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Statistical Arbitrage - Medium

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

₹1 Lac invested for could have been

Statistical Arbitrage - Medium

CAGR

1D Returns

Volatility

leveraged

Rebalancing Frequency

Daily

Subscription Starting

Min Investment

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Statistical Arbitrage - Medium

None

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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