Evidence-Based Research. Systematic Market Architecture.
SEBI Registered Research Analyst (INH000014988) specializing in market internals, multi-timeframe structural confluence, and quantitative execution models.
SEBI Registered Analyst
Operating under registration INH000014988 as an independent Research Analyst. My mission is providing transparent, data-driven equity research free from conflicts of interest.
The MIDAS Quantitative Edge
Architect of the MIDAS Market Intelligence terminal—analyzing breadth acceleration, real-time sector capital rotation, and institutional volume flow across the NSE cash and derivatives space.
Capital Preservation First
All recommendations operate within strict mathematical boundaries: asymmetric risk-reward ($R \ge 1:2.0$), invalidation points defined prior to trade execution, and dynamic position sizing.
Professional Background & Philosophy
Markets are an auction governed by liquidity distribution, institutional order execution, and sector rotation. Rather than predicting narratives, our systematic models listen to price confirmation, market breadth internals, and multi-timeframe volume-spread confluence.
Whether managing positional swings or tactical momentum runs, our goal is enabling clients to trade with structure, statistical expectancy, and emotional discipline.