High Frequency Strategy

All publicly traded companies listed on the NSE are included in the universe.

The team conducts in-depth research to decide on the criteria for constituent selection to capture dominant conviction around short-term events.

Lotusdew High Frequency strategy behaves like a long-only event based hedge fund. It aims to take positions in smallcap stocks that are expected to benefit from events like earnings surprise, dividends, mergers/split announcements, policy tailwind, order wins, analyst calls, rating upgrades etc by anticipating these ahead of announcements. The research team picks individual stocks using Artificial Intelligence applied on behavioral finance techniques combined with a host of quantitative and qualitative factors.

The smallcase weights the selected stocks equally.

This smallcase has a monthly rebalance schedule. Once every month, the research team reviews this smallcase and realign the weights with the selected asset allocation strategy for the next month

High Frequency Strategy Quant

Built to take advantage of high frequency macro economic and corporate action indicators 

High Frequency Strategy Quant

Overview

Stocks & Weights

At a Glance

Holdings Distribution