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SIF360 proudly presents QUANT MUTUAL FUND as our Exclusive Featured Partner, bringing you India's most sophisticated SIF strategies: qsif Sector Rotation Long-Short Fund, with direct access and live NFOs.
High Performance Dispersion
The gap between the best and worst performing sectors in a single quarter frequently exceeds 30%
The Solution!
An active investment strategy which can go long on sectors expected to outperform and go short on sectors expected to witness drawdowns
Genesis of Sector rotation cycle-aware strategy qsif
By aligning sector exposures with anticipated shifts in the market cycle, the strategy aims to generate alpha in a disciplined and systematic manner
Sector performance varies across economic phases
Sector performance varies materially across different phases of the economic cycle, with distinct sectors benefiting from specific macroeconomic environments.
Exploit dispersion through active rotation
The sector rotation strategy seeks to exploit this dispersion through active sector rotation, reallocating capital to capture relative outperformance opportunities.
Markets are forward-looking
Financial markets are inherently forward-looking, typically pricing in expected economic conditions in advance.
Position ahead of inflection points
As a result, market cycles tend to lead economic cycles, creating opportunities to position ahead of key inflexion points.
quant: powerhouse for long-short strategy
Led by one of India’s earliest institutional players in the derivatives and Badla markets, quant’s Founder & CIO, Sandeep Tandon, brings proven expertise in quantitative research and multivariate investment strategies. His decades of leadership, combined with the team’s experience across long-short equity, statistical arbitrage, and volatility arbitrage, ensure deep domain mastery that few in the market can rival.
In its previous avatar, quant was an early adopter of co-location in India, launching a high-frequency trading desk that processed billions of data points with nanosecond precision, turning them into actionable strategies. From 2008 to 2018, quant’s proprietary trading and facilitation desk consistently delivered absolute returns, demonstrating strong strategy execution and risk management.
quant Mutual Fund has demonstrated steady growth among AMCs in India, delivering strong growth across schemes in past 5 years. The current equity MuM of ₹ 93,000* crore has grown from ₹ 35 crore in 2020 and has huge investors base of over 1 crore folios*.
quant been a pioneer of dynamic management in the Indian mutual fund industry, building its philosophy around constant portfolio calibration and swift decision-making.
Through quant's indicator suite — Risk Appetite, Liquidity, Money Flow, Perception, and Volatility Analytics — the investment process continuously adapts to changing market cycles. This enables resilience and adaptability in both volatile and stable environments, crucial for long–short strategies.
quant’s Systematic Active Investing approach uniquely merges algorithmic rigor with the conviction of seasoned portfolio managers. This hybrid model allows swift response to market shifts without losing the depth of discretionary insight, a critical edge in dynamic long–short positioning.
science of prediction using the mathematics of cycles
Cycles Analytics
Cycles are the symphony of all the diverse cosmic phenomena and the fundamental laws that drive the universe apply equally to financial markets
Cycles are driven by a set of independent and interdependent dynamics
Some cycles extend over the long-term, spanning millennia, while other cycles are much shorter, and may last only a few days
At the core of quant’s Cycles Analytics is a probabilistic view of markets and the entire world
A probabilistic viewpoint helps mitigate risk and is embedded into investment frameworks
We apply cycle analytics and inflexion point analytics mathematically in VLRT and MARCOV frameworks
Returns in equities are driven more by where you invest than what you pick
Opportunistic through sector cycles
The fund employs a sophisticated multi-cycle rotation framework to systematically identify which sectors should be overweighted (long) and which should be underweighted or shorted.
Macroeconomic Cycle
Reflects expansion and contraction phases of the economy: Early, Mid, Late, Recession/Recovery
Earnings Cycle
Tracks corporate profitability, earnings surprises, and margin trends
Liquidity Cycle
Reflects capital availability driven by central bank policy and credit conditions
Introducing MARCOV adaptive precision in every position
To implement the Systematic Active Investing style with precision and depth, we have developed MARCOV, a proprietary investment framework that translates the philosophy into an actionable & adaptive allocation model
MARCOV is a cross asset, regime-aware framework built to optimise long–short portfolios with asymmetric return potential, controlled volatility, and adaptive risk modulation. It employs a scientific, data-driven approach to achieve consistent, superior risk-adjusted returns while maintaining tighter control over volatility and exposure
Predominantly based on our High Frequency Analytics (HFA), it validates directional biases through a layered convergence model before capital is committed. The result is an integrated, forward-looking positioning model that can systematically pivot between offensive and defensive stances, ensuring that capital is consistently aligned with the prevailing and ensuring that capital is consistently aligned with the prevailing and emerging market regime
Execution is governed by a dual-approval mechanism: machine-calculated allocations undergo discretionary review by money managers with deep domain-specific context, ensuring the macro-narrative alignment and risk considerations are embedded into the core decision layer
This synergy between probabilistic models and systematic discipline allows qsif to move fluidly across the risk spectrum — from market-neutral stances to high-conviction directional allocations, while maintaining
”qsif team
The Money Managers and Analysts are responsible for the portfolio management (including idea generation, portfolio construction, security selection, investment research, dynamic rebalancing and risk management of the Fund)
Sandeep Tandon
Founder & Chief Investment Officer
Sandeep is the Founder & Chief Investment Officer of the quant Money Managers...
Sandeep’s credentials as a global macro strategist are well established...
Sameer Kate
Money Manager
Over two decades of experience in equities and derivatives.
Jignesh Shah
Money Manager
Over three decades across macro and equity markets.
Ankit Pande
Money Manager
13+ years in Indian equities with CFA background.
Sanjeev Sharma
Money Manager
18+ years in capital markets and risk analytics.
Investment strategy details
Invest in qsif
As SIF360's exclusive Featured Partner, QUANT MUTUAL FUND offers priority access, direct investment links, and premium support, for qsif Sector Rotation Long-Short Fund, only on this platform.