Quant Robo- QUANTROBOANALYTICS CONSULTING PVT LTD

IQS EQUITIES LONG-ONLY


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
  • I. Investment in fundamentally strong companies through Equities
  • II. Investment through Fixed Rules with the help of Algorithms
  • III. Diversified portfolio with exposure across more than 10 sectors and more than 25 stocks
  • IV. Market-timing to refine when to buy and when to liquidate based on quantitative and statistical parameters
  • V. Laddering approach to investment (buying securities in tranches rather than one shot investment)
  • VI. Absolute return with outperformance over Nifty index as benchmarking

IQS EQUITIES OBJECTIVES

ASSET ALLOCATION

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

IQS EQUITIES VS OTHERS


MONTH-WISE STRATEGY RETURNS