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 nondirectional volatility on various asset classes under various trading environments.
QCAlpha strategies are designed to exploit non-linear payoffs, by leveraging the convexity of liquid index Options, to access the fat tail return distribution. The strategy matrix at QCAlpha is non-correlated and designed over multiple time frames, using extensive backtesting and stress testing under various volatility environments.
automation & algos
All strategies at QCAlpha are automated end to end, from data ingestion, signal generation, smart order execution to risk management. The use of liquid index options, on Nifty & BankNifty, using automation allows extensive scalability of our models.
on risk & leverage
At QCAlpha we build our algorithms keeping the assymetry 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.
(Momentum & Volatility Enhanced Returns System) – Long Gamma/Vega
(Short and Long Volatility Enhanced Return System) – Short Gamma/Vega