Long-Short Alpha Long-Short is a market-neutral trading strategy which is run algorithmically in which long and short positions are simultaneously taken in different futures instruments, based on the signals generated by our proprietary quant model, and a directionally neutral portfolio is created. This portfolio is regularly re-evaluated and rebalanced on an on-going basis. This portfolio is expected to generate consistent returns over time that are uncorrelated to the market.
Returns : 55.8% (Sep'19 to Sep20)
SMA Structure (Brokerage account)
INR 5 Crore
5% of portfolio per instrument
8% of AUM
Delta/Rupee Neutral portfolio with net exposure less than 20% of AUM always (Due to imbalances)