Alok Jain, Founder
My name is Alok Jain. I am a graduate from the Indian Institute of Technology Delhi (1991) and hold a Masters in Finance and an M.B.A. from University of Maryland USA (1995). I have been in the Indian stock markets since more that two and a half decades. I am passionate about building quantitative systematic models to invest in the markets that can generate superior returns with lesser efforts.
My journey in the markets started with my setting up one of the first National Stock Exchange memberships in New Delhi in 1996. For two decades, I serviced institutional, corporate, H.N.I. and retail clients and along the way developed a keen sense for systematic rule based investing systems and technical trading. On completing twenty years of the business in 2016, I decided to roll out the same strategies that I was running my own money on for others which led to the creation of these DIY model based portfolios under the banner of Weekendinvesting that require only 2 minute weekly intervention by the users. We are a small but efficient team at Weekendinvesting.
In 2018 we partnered with Smallcase to become their first SEBI registered partner manager to offer curated portfolios on their platform. Weekendinvesting emerged as the largest manager for smallcases over the next few years.
Simplicity is what drives most of our processes. All our strategies and procedures are built around this tenet. Our belief is that the trade-off between time spent in investing v/s the expected returns is greatly tilted in our favour.
In Sep 21, I moved from an individual SEBI RIA license to a Corporate Research Analyst license under the banner of Weekendinvesting Analytics P Ltd
If you have any questions or queries, do send them to support@WeekendInvesting.com or you can tweet @WeekendInvestng. I like to keep my inbox clean and hence you may get a response pretty quickly !
Disclaimer : As a disclosure I also do some discretionary investing/trading and hence I may have in line or contra-positions to the recommendations here at times.