BugleRock CrossRoads Strategies
WHO ARE WE
BugleRock CrossRoads Strategies (BRCS) – Investment Solutions & Research
BugleRock CrossRoads Strategies (BRCS) is the Investment Solutions and Research function supporting the BugleRock group's investment-led businesses. BRCS brings together fundamental research, quantitative analysis and portfolio risk management to enable disciplined portfolio construction and ongoing risk monitoring under a common internal governance framework.
BRCS operates through specialized clusters, each running its own models and processes within a shared research universe, data stack and risk architecture. This structure helps translate research views across cash equities and exchange-traded instruments (such as ETFs and permitted derivatives, where applicable) into implementable portfolio frameworks, supported by ongoing risk analytics.
Research
Portfolios primarily investing in listed equities and such other permitted instruments.
Hybrid / Multi-Asset
Portfolios investing across multiple asset classes and/or instruments as permitted.
Derivatives Strategies
Portfolios using exchange-traded derivatives for risk management and efficient portfolio management.
Investment management/advisory services, client onboarding, contracting, fee charging and communications are carried out only by the relevant SEBI-registered entity for the applicable line of business, and not by BRCS as a standalone offering.
BRCS is an internal investment solutions and research function and does not independently provide regulated services. Any product/service is offered only under the client agreement and disclosures of the respective SEBI-registered entity.
How we think
An Integrated Investment Process
At BRCS, our investment solutions are built on an integrated investment process that combines three essential pillars. We do not treat any one of these as "primary" or "secondary".
Research
Company, Market and Macro Research – understanding businesses, macro trends, order flows, positioning and how markets behave in reality.
Quantitative Models
Using data, signals and rules to turn that research into disciplined, repeatable decisions.
Risk Allocation
Deciding how much risk each position, strategy and engine can take, so that portfolios are built for durability, not drama.
“All three are part of our research process and all three show up in every investment solution we run optimally for an underlying market cycle."
Our Three Strategy Pillars
Multiple Investment Approaches
We offer multiple investment approaches across Equity and Multi-Asset mandates and Derivative-based mandates.
Services and investment approaches are offered only through the respective SEBI-registered entity and are subject to the terms, disclosures and documentation applicable to that entity and service.
Nexus
QLO + QSM (Core Equity Blend)
Dual
Engine Portfolio
Nexus is a dual-engine, long-only equity portfolio that combines our quantamental long-only engine (QLO) with the pure-quant QSM engine in a single, risk-managed core allocation. It blends cycle-aware opportunity discovery with machine-learning driven stock selection to deliver diversified, all-cap exposure under one unified framework.
- Complementary engines – QLO for structured opportunity capture, QSM for focused, model-driven momentum
- All-cap, risk-managed – exposure across large, mid and select small caps within a single risk and allocation framework
- Single core mandate – one portfolio that integrates long-term compounders with earnings-cycle alpha signals
Our long-only and multi-asset strategies translate research, models and risk discipline into clear, core allocations across businesses and asset classes.
QLO – Quantamental Long-Only
Diversified Core
20-30
stocks
A diversified portfolio of Indian companies. Research defines the universe, models rank and select ideas, and a disciplined risk framework sizes and monitors positions.
- Central risk model protects downside while participating in upside
- Aims to add incremental alpha over time
QSM – Quant Sigma Mark
Concentrated Alpha
5-7
stocks
A concentrated basket selected using data signals, feature engineering and rule-based models, aiming to anticipate order flows driving price momentum between earnings cycles.
- Feature Engineering focuses on fundamental tailwinds
- Quant focuses on order flows converting to momentum
RAMP (D+)
Multi-Asset “Debt-Plus” Portfolio
Multi
Asset Core
RAMP is our multi asset engine that builds a multi asset core to through direct and managed funds across On Shore/Off Shore Equities, Debt, Gold/Silver, targeting steadier returns than pure equity with better growth potential than traditional fixed income. It uses a market research, quant and risk framework to define the role of each asset class, calibrate exposures through cycles and keep the overall volatility of the mandate in check.
- Multi-asset core – diversified exposure across domestic equity, global equity, bonds and gold/silver.
- Debt-plus profile – designed to step up return potential relative to plain debt while containing drawdowns
- Dynamic allocation – asset weights guided by data, regimes and risk bands rather than discretionary calls
IXO
Intraday Index Options
0
Overnight Risk
IXO is a rules-driven intraday index options engine that trades Nifty/Sensex options with no overnight positions. It uses market-structure research, data signals and systematic rule-sets to capture intraday volatility while keeping risk tightly defined and capital highly liquid.
- Intraday only – all positions squared off by close; no overnight options risk
- Model-led execution – entries, exits and sizing driven by tested signals and rule-sets
- Low-correlation stream – designed to add a liquid, low-volatility return leg to the platform
VOLHAWK
Long–Short Equity Futures
NSE 100
Universe
VOLHAWK is a market-neutral, long-short equity futures engine built on NSE 100 Stocks. It uses quantitative rankings, dispersion and factor models to construct balanced long and short books, aiming to monetise relative winners and losers rather than index direction.
- Market-neutral core – long and short books kept broadly dollar-neutral
- Dispersion-focused – seeks to capture spread between strong and weak names within the same universe
- Stability-led – targeted as a steady, low-volatility absolute return pillar on the platform
Together, IXO and VOLHAWK give investors tools to diversify equity risk, smooth return paths and add alternative sources of performance.
AD+
Accelerated Debt Plus
2-in-1
Capital Efficient
AD+ is a capital-efficient "debt-plus" solution that layers an intraday options engine on top of a multi-asset base (RAMP). The portfolio targets steady, risk-controlled compounding, while the overlay uses systematic intraday index options to add incremental return from the same pool of capital.
- Two engines, one capital – RAMP as the core, IXO (Options) overlay for additional alpha
- Risk-defined overlays – intraday, rules-based options exposure within tight risk bands
- Enhanced debt-plus profile – built to step up return potential without proportionate volatility
QCA
Quantum Capital Allocation (Ensemble Engine)
All
Pillars Integrated
QCA is our ensemble allocation engine that integrates all pillars – long-only equity (QLO, QSM), multi-asset RAMP and derivatives (IXO) – into a single, coordinated mandate. Allocation is driven by regime-aware models and shared risk budgets, so each engine contributes within a common framework rather than running in isolation.
- Platform-level view – treats all engines as parts of one coherent portfolio
- Regime-aware allocation – adjusts risk across equity, derivatives and multi-asset based on evolving conditions
- Smoother compounding – aims to blend multiple, differentiated return streams into one stable growth path
The Hybrid Portfolios bring everything together – equity, bonds, gold/silver, derivatives and ETFs – into unified, capital-efficient solutions.
DIRECT ON-BOARDING OF CLIENTS: The Company provides the facility for direct on-boarding of clients .i.e. on-boarding of clients without intermediation of distributors. In case of direct on-boarding, no charges except statutory charges shall be levied on clients. To know more, please contact us at brcs@buglerock.asia
How we think
Disciplined Risk Management
Risk management is implemented across strategies through documented limits and monitoring processes.
Exposure Controls
Instrument/issuer/sector and factor-level concentration controls, as applicable
Liquidity Controls
Pre-trade checks and post-trade monitoring for execution quality
Drawdown Controls
Risk budget controls with escalation and review protocols
Risk management frameworks reduce but do not eliminate risk. Investors should carefully review risk factors in the applicable Disclosure Document / Investment Approach.
OUR TEAM
Investment Professionals
Meet the partners driving investment excellence at BRCS.
ADARSH MOTWANI
Managing Partner, Quantitative Strategies
Oversees the multi-strategy investment platform including portfolio management of quantamental long-only strategies, intraday options trading, and positional long-short equity portfolios.
VINAYAK MOHTA
Senior Partner, Quantitative Strategies
Leads management of fundamentally driven equity portfolios focused on growth businesses, market leaders, and capital-efficient compounders. Responsible for idea generation and portfolio construction.
VARUN GUPTA
Senior Partner, Quantitative Strategies
Leads the Fundamental Desk within the Quantitative Strategies Division. Responsible for fundamental research, underwriting, and portfolio inputs that support systematic frameworks.
WHO WE ARE FOR
Serving Sophisticated Investors
BRCS Investment solutions are made available through SEBI-regulated offerings (such as Investment Advisory, Portfolio Management Services and Category III AIF structures), as applicable, based on investor eligibility, suitability/risk profile and the relevant product documentation and agreements.
HNIs
High Net-Worth Individuals
Family Offices
Wealth Management
Corporates
Treasury Management
Institutional
Institutional Investors
- A research process that combines fundamental analysis and quantitative frameworks, including defined risk controls
- Systematic / rules-based investment frameworks, which may involve equity, derivatives and/or multi-asset exposures, subject to the applicable mandate and risk profile
- Emphasis on risk management and longer-term investment discipline
You think about Uncorrelated Wealth- BRCS is built for you.
More Information
BugleRock Capital Private Limited | SEBI PMS Regn: - INP000005430
Buglerock Bhuvi Investment Advisers Private Limited | SEBI IA Regn: - INA200012674
