Regime & risk
An edge that only exists in a bull market is not an edge. We study how strategies behave across regimes — including 2020 and 2022 — with drawdown depth and frequency, not just averages.
- Behaviour across full cycles, including stressed periods
- Drawdown depth and frequency, not just the headline number
- Correlation and tail behaviour when it matters most
- Stability of results to regime and assumption changes
Full-cycle validation
Tested through 2020 and 2022, not just calm markets.
Drawdown-first
We weigh how and how often a strategy loses, not only how it wins.
No forecasts
We publish our discipline, not predictions of the future.
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.
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.
Discuss a research question with our desk.
Whether you are scoping a mandate or comparing approaches, we are glad to talk through the method.