Trade like a quant desk.
Factor research, volatility models and systematic execution — the discipline of institutional desks, in your hands.
- Data
- Features
- Models
- Signals
- Execution
Conviction fades. Evidence compounds.
QWORP replaces gut-feel with a repeatable, tested process.
From raw data to a placed order.
One direction. No shortcuts, no discretion.
- DataNSE & BSE, timestamped at source.
- FeaturesRaw series into structured signal.
- ModelsWalk-forward validated, never fit on the future.
- SignalsStatistically significant, risk-bounded.
- ExecutionOrders routed systematically.
Where QWORP's research is focused.
Equity Derivatives
Futures and options across NSE & BSE, from index to single-stock.
Volatility & Options
Implied volatility surfaces, skew and term structure, modelled continuously.
Open Interest & Positioning
Reading where the market is leaning, strike by strike.
Market Microstructure
Order-book depth, liquidity and short-term flow.
Cross-Sectional Equity
Ranking hundreds of stocks against each other, not the calendar.
Statistical Arbitrage
Mean-reverting relationships between related instruments, traded systematically.
Portfolio & Risk
Sizing, allocation and drawdown control, bounded by explicit limits.
Systematic Execution
A validated signal, turned into a disciplined order.
Shown, not described.
Feature Engineering
Raw series into structured, testable signal.
Statistical Factors
Return drivers, isolated and measured.
Cross-Sectional Ranking
Ranked against peers, not the calendar.
Rolling Window Analysis
Recomputed continuously as data arrives.
Mean Reversion
The pull back to equilibrium.
Momentum
The persistence of an existing trend.
Market Regime Detection
Trending, ranging or volatile — classified.
Volatility Modelling
Forecasting the dispersion of returns.
Open Interest Analysis
Positioning, read across the options chain.
Greeks
Delta, gamma, theta, vega — tracked live.
Dealer Gamma
How hedging flows shape price action.
Machine Learning
Pattern recognition, earning its place.
Walk-Forward Validation
Tested only on data never seen.
Portfolio Optimisation
Capital allocated under explicit constraints.
Execution Algorithms
Sequenced to minimise slippage.
Risk Models
Exposure and drawdown, bounded.
Every Indian trader deserves the statistical rigor institutions have used for decades.