QCAl pha

Volatility 
Algotrading
Systems
 ABOUT US

Our mission & vision

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.

Our strategies
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 back testing and stress testing under
various volatility environments.

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 ABOUT US

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.

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 THE TEAM

Alok Dharia
Alok Dharia holds a Masters degree in Chemical
Engineering from the University of Groningen, NL and an
MBA from Rice University, Houston (U.S.A). Alok has
worked with Merrill Lynch Commodities in Houston as a
trading strategist for 7 years trading crude oil, refined

products and natural gas on the NYMEX. At QCAlpha, Alok

is primarily responsible for developing, backtesting and
optimization of the firms algorithmic trading strategies

Tanmay Kurtkoti
Tanmay has a bachelor in production engineering from
Pune University as well as a PGDFM in Finance. Tanmay is
an NSE Certified Market Professional and a CFA
Candidate. Tanmay cofounded QuantsCapital. Prior to
founding QuantsCapital Tanmay has headed several prop
desks for over 4 years where he played a vital role in the
development and implementation of various complex
structures and high/medium frequency trading models,
which contributed significantly to the prop desk
profitability.
At QCAlpha Tanmay is responsible for building smart
execution algorithms to ensure effective trade execution
and risk management. 05
 THE TEAM

Prashant Mullick
Dr. Prashant Mullick has a Doctorate in Chemical
Engineering from the University of Illinois (USA) in
material science research studying the random motion of
nanoparticles. He has worked with General Electric where
he led the process development materials for the displays

industry. As part of the strategy development at QCAlpha,

Prashant utilizes his analytical skills to build the firm's
systematic algorithmic trading models.

Madhur Dahale
Madhur has an MBA degree from Pune University. Madhur
is cofounder of QuantsCapital. Prior to founding
QuantsCapital Madhur was with Religare as Vice
President, where he played a vital role in business
development, capital raising, customer acquisition, event
strategies, management consulting, marketing, product
development, sales and technology integration. Madhur
has over 15 years of management consulting, operations
and marketing expertise. At QCAlpha Madhur is
responsible for leading the business development and
execution of Firm’s long-term strategies.

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PRODUCTS
Movers & Solvers
Our strategies are classified into two main categories:

MOVERS
(Momentum & Volatility Enhanced Returns System)
– Long Gamma/Vega

SOLVERS
(Short and Long Volatility Enhanced Return System)
– Short Gamma/Vega

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 STRATEGY METRICS

QCALPHA PRODUCT PERFORMANCE

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 AFFILIATES
Broker Partners:
IIFL Securites Ltd.
Arihant Securites Ltd.
Trustline Sec.Ltd.
Globalworth Securities Ltd.
Marwadi Financial Services
Kotak Securities Ltd.
ICICI securities Ltd.
Master Trust Securiites Ltd.
Jainam Securities
Phillip Capital

Technology Partners:
Tradetron
Sensibull
Vidushi Infotech Pvt. Ltd.
Symphony
GreekSoft Tech Pvt. Ltd.

Investors:
Domestic Institutions
FPI
Corporate Houses
UHNI's
Family Offices

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 CONTACT
Our Offices
Mumbai
F49, Mongiapa Arcade, Versova,
Mumbai 400053

Pune
AWFIS Level - 2, Nucleus Mall, Camp,
Pune 411001

Email/Online
info@qcalpha.com
www.qcalpha.com
twitter: @qcalphaone

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