Rules, tested hard, run by software.
Our strategies are quantitative and systematic. This page describes the approach in general terms. It does not disclose our models or results.
What we trade, and how
We work across multiple asset classes on NSE, BSE and MCX. Positions are typically held from minutes to days, so signal quality and execution care matter more than raw speed.
Statistical and relative-value
Models that look for pricing relationships between related instruments, and trade when the gap is statistically unusual.
Systematic directional
Rules-based signals drawn from price, volume and cross-market information, applied with fixed position sizing and exit rules.
Derivatives and volatility
Futures and options strategies that treat volatility, time decay and skew as quantities to be measured and managed.
Execution
How we enter and exit matters as much as what we trade. Our execution models estimate costs and market impact before an order is sent.
How a strategy reaches production
No strategy trades real size until it has passed every stage below.
Idea
A written hypothesis with a reason it should work.
Research
Tested on historical data with realistic costs.
Stress test
Checked on unseen periods and with parameters nudged.
Paper trading
Run live without capital to compare against research.
Small live size
Real orders at tight limits, watched closely.
Scaled with limits
Size grows only as live results match expectations.
About this page
Descriptions here are general and do not reveal proprietary models, parameters or results. We do not publish performance figures. Trading involves substantial risk of loss. See Risk & Compliance.
Talk to us
Recruiters, partners, founders and investors are welcome to get in touch.