Factor research
We examine the classic and emerging factors on Indian equities — separating factors that survive honest, costs-in testing from those that only look good in-sample.
- Value, momentum, quality, size and low-volatility factors
- Factor interactions, crowding and decay over time
- Regime dependence and drawdown behaviour of each factor
- Robustness to universe, period and cost assumptions
Honest attribution
We test whether a factor adds anything beyond what is already explained.
Decay-aware
We look at how quickly an effect fades once it is widely known.
Reproducible
Methods are documented so results can be checked, not just admired.
Systematic equities
Cross-sectional and time-series signals across the NSE universe.
Options & market microstructure
Order flow, auction theory and the mechanics of how prices form.
Machine learning in finance
Where ML genuinely helps — and where it quietly overfits.
Execution & capacity
Slippage, turnover and the real limits of a strategy at size.
Regime & risk
Drawdown behaviour and stability across full market cycles.
Discuss a research question with our desk.
Whether you are scoping a mandate or comparing approaches, we are glad to talk through the method.