Quant Robo- QUANTROBOANALYTICS CONSULTING PVT LTD

IQS FUTURES LONG / SHORT


ALGORITHMIC TRADING

IQS Futures Long / Short deploys hedge fund styles such as Managed Futures and Equity Long / Short to generate absolute return

WHEN DOES IT WORK

IQS Futures Long / Short is a market agnostic strategy suite. And hence attempts to outperform the benchmarks in different market regimes - bullish or bearish.

DIVERSIFICATION

Coverage of 10+ Sectors and 100+ stocks leads to high diversification, lower correlations and lower drawdowns.

ALPHA IN DOWNTRENDING MARKETS

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.

IQS FUTURES

QUANTITATIVE STRATEGY SUITE FOR DERIVATIVES MARKETS

HOW CAN YOU PARTICIPATE

IQS FUTURES VS OTHERS FUNDS

HOW ALGO WORKS

STEP 1

Our optimized basket is a universe of N Single stocks futures, based on through back - tesing on atleast last 7 years of data.

STEP II

The Long / Short algorithm selects high probability longs and shorts from this universe depending on quantitative analytics of individual stock future.

STEP III

Long and Short baskets are carefully chosen thus creating an internally hedged product, keeping in mind optimal portfolio diversification and representation.

STEP IV

Trades are held from a short - term positional trading perspective, similar to a global managed futures style of trading.

HOW HEDGING WORKS

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

Thus,
Basket notional = INR 1 cr
Strategy notional = INR 40 lakh


MONTH-WISE STRATEGY RETURNS



SUPERIOR PERFORMANCE WHEN NIFTY FALLS

HIGHLY DIVERSIFIED ACROSS SECTORS (ILLUSTRATIVE)