This page collects markets work that sits between macro research and trading implementation.
The emphasis is on process: hypothesis, data, model choice, backtest, execution assumptions, and what would make the idea wrong.
Current Work
Rates RV
Italy-Germany front-end convergence, G3 rates screens, Johansen cointegration, ECM signals, Kalman hedge ratios, and PCA residuals.
FX
Factor walk-forward work on major and EM-linked pairs, with attention to macro drivers rather than purely technical signals.
Equity options
Nifty options research using volatility-regime filters, probability-of-profit adjustments, dealer gamma exposure, and expiry-pinning signals.
What This Is Not
Nothing here is investment advice or a regulated recommendation. The purpose is to show research judgement: how ideas are formed, tested, rejected, and improved.