What We Do
Our Strategies
Daksum Capitals operates two distinct, complementary strategies — each built on rigorous analysis, disciplined risk management, and a clear investment mandate.
Strategy One
Long / Short Equity
We run a long/short equity book with a net long bias, maintaining meaningful directional exposure to equity markets while retaining the flexibility to short individual names or sectors. Our portfolio is constructed around high-conviction fundamental and quantitative research.
Directional Bias
Net Long
We maintain a structural net long exposure, participating in equity market upside while managing downside through selective short positions.
Beta Management
Dynamic Hedging
During distressed or dislocated market conditions, we actively tilt portfolio beta — reducing net exposure and layering hedges to protect capital.
Risk Framework
Position-Level Controls
Each position carries defined size limits, stop-loss thresholds, and correlation constraints to prevent concentration risk.
Market Focus
Global Equities
We source opportunities across 4+ global equity markets, with a focus on liquid, institutionally-traded names.
"We tilt beta during distressed times — not to exit the market, but to survive it with conviction intact."
Strategy Two
Low Frequency Trading
We operate a systematic low-frequency trading strategy focused exclusively on US markets. Rather than competing on speed, we compete on insight — using volume analysis and options market data to identify structural price moves before they fully materialize.
Market
US Equities
Focused exclusively on US-listed equities and derivatives, where liquidity and options market depth provide the richest analytical signal.
Holding Period
Days to Weeks
Positions are held over multi-day to multi-week horizons, capturing structural price moves without the noise of intraday volatility.
Volume Analysis
Core Signal
Unusual volume patterns, accumulation/distribution dynamics, and institutional flow signals form the foundation of our entry and exit framework.
Options Analysis
Confirmation Layer
Options market data — open interest, put/call ratios, implied volatility skew — is used to confirm directional conviction and size positions accordingly.
"Volume tells you what price confirms. Options tell you what institutions expect."
RISK · DISCIPLINE · CAPITAL
Across Both Strategies
Risk Principles
Capital Preservation First
Every decision begins with downside assessment. We size positions to survive adverse scenarios, not just to maximise upside.
Defined Exit Discipline
Entry and exit criteria are established before a position is opened. We do not improvise under pressure — the framework decides.
Correlation Awareness
We actively monitor cross-strategy and cross-position correlation to ensure the portfolio does not carry hidden concentration risk.
Get in Touch
Interested in Our Approach?
We engage with qualified institutional investors and accredited allocators. Reach out to begin a conversation about our strategies and investment process.
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