- INDUS VALLEY PARTNERS-

Team- Invictus
Ritesh
18pgp156@iimraipur.ac.in
Ravi Bajpai
18pgp150@iimraipur.ac.in
 Problem Statement 1: Benchmark Analysis

#1. Measurable
Source Percentage
#2. Tailored to risk Publicly available Hedge Fund 41%
#1. Selection Bias Index
characteristics of the specific
strategy Internal proprietary benchmark 12%
#2. Survivorship Bias
LIBOR Based 14%
#3. Investable
#3. Back fill Bias Public Equity Index 15%
No Benchmark 10%

Hence, it is better to use publicly available hedge fund index.

HFRI Asia with Japan Index is the one which can be used for this purpose.
 Problem Statement 1, Q2: Automating Process
Review
Investment Pastperformance Mandate andcorrection Daily reports Portfolio
Reviews monthly performance andnew
Performance
Portfolio Management Investment stock research reports given by analysts
Committee andMandate Optimization Committee and issues updated investment
Update Daily reports
Market Monthly Trading Data mandate to PortfolioManagers
Daily data Accurate Portfolio performance
Report Performance Portfolio
performance Daily Trading data Prepares trade strategies as per IPSand
outlook Reporting Data Instruction for strategy
Report Trades Fund mandate. They need daily
Processing Portfolio
Data Market Outlook Order Management performance and P&Lattribution report,
Accurate Trading data Managers
System Trade Data Trading Report new market research, compliancereport
Daily Data Analyst Accurate
recording of Client for effective of tradestrategies
Daily trading activities Traders
Report Trading
Internal Data Compliance Activity ProcessingMarket
Processing Market Data Execute buy and sell instructions of
Data Data Process Market Data Front
Reporting Portfolio Manager. At present traders are
Processeddata Trad Office recording trade details manually intoOrder
e t Reporting
Trade specificdata
Trades
Team ManagementSystem
External Sources Day to day Operation Team Repo
Current Data Reporting r
Report osition
Daily ract ComplianceData
Position/Risk Processing Operations
DataExtract
p Is responsible for processing accurate daily
Compliance Data ex Team reports required by all other teams
ComplianceData Daily
t internal data
PFSubTeam
Exposure
ComplianceData Internal/Investment Extraction
AIFMD Sub Team Compliance Team ExposureData Takes care of regulatory filings (Form PF
Compliance
ComplianceReport & AIFMD). The data cleaning and report
Team

Sin Stock Wise

preparation process is manual and

RegionWise

SectorWise

Exposure
ComplianceReport

Exposure
Exposure
Process prone to errors
Process
Regulatory Daily
Regulatory
Report Compliance
Report
DataProcessing Analyst Prepares performance and new stock
ComplianceReport ComplianceReport research reports using internal and external
Data Storage for Exposure
market data
SEC FCA Various Exposure Data

Data Flow Data

Entity Processes Storage
Thank Y ou!