■ QUANTITATIVE RESEARCH GATEWAY / Command Center

Three quantitative disciplines. One unified research gateway.

Advanced quantitative analytics spanning parametric volatility surfaces, cross-sector relative rotation dynamics, and algorithmic order flow anomaly detection.

SESSION: OFF-MARKET HOURS

ENGINE: FASTAPI ASGI

01 / PRICING MODELS · BSM BRENT

/volatility

Option Volatility Surface & 3D Smile

Numerical Black-Scholes-Merton solver over live multi-expiry option chains. Interactive WebGL 3D σ(K, T) manifold, 25Δ Risk Reversal and Butterfly kurtosis skew, analytical Greeks, and term structure dynamics.

Pricing Model European BSM (Brent)

Interpolation Delaunay Convex Hull

Skew Analytics 25Δ RR & Kurtosis Fly

Coverage Active Weekly & Monthly

Launch Volatility Surface Desk →

02 / ROTATION DYNAMICS · JdG RELATIVE STRENGTH

/regime

Market Regime & Sector Rotation (RRG)

Indian equity cross-sector momentum engine tracking dynamic J. de Graaf relative rotation quadrants, multi-horizon RS acceleration, and advance/decline breadth.

Rotation Model JdG RRG (0.0 Base)

Benchmark NSE NIFTY 50 Index

Horizons Intraday / 5D / 20D RS

Breadth Advance / Decline Ratio

Launch Sector Regime Terminal →

03 / FLOW VELOCITY · EWMA VARIANCE SPREAD

/vrp

Options Flow Anomaly & VRP Scanner

Contract-level order flow velocity scanner detecting unusual block spikes (1m/5m), Volume-to-OI turnover ratios, ATM Implied Volatility vs realized volatility, and multi-tenor Variance Risk Premium curves.

Forecast Engine EWMA Variance (λ = 0.94)

Risk Premium Tenor (IV² − RV²) Spread

Anomaly Trigger 1m / 5m Velocity & VOI Spike

Execution Mesh Active Liquid Strike Mesh

Launch Options Flow & VRP Scanner →

01 / NIFTY 50 REGIME & BIAS

FETCHING...

EVALUATING...

02 / INDIA VIX · BENCHMARK VARIANCE

—

03 / MARKET BREADTH · CONSTITUENTS

—

A/D Ratio: —

04 / VARIANCE RISK PREMIUM (VRP)

—

(IV² − RV²) Spread