Portfolio
Construction
Quant-Driven. Multi-Strategy. Controlled Risk.
Statistical Quant-Driven Trading
Our investment process is rooted in statistical and quants-driven models, designed to exploit inefficiencies in index options. These models adapt to changing market conditions, delivering intelligent, data-driven execution.
Multi-Strategy Approach
- Delta-Neutral & Non-Directional layers
- Mean-Reverting logic
- Momentum & Trend-Following layers
This diversified strategy stack ensures performance across varying market regimes.
Strategy Portfolio Structure
Absolute Return | Fully Automated | Quant-Driven
Product Strategy
Our index option strategy is an absolute return product, offering much stability to big money as compared to any other asset class. It is balanced in a way to manage volatility. The strategy exploits markets in increasing volatility via Positional strategies and in decreasing volatility via Intraday models.
Key Characteristics
- Fully Automated Execution
- Intraday Strategies:
- Non-Directional
- Delta-Neutral
- Mean-Reverting
- Directional
- Option Greeks-Based Logic
- (Delta, Gamma, Theta, Vega)
- Algorithmic Risk Management
- No Transfer of Custody
- Complete Automation
- No Deposit Lock-in
- Positional Strategies:
- Non-Directional
- Directional
- Mean-Reverting
- Quantitative Engine
- No Leverage
- Non-correlated Strategies
- Full Transparency
- Same Day Settlement
- Low Risk Profile
Product Profile
This strategy offers consistent, risk-adjusted returns with minimal drawdowns, ideal for investors seeking low-volatility alpha. With low correlation to traditional assets and a strong emphasis on capital preservation, it suits conservative institutional mandates focused on stability and disciplined risk management
Mutual Expectations
What You Should Expect From Us
- Uncompromising Integrity: Full transparency on operations, with regular updates on portfolio positioning and performance.
- Alignment of Interests: We invest alongside you, building a culture with skin in the game.
- Client-First Philosophy: Your returns take priority over our ambition.
- Long-Term Focus: Every decision is made with a minimum 1-year horizon, and we optimise for durable, risk-adjusted outperformance.
- Principle-Driven Approach: We focus on the ultimate causes of success (edge, process, capital efficiency), not just proximate factors like short-term macro shifts.
What We Expect From You
- Patience & Perspective: Evaluate our performance over a rolling 3–5 year period, not monthly noise.
- Trust in Process: Our systems are battle-tested and proven. In times of volatility, your calmness will directly impact outcomes.
- No Stock Picks or Tips: We are not a newsletter. We focus on high-conviction positions within our managed universe, rather than individual company calls.