created : 4 months ago| |  live deployment: 0

Strategy description

Investment Objective

The Statistical Arbitrage portfolio by Wright Research creates a market neutral portfolio comprising of single stock futures on NSE looking at various equity factors in the market combining them using predictive modelling.

Investment Strategy

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. 

Strategy Advantages

Exposure to Diverse Themes: The strategy allocates to uncorrelated set of factors to create a diversified exposure

Machine Learning: We use powerful machine learning algorithms to extract the most out of the technical, fundamental and macroeconomic factor data

Risk Management: The Fund is market neutral at all time, with 4% drawdown on exposure. Maximum single stock exposure and sector exposure is also controlled.


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