PROGRAMME

Long Short Futures Programme

Programme Summary

Invests long and short, stock and index futures and cash equities in the Indian equity markets It has been active since 2006.

Key Features

  • Invests both long and short and is capable of generating returns irrespective of market direction.
  • Uses momentum and divergence strategies to generate excess returns.
  • Low correlation with equity indices. The long term correlation is close to zero.

Programme Vehicle

Managed Account