A working set of systematic strategies and infrastructure — grounded in academic research, proven through rigorous backtesting, and run today with real capital and real-time risk controls.

Artificial Intelligence

The AI India Portfolio

A real ₹25L Indian equity portfolio managed entirely by Claude — tracked and published daily, with every decision and result documented openly.

Market Regimes

Regime Modeling Framework

A rules-based framework that classifies Indian equity market conditions into 8 distinct regimes — from Goldilocks to Crisis — drawing on volatility, trend, sector breadth and institutional-flow signals across the market, refreshed daily to condition risk and exposure decisions.

Technical Breakout

Momentum Breakout

A Point-and-Figure breakout system that screens the broad NSE universe for stocks emerging from multi-month consolidation, entering on confirmed follow-through.

Volatility

Earnings Volatility

Proprietary model to capture pre-earnings vol expansion, post-earnings vol crush and earnings beat.

Momentum Investing

Multi-Asset Momentum

Leveraging momentum principles to allocate to equity, commodity, fixed income and deliver superior risk adjusted returns.

Risk Management

Portfolio Stress Test

Multi-scenario stress testing with portfolio-level greeks and P&L simulations

Productivity

Order Management

Multi-account order execution and monitoring tool to improve fills and reduce slippage across multiple accounts.

Key Skills

Quantitative Research Systematic Strategy Design Market Regime Modeling Backtesting & Validation Statistical Arbitrage Options Pricing Volatility Trading Portfolio Optimization Risk Management Python SQL Data Pipeline Management Broker API Integration Trade Execution Systems AI-Augmented Research (Claude Code)

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