
Research
Research that puts the arithmetic before the opinion.
Quantitative research on Indian market data: only what was known on the day, with costs counted and every sample stated.
(Overview)
Research for people who want the arithmetic before the opinion. We test trading and hedging ideas on Indian market data the way a sceptic would: only what was known on the day, with costs included, and with the size of the sample stated.
(Approach)
Derivatives pricing, volatility and risk modelling, position sizing and portfolio construction, delivered as models and tools you can run yourself.








