Blog
Market research, case studies, and findings from running quantitative strategies on Indian markets.
A Study in Divergence: Wipro and MaxHealth’s Uncorrelated Paths
An analysis of the June 8, 2026 session, focusing on the extreme -0.01 correlation between Wipro and MaxHealth and the microstructure of their divergent moves.
The Friction of Rotation: HINDALCO’s Mean Reversion and the WIPRO Volume Anomaly
Analysis of the 2026-06-05 session focusing on the rotational friction between metals and IT, highlighting inconclusive momentum signals in WIPRO and HINDALCO.
The Internal Friction of a Split Session
An analysis of the June 3rd session where sectoral rotation between Banks and IT led to an inconclusive NIFTY 50 performance and the rejection of mean-reversion hypotheses.
The Midday Impulse: Examining Non-Systematic Momentum
An investigation into the midday strength of NIFTY BANK and RELIANCE on 2026-06-02, where isolated price impulses failed to translate into tradeable systematic signals.
The Kinetic Fade: A Study in Midday Momentum Exhaustion
An observational analysis of the May 29, 2026 session, exploring the transition from morning momentum to midday exhaustion and the subsequent spike in India VIX.
The end of manual trading: why everyone will have a team of quant agents
Trading apps were the last decade. The next one belongs to personal quant teams, agents that research, backtest, deploy, and manage your portfolio 24x7.
Inside alphabench: The Multi-Agent System That Runs Quant Research
How alphabench spawns specialized AI agents — Planner, Quant, Researcher, Diagnostician — to research Indian markets, backtest strategies, and diagnose trades.
Nifty 50 momentum: a case study in iterative refinement
How a vague hunch about momentum on Nifty 50 turned into a strategy with a 1.6 Sharpe — in under a dozen chat iterations.
Regime-switching options on Bank Nifty
Notes from a research session: detecting volatility regimes and switching between iron condors and directional spreads.