Quant Studies · 14 min
Regime-Aware Volatility Targeting: An Adaptive Framework
A study of dynamic volatility-targeting estimators that adjust to macro regimes and market microstructure conditions.
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Market Structure · 11 min
Liquidity Fragility in Indian Mid-Caps
Empirical patterns in queue dynamics, order-flow toxicity and impact functions in NSE mid-cap names.
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Machine Learning · 16 min
Gradient Boosting on Cross-Sectional Equity Features: A Capacity-Aware Study
How tree-based ensembles perform out of sample on a disciplined cross-sectional feature set, with explicit capacity modelling.
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Macro Research · 13 min
Inflation–Growth Nowcasting for Multi-Asset Allocation
A high-frequency nowcasting framework used to tilt cross-asset allocations across regime quadrants.
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Machine Learning · 12 min
Transformer Embeddings on Earnings Calls
A study of tone, hedging language and forward-looking statements extracted via fine-tuned encoder models.
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Carry and Funding Pressure Across G10 Currencies
Decomposing carry returns into pure interest-rate differential and funding-cost components.
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The Square-Root Impact Law Revisited
Empirical validation of the canonical impact law on contemporary equity data, with extensions for fragmented venues.
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