Quant Robo- QUANTROBOANALYTICS CONSULTING PVT LTD

ALGORITHMIC TRADING

IQS Cash Long-only deploys hedge fund styles such as Relative Value, Fundamental factor models and Momentum/Contrarian styles to generate superior returns wrt benchmarks

FUNDAMENTAL DRIVERS

IQS Cash Long-only derives its core from fundamental factor models, to only buy superior fundamentally good stocks in various sectors at attractive prices through market timing.

DIVERSIFICATION & BROADER HORIZON

Coverage of 300+ stocks with sufficient sectoral diversification leads to market timing, lower correlations and lower drawdowns wrt passive buy and hold strategies

WHAT HAPPENS IN BEAR MARKETS

In bear market scenarios, IQS Cash Long-only exits long positions in stocks and reallocated capital to liquid funds; hence outperforms other long-only funds in bear market scenarios

IQS FEATURES

IQS is an Algorithmic Quantitative strategy that helps you create an investment Equity fund focused on

Investment in fundamentally strong companies through Equities

Investment through Fixed Rules with the help of Algorithms

Diversified portfolio with exposure across more than 10 sectors and more than 25 stocks

Market-timing to refine when to buy and when to liquidate based on quantitative and statistical parameters

Laddering approach to investment (buying securities in tranches rather than one shot investment)

Absolute return with outperformance over Nifty index as benchmarking

IQS EQUITIES OBJECTIVES

Capital Preservation

To undertake strategies that ensure long term wealth creation and minimize drawdowns in bearish market conditions

Capital Appreciation

To undertake strategies that outperform Nifty on an absolute returns perspective and produce superior returns

Sharpe Ratio

To maximize risk-adjusted returns

ASSET ALLOCATION & STRATEGY

ASSET ALLOCATION

Instruments : Equities

Minimum Investment :INR 2 Lakhs+

Exposure : Across more than 8 sectors and more than 15 stocks

Asset Allocation : Quantitative optimizer comprised of an optimal mix of large and mid cap stocks

INVESTMENT STRATEGY

Uptrending markets : 100% Equity allocation

Downtrending markets : Switch-over to Liquid Bees

Entry & Exit criteria : Market-timing to refine when to buy and when to liquidate based on quantitative and statistical parameters

Position Sizing : Laddering approach to investment (buying securities in tranches rather than one shot investment)

RISK CHARACTERISTICS

Performance criteria : Absolute return with outperformance over Nifty index

Lock-In : No lock-in but advised to remain invested over atleast a year

Risk Appetite : Low to Medium

Control : Complete transparency with power of discretion to act upon every recommendation

DERIVATIVES RESEARCH REPORT