PROALPHA CAPITAL
ProAlpha Capital actively advises on the following investment products:
- ProAlpha Yield Strategy (PAYS) – This investment strategy captures the Implied Volatility (IV) spread between leading indices (Nifty & BankNifty) and their respective top-weighted constituents actively. Directional risk is hedged on both sides thereby making it a market neutral and rupee neutral strategy. Strategy objective is to generate consistent and steady returns with low risk like a debt plus product.
- Non-Correlation: PAYS doesn’t derives its risk or return from direction move of the market.
- Fully Systematic and Quantitative
- Low Liquidity Risk: PAYS trades in exchange traded current month contracts.
- Tail Risk Hedged: Extreme market directional risk on either side is hedged all the time, so capital preservation is built into the model and eliminates large tail risk.
- Capital efficient: Strategy can utilize 50% existing exchange approved collateral which can be allocated as margin.
- Risk of drawdown is due to dispersion in the portfolio with respect to index which is actively managed
No conflict of interest – ProAlpha is an investment manager/advisor with no broking business or subsidiary. ProAlpha is focused fully on the needs of its clients.