Options & market microstructure
Our founder’s background is in equity-options trading and market microstructure. We study how liquidity, order flow and auction dynamics shape execution and opportunity.
- Order-flow and auction-market behaviour intraday
- Options structure, positioning and hedging mechanics
- Bid-ask, depth and the real cost of trading at size
- How microstructure shifts across regimes and events
Structure over story
We look at the mechanics of the book, not the narrative around it.
Execution-aware
Findings are always framed against what fills would realistically cost.
Education-first
Published as research and teaching, never as signals or calls.
Systematic equities
Cross-sectional and time-series signals across the NSE universe.
Factor research
Value, momentum, quality and low-volatility, tested honestly.
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.