Long-Short Alpha

Algorithmic investment and execution offerings

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)

Product Characteristics

Product Structure

SMA Structure (Brokerage account)

Eligibility criteria


Minimum Subscription Amount

INR 5 Crore



Risk / Return

Position Sizing

5% of portfolio per instrument

Stop Loss

8% of AUM

Key Risks

Delta/Rupee Neutral portfolio with net exposure less than 20% of AUM always (Due to imbalances)

Gross Return Series


Live Performance

Measure Since Inception 12 Months 6 months 3 months YTD 2020
Absolute Returns 55.8% 55% 23.8% 1.4% 46.8%

Want to know more about quant based investments.

All investment are subject to market risk. Please read the offer document thoroughly. To learn more contact us.