Question regarding the underperformance of algos

[tilak.chauhan]

Hi @Neeraj_reddy

We have addressed this query in one of our earlier posts. Please refer to it below:

CAS rule implementation have cascading effect

Hi, At this point, we don’t see any evidence to suggest that the recent losses are attributable to the introduction of CAS. Every algorithm goes through periods of drawdown as part of its normal performance cycle. The recent losses are in line with the natural drawdowns that can occur based on prevailing market conditions and are not something we can directly associate with CAS. Our research team continues to monitor all strategies closely, including their behaviour after the implementation o…