*Last Updated: Sept. 6, 2020
This is a statistical arbitrage portfolio comprising of stock futures on NSE looking at various equity factors in the market combining them using machine learning.
|Annualized Return||Annualized Risk||Max Drawdown||Monthly Return||Quarterly Return||Half-Yearly Return||Yearly Return||YTD Return||Since Inception|
The strategy seeks to achieve its investment objective by combining multiple indicators based on equity fundamental & technical factors using powerful machine learning based position sizing. We are nearly market neutral in all times with a very minimal drawdown on exposure. It takes a leverage of 3X.
Maximum position: 12.5%
Machine Learning: We use powerful machine learning algorithms to extract the most out of the technical, fundamental and macroeconomic factor data
All Stock Futures
The Fund is market neutral at all time, with 4% drawdown on exposure.