Research
Every strategy at InfiQuant begins as a statistical hypothesis, validated with rigorous out-of-sample testing against real NSE tick data. Our research focuses on structural market phenomena — not pattern matching.
Founding members receive one data-driven insight every Friday — real patterns in Indian derivatives backed by numbers, not opinions.
Research Areas
Topics covered in our Friday Research series. Full analysis with methodology, data, and results is available exclusively to founding members.
Analysis of 104 weekly BankNifty expiries showing statistically significant IV compression patterns and their correlation with directional moves in the final 90 minutes.
Systematic study of PCR divergences across Nifty weekly options as predictive indicators for short-term directional bias, validated out-of-sample.
CUSUM-based regime change detection applied to India VIX and realized volatility, with implications for options selling strategies in different regimes.
How the term structure of implied volatility skew evolves intraday on expiry days, and what systematic patterns emerge across strike distances.
Statistical analysis of intraday momentum persistence in BankNifty futures across different market regimes, time windows, and session segments.
Measuring real-world execution costs in Indian F&O markets: bid-ask spreads, slippage, and impact cost across different strike moneyness levels.
Methodology
Our research is grounded in statistical hypothesis testing. We do not use technical indicators, chart patterns, or discretionary signals. Every claim is backed by data with proper sample sizes, significance tests, and out-of-sample validation.
We focus on structural market phenomena: volatility clustering, regime changes, microstructure patterns, and options pricing dynamics specific to Indian markets. Our tick-level data spans 4+ years across all NSE F&O instruments.
All research explicitly accounts for transaction costs, slippage, and impact cost. We do not publish results that ignore execution realities.
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Research insights are for educational purposes only. Not investment advice.