Systematic equities
We research rules-based equity strategies on the Indian market — built, tested and stress-checked so a signal has to earn its place before it is ever called an edge.
- Cross-sectional ranking signals across a ~1,250-stock universe
- Time-series and trend behaviour through full market cycles
- Portfolio construction, weighting and rebalance discipline
- Survivorship-corrected datasets spanning 7+ years of NSE data
Walk-forward testing
Every candidate is validated out-of-sample, not fitted to a single history.
Costs modelled in
Slippage and turnover are paid in the test before anything looks like an edge.
Falsifiable claims
We publish the conditions that would disprove a signal alongside the signal.
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.
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.