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.

Hedge Funds World Asia 2013 is held on 3-5 September 2013 in Hong Kong, and is the executive forum for Asia’s hedge funds industry. It is where senior executives from Institutional investors, hedge funds and fund of funds discuss the latest investment strategies, hedge fund allocations, portfolio management tactics and fund structuring. It is a place where innovation and expertise is showcased, solutions are found and learning is done. Hedge Funds World Asia is the place where solution providers find new business.

Find out more on how you can leverage on this platform to propel your business forward, download the event prospectus, or contact Gavin Harris at +65 6322 2748 or gavin.harris@terrapinn.com today!

 
 
 

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