About Us

Story About Us

The QCAlpha Story

At QCAlpha we seek to transform stock market volatility into opportunities for our Clients. QCAlpha develops proprietary quantitative and statistical models to trade directional and non-directional volatility on various asset classes under various trading environments.

Volatility Trading

QCAlpha strategies are designed to exploit non-linear payoffs, by leveraging the convexity of liquid index options, to access the fat tail return distribution.

Algorithm Development

All strategies at QCAlpha are automated end to end, from data ingestion, signal generation, smart order execution to risk management.

Automated Execution

The use of liquid index options, on Nifty & BankNifty, using automation allows extensive scalability of our models.

Across Asset Classes

QCAlpha develops proprietary quantitative and statistical models to trade directional and non-directional volatility on various asset classes under various trading environments.

Focus on Risk

At QCAlpha we build our algorithms keeping the asymmetry of risk/reward in our favour. Optimal position sizing is determined across our suite of strategies using extensive simulations of the efficient frontier to maximize the MAR of the portfolio.

Client Centric Approach

At QCAlpha we seek to transform stock market volatility into opportunities for our Clients.

Dedicated Support Team

Not only sweet algorithmic trading but great support as well.
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