Case Study on Building a Quantitative Long/Short India Equity Strategy
Over the last 25 years, quantitative investment management has grown steadily in popularity in the US and Western Europe, with quantitatively managed institutional assets ranging between $750 billion and $1.8 trillion over the last 5 years. There is a low correlation between fundamental investments providing significant diversification with quantitative strategies. The success of quantitative strategies can be traced to attractive and consistent performance history, and transparency and predictability of the investment process. Currently in India, the majority of investment managers follow a subjective investment process, where emotions play a big role which sometimes brings about negative consequences. Conversely, quantitative strategies likely enjoy greater success due to less “crowding”.
Click here to download a case study on I-Systematic, an absolute return oriented Long/Short equity strategy designed to deliver the expected 15%-20% (2X leverage) annual returns of the Indian equity market with less than half the market risk.
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