Systematic, research-driven derivatives strategies and institutional capital solutions — delivered through disciplined execution and rigorous risk management, regardless of market direction.
A systematic desk built on rigorous research, disciplined execution, and returns that don't depend on which way the market moves.
Felix Corporation is a quantitative derivatives desk specialising in systematic, absolute-return strategies for institutional partners. We design and deploy non-correlated alpha models trusted by established brokers and proprietary trading desks across India.
Our edge lies in combining rigorous quantitative research with disciplined execution — delivering consistent risk-adjusted returns independent of market direction. Every strategy we run is built around a single principle: capital preservation and drawdown control come first, alpha generation follows from there.
Where traditional portfolios move with the index, our models are engineered to capture volatility premium, statistical arbitrage, and mean-reversion opportunities — targeting returns with low correlation to equity benchmarks.
Most portfolios carry more directional risk than investors realise. Felix Corporation was built to solve for that.
Traditional equity PMS strategies suffer in sideways or bearish markets — returns stay tightly correlated to broad index movements.
Most portfolios are over-exposed to market beta, leaving investors vulnerable during corrections and low-probability events.
Genuinely uncorrelated alpha is rare. Most "alternative" strategies in the market still carry hidden directional exposure.
We deploy systematic derivatives strategies engineered to generate returns independent of market direction — capturing volatility premium, statistical arbitrage, and mean-reversion opportunities with disciplined, model-driven execution.
Institutional-grade infrastructure, made available through capital allocation for qualified traders and managed portfolio strategies for allocators.
Hands-on mentoring that teaches the entire stock market through live trading sessions, not just theory.
Systematic, absolute-return derivatives strategies managed within a defined institutional risk framework.
A diversified book of delta-neutral, arbitrage, and positional strategies built to perform across regimes.
Signal generation via systematic, back-tested models.
Rules-based execution that removes emotional decision-making.
Alpha models designed to be independent of index direction.
Targeting consistent, risk-adjusted returns over benchmark-chasing.
Drawdown control and capital discipline at every level.
Clear reporting and documentation shared with every partner.
Institutional-grade infrastructure behind every trade.
A growing base of institutional trust and deployed capital.
A structured path from first conversation to ongoing, transparent portfolio oversight.
We start by understanding your objectives, capital, and risk appetite — and explain how our systematic strategies work in practice.
We map the appropriate mix of delta-neutral, arbitrage, and positional strategies to your profile and objectives.
A defined risk framework is established, including drawdown parameters and capital deployment limits.
Capital is deployed systematically according to the agreed strategy and risk mandate.
Ongoing risk monitoring, with regular, transparent performance reporting throughout the engagement.
Illustrative representation of a systematic, non-correlated strategy path. Not indicative of actual or future returns.
Our mentoring programme teaches the stock market from the ground up through live trading sessions, so you learn by applying concepts in real market conditions rather than through theory alone. Mentorship, support, and guidance continue even after the course ends.
Our Portfolio Management Services deploy systematic, non-correlated derivatives strategies on your behalf, within a defined risk and drawdown framework. You receive regular, transparent reporting on strategy performance and portfolio positioning.
We work with traders who can demonstrate discipline, a sound understanding of derivatives, and the ability to operate within a structured institutional risk mandate. Every applicant goes through a suitability and evaluation process.
Risk is managed through defined drawdown limits, position sizing rules, and continuous monitoring at both the strategy and portfolio level. Capital preservation is treated as the first priority, ahead of return generation.
Our strategies are systematic and non-correlated by design — built to target performance independent of market direction, rather than relying on directional market calls or discretionary trading.
We'd love to walk you through our strategy, share our approach, and explore how Felix Corporation can add value to your portfolio.
For institutional partnerships, mentoring & live trading enquiries, or PMS onboarding, reach out through any of the channels below — we typically respond within one business day.