high-performance infrastructure with global market access.