01           ABOUT/

Bringing Technology
to Alternate Investments.

Although Artificial Intelligence is the century’s most transformative leap across sectors, when it comes to the Investment Industry, only a handful of players across the globe have evolved their technology to an optimum level of sophistication.

Seeking safety in benchmarks and traditional strategies can be counterproductive in this rapidly changing world. UIM brings you
Upstreet India Infinity Fund- our maiden fund which is the first and only systematic fund in Asia with technology as a focus from ‘Idea Generation’ to ‘Portfolio Construction'.

Upstreet Investment Managers is founded by the team of technology entrepreneurs and professionals on the principle that understanding data patterns and behaviour has a significant impact on how the alpha could be generated. Our founders' pedigree hails from IIT, IIM, IISc and SMU with a combined experience greater than 100 years.

KEY DIFFERENTIATORS

Hand-Picked
Talent

Our team brings more than 100 years’ worth of expertise in
portfolio management.

Clearly
Defined Risks

Assures return metrics in any economic state- boom,
neutral, recession.

AI-based
Holistic Approach

Using the power of technology from data cleaning, compiling
and analysis to portfolio construction.

Agile
Methodologies

The self-learning systems constantly learn from new market
events using real-time data and improve the
decision-making process.

Idiosyncratic
Strategies

As a result of dynamic allocation of portfolio to themes or
factors that are sector / industry / asset agnostic.

02              WHAT WE DO /

We unleash the power of neural nets and deep learning to grow your investments, bypassing the roadblocks of human emotions.

4 IMPLEMENT

the most robust model
in real-time.

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1 TRACK

Global macro,
Fundamentals, Quants and
Sentimental data points.

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2 UNCOVER

hidden patterns based on
historical data vis-a-vis
traditional research.

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3 ALLOCATE

portfolio by training systems
with past data and keep it
sector and industry-agnostic.

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5 BUILD

mathematical and deep machine
learning-based predictive investment
models by analyzing parameters through
technological advancements.

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develop-image

6 DEVELOP

strategies based on capital,
risk appetite, timeline, and
return expectation.

7 TEST

models against large datasets
to correct any anomalies from
desired outcomes.

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ROADBLOCKS OF CONVENTIONAL FUND MANAGEMENT SURPASSED

1.

Traditional
Process

Difficulty in keeping up with the latest knowledge and skills required.

2.

Human
Involvement

Often leads to bias and delays in the investment decision-making.

3.

Dependence
on available
resource

Lack of latest data and resources creates delays and a mismanaged ecosystem.

4.

Lack of AI

The quantum of data available is beyond human capacity to cleanse, compile and analyse; and needs the power of technology.

5.

Lack of
Transparency

This leads to investment risks, performance issues and rising fees.

6.

Herded
Portfolios

Numerous investors following the crowd instead of their own analysis often affect the targeted portfolio's return.

03               FUND OVERVIEW /

Upstreet India Infinity Fund

Our end-to-end tech-driven fund unleashes the power of Neural Networks and Deep Learning to grow your investments. Our long-short equity fund is focused on high liquid stocks and derivatives in Indian secondary markets. The fund is designed by Hedgeloop technologies who is a SEBI registered investment advisor with a track record of consistently beating benchmarks for 5 years in a row. The high-impact, intelligent, and profitable trading strategies constantly find patterns in large datasets, potentially identifying signals for generating alpha.

1

LONG-SHORT
FUND

LONG SHORT
FUND


L:S Ratio of 50:50,
focused on high
liquid stocks and
derivatives in Indian
secondary markets.

2

MARKET
PERSPECTIVE

MARKET
PERSPECTIVE


Market volatility
measured by
comparing current
returns against the
market’s mean.

Driven by a market
perspective which
is derived from
market volatility.

3

TECH
INTEGRATION

TECH
INTEGRATION


Novel fund
management
technique from an
Asia-Pacific
standpoint.

Tests simulations
against large sets of
historical data and
implements the best
model in real-time.

4

RECORD
PERFORMANCE

RECORD
PERFORMANCE


Performance
indicated through a
~5 year prop book.

Constantly
outperformed Nifty.

5

SURPASSES
HUMAN ERRORS

SURPASSES
HUMAN ERRORS


Eliminates
investment
decision-making of
human incapability
of analyzing millions
of data patterns.

Minimizes errors
arising due to
prejudices.

04           OUR STRATEGY/

Our Long-Short Strategy

Long-short portfolio is simply buying of stocks which
are expected to over-perform and selling stocks
which are expected to underperform.


Global markets and assets have been increasingly
correlated and complex.


To understand markets well and find possibilities, we
simulate using a multitude of variables to forecast
volatility which decides the market regime.

Market regimes can be either
A) BULL
B) BEAR
C) RANGE BOUND

Variables to forecast market regime include:

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MACROECONOMIC

GDP,
Inflation,
Employment, etc.

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QUANTITATIVE

Technical
Indicators
& Prop Quant
models

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FUNDAMENTAL

Earnings,
P/E,
EBITA etc.

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SENTIMENT

Facebook &
Twitter feeds,
Global News
Headlines, etc.

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MICRO

Open Interest,
Volume,
Put-Call Ratio,
etc.

Variables forecast

the Market Regime

Bull-icon

BULL

Bear-icon

BEAR

Range-icon

RANGE
BOUND

Implied Volatility = Expected Volatility - Realised Volatility

The resultant of this determines the net exposure in the markets. Net Exposure could be-

VOLATILITY POSITIVE :

Allocation to Gsec bonds and
hedge the portfolio with equity
stock and index derivatives.
Portfolio returns are resultant of
individual returns of long and short
positions and yield of Gsec, having
a net negative exposure.

VOLATILITY NEGATIVE :

Allocation to equity cash and
hedge the underlying with stock
and index derivatives. Portfolio
returns are resultant of returns on
equity cash and derivatives, having
a net positive exposure.

VOLATILITY NEUTRAL :

Hedge the portfolio keeping the
net exposure close to zero.
Returns are resultant of spreads
between long and short.

The first step in determining an ideal long-short portfolio consists of identifying 4 inputs:

1. RISK     2. RETURN     3. TIME     4. CAPITAL

From the above inputs, neural networks simulate a portfolio using the above-mentioned combinations of
independent variables, OHLC of equity cash and futures data; machines push recommendations on
volatility, stocks, and derivatives with their risk, return and time metrics.

DataCollection DataCompiling DataAnalysisi ProprietaryModels PortfolioGeneration

06          OUR TEAM /

The relationship between technology and human talent is the key to success in our industry. Our hand- picked talent of
stalwarts from diverse backgrounds across the globe only compliments the agility of our Al tech. Upstreet is partnering
with Hedgeloop Technologies and has subscribed for the services provided by the Hedgeloop Technology Advisory team.

PAST PERFORMANCE


Year 2018 2019 2020 2021
Annualised Return 31.30% 24.20% 46.97% 63.00%
Standard Deviation 22.8% 23.1% 30.0% 13.7%
Sharpe 1.37% 1.05% 1.57% 4.59%

Standard Deviation and Sharpe ratios for the year 2021

STANDARD DEVIATION SHARPE
Upstreet 13.72% Upstreet 4.59
MF(1)** 24.87% MF(1)** 1.38
MF(2)** 28.85% MF(2)** 1.28
Eureka India HF Index 28.52% Eureka India HF Index 1.451
Cat III Index 27% Cat III Index 2.23
MSCI India Index 23.85% MSCI India Index 0.88
MSCI Emerging Markets Index 18.05% MSCI Emerging Markets Index    -

*Risk Free rate is greater than Portfolio return
Source: Morningstar, Value Research, Moneycontrol

**Performance indicators correspond to top performing Mutual Funds in the Indian market.For the
purpose of preserving interests from a confidentiality standpoint, we would not display the fund names.

Source: https://www.crisil.com, https://www.eurekahedge.com

Source: Morningstar, Value Research, Moneycontrol

Source: MSCI Index












Tell us how can we help you. Or book a meeting directly with one of our team members ->


   

+91 8897501542, +91 9619909930

   

writetous@upstreet.in

   

https://www.linkedin.com/company/upstreet-
investment-managers-llp