DNB Asset Management was founded in 2019 with the objective of generating superior risk-adjusted returns over the short- to medium-term. We are a private group of investors, focused on creating the most efficient trading solutions possible for our proprietary capital.
Active trading strategies in equity indices and single stocks.
Example: Option Spreads, Volatility Forecasting, Calendar Spreads.
Short to medium-term holding periods direction forecasting models, on equities and commodities
Example: Index futures medium-term trend, single stocks short-term mean reversion.
Long and short stocks in a market neutral fashion, expecting the difference between stocks to converge.
Example: Long high value stock and short low value stock.
Arbitraging the spread between different securities of the same underlying.
Example: Cash Futures Arbitrage, Index Arbitrage
Active trading strategies in equity indices and single stocks.
Example: Option Spreads, Volatility Forecasting, Calendar Spreads.
Short to medium-term holding periods direction forecasting models, on equities and commodities
Example: Index futures medium-term trend, single stocks short-term mean reversion.
Long and short stocks in a market neutral fashion, expecting the difference between stocks to converge.
Example: Long high value stock and short low value stock.
Arbitraging the spread between different securities of the same underlying.
Example: Cash Futures Arbitrage, Index Arbitrage
| Annualized Average Return: | 22.46 % |
| Annualized Volatility: | 4.91 % |
| Max Drawdown: | -0.67 % |
| Worst Month: | -0.67 % |
| Sharpe Ratio (Rf=6%): | 3.4 |
| Sortino Ratio (Rf=6%): | N/A |
We’re always looking for resourceful people to join our team. Are you such a creative mind, a free thinker, and willing to leave the beaten track? Then we would like to get in touch with you!
We also offer students the opportunity to get to know the world of quantitative trading and/or work on the many processes around managing capital. Contact us at: careers@dnbamc.in
Asset Management Company