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Statistical Arbitrage

This is a statistical arbitrage portfolio comprising of stock futures on NSE created based on various equity factors.

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₹1 Lac invested for could have been:


₹


₹

Note: This is a tool to communicate factual return information using replicable methodology and should not be seen as advertisement, promotion or promise of any future performance.

  • CAGR: ?CAGR returns are derived from a detailed index value calculation and rebalancing methodology, as explained here. This factual return information is not intended as an advertisement, promotion, or promise of future performance.

    %

  • Volatility:

    High Volatility

  • Rebalancing Frequency:

    Daily

  • Type of Portfolio:

    Alternative

  • Min Investment:

    ₹

  • More Insights

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Statistical Arbitrage

None

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Live Returns

Rebalance?Rebalancing is the process of periodically reviewing allocations to get best results.

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.
Machine Learning: We use powerful machine learning algorithms to extract the most out of the technical, fundamental and macroeconomic factor data
Limit on max sector allocation
PB Ratio
PE Ratio
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Frequently Asked Question

Each portfolio is diversified to and contains 18-22 stocks in it.

All our portfolio are Long-Term as they are rebalanced as per market conditions so time frame varies as per expectations.

Rebalance is an update to portfolio to get best returns. In this we suggest you sell some of holdings and purchase some new stocks.

Except for subscription you will be charged brokerage fee as per your broker.

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