White Paper
The Evolution of Alternative Risk Premia
An in-depth analysis of how alternative risk premia strategies have evolved and their role in modern portfolio construction.
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Generating consistent, uncorrelated, absolute returns with sophisticated derivatives trading strategies. Delivering sophisticated quantitative solutions for institutional investors since 2013.
78.78%
Annualized Returns
15+
Diversified Algorithmic Strategies
90%
Trade Win Rate
Investment Approach
We employ highly quantitative, model driven strategies in highly liquid exchange traded instruments across asset classes. We aim to achieve absolute returns while preserving capital, and hedging exposure to any particular currency.
Quantitative Excellence
It is a highly disciplined approach that focuses on structuring trades with extremely high win rates of 85-91%. After thorough regression and back-test analysis, we implement short-term arbitrage strategies.
Market Neutral Approach
We allocate capital over diverse strategies allowing participation in all market conditions, while being largely uncorrelated to directional swings of the general equity market.
Proprietary Technology
We use our proprietary monitoring platform to scan the entire market for opportunities in real time. We run various models on raw market data to generate algorithmic trading signals.
Investment Strategies
At any given time, we have trading teams pursuing sophisticated algorithmic strategies across multiple asset classes.
Statistical Arbitrage
Core StrategyA strategy wherein price inefficiencies between securities in a market are exploited using sophisticated quantitative models and real-time market analysis.
Win Rate
85-91%
Market Exposure
Neutral
Volatility Arbitrage
OpportunisticA strategy that exploits the difference between forecasted future volatility of assets and implied volatility of options on those assets.
Approach
Non-Directional
Risk Profile
Controlled
Momentum Trading
TacticalSystematic momentum strategies combined with relative value fundamental equity analysis to capture short-term market inefficiencies.
Execution
Algorithmic
Time Horizon
Short-term
Latest Insights
Thought leadership and research from our investment team.
Market Commentary
Q3 2025 Market Review
Our quarterly assessment of market conditions and implications for our investment strategies.
Research Note
Factor Timing in Volatile Markets
Exploring the challenges and opportunities of factor timing during periods of market stress.
About Lama Capital
At Lama Capital Management Investment Funds, we are dedicated to our mission of generating consistent, uncorrelated, absolute returns, and maintaining a commitment to our principles of discipline, integrity and highest quality risk management.
Lama Capital Management was founded in 2013 by former Wall Street investment professionals from Deutsche Bank and BNP Paribas. We have leveraged our experience, quantitative skills, and execution knowledge of scalable strategies to build an extremely strong investment platform. Our team comprises of highly driven quantitative and technical experts from India's premier institutions.
We believe in putting ourselves in our investor's shoes. Lama's employees are significant investors and are proud to be invested alongside a diverse and global investor base.
Extreme Transparency
Monthly returns data with drawdowns from each investment source, not standard quarterly reporting.
Capital Preservation
Strong culture of risk management with portfolio insurance and defined risk strategies.
Proprietary Technology
Enterprise level technology ecosystem with proprietary monitoring and risk management platforms.
Founded
2013
Background
Wall Street Veterans
Experience
Deutsche Bank & BNP
Approach
Quantitative Excellence
Contact Us
Learn more about our investment strategies and how we can help enhance your portfolio's risk-adjusted returns.
Investment Inquiries
anirudh@lamacap.com
General Information
info@lamacap.com
Office
New Delhi, India
Dubai, UAE