IQS Futures Long / Short deploys hedge fund styles such as Managed Futures and Equity Long / Short to generate absolute return
IQS Futures Long / Short is a market agnostic strategy suite. And hence attempts to outperform the benchmarks in different market regimes - bullish or bearish.
Coverage of 10+ Sectors and 100+ stocks leads to high diversification, lower correlations and lower drawdowns.
In bear market scenarios, IQS Futures Long / Short might generally have higher net short allocation, which means that you would make money when markets / stocks fall.
QUANTITATIVE STRATEGY SUITE FOR DERIVATIVES MARKETS
Our optimized basket is a universe of N Single stocks futures, based on through back - tesing on atleast last 7 years of data.
The Long / Short algorithm selects high probability longs and shorts from this universe depending on quantitative analytics of individual stock future.
Long and Short baskets are carefully chosen thus creating an internally hedged product, keeping in mind optimal portfolio diversification and representation.
Trades are held from a short - term positional trading perspective, similar to a global managed futures style of trading.
Suppose on a given day,
Long - Short = 70 :30
Net Long = 40%
If basket notional = INR 1 cr, strategy exposure on above day will be only 40 % of basket notional
Basket notional = INR 1 cr
Strategy notional = INR 40 lakh
HIGHLY DIVERSIFIED ACROSS SECTORS (ILLUSTRATIVE)