|
About the Advisors category
|
|
0
|
2
|
December 26, 2025
|
|
DM-S_V1.0.1 - BOCPD Short Strategy
|
|
0
|
11
|
April 24, 2026
|
|
Inside Our Large-Cap Earnings Quality & Accruals Strategy
|
|
0
|
10
|
April 8, 2026
|
|
Profiting From Imbalance: The SkewEdge Intraday Reversal Strategy
|
|
0
|
16
|
March 27, 2026
|
|
Inside a Gap-Based Intraday Short Strategy
|
|
0
|
26
|
March 12, 2026
|
|
The Sector Persistence Experiment: Testing Century-Old Trend Logic in Modern Indian Markets
|
|
2
|
21
|
March 5, 2026
|
|
Quant Experiment :Testing validity of fading resistance in Indian cash market
|
|
2
|
16
|
January 19, 2026
|
|
Buy NIFTY’s Laggards (But Systematically)
|
|
0
|
71
|
January 9, 2026
|
|
Why Prices Snap Back: The Liquidity + Overreaction Edge Behind Mean Reversion Trading
|
|
0
|
28
|
December 31, 2025
|
|
CastleGate Nippon Small Cap PLUS Case Study: Iterating a Quant Product for Design Objectives
|
|
0
|
117
|
December 29, 2025
|
|
The Hidden Logic Behind Intraday Breakouts: Volatility, Volume & Follow-Through
|
|
0
|
30
|
December 24, 2025
|
|
A New Way to Measure Momentum: Price “Velocity” + “Acceleration” + Volume
|
|
0
|
51
|
December 23, 2025
|
|
From Chaos to Code: A Rules-Based Opening Range Breakout Strategy for Indian Equities
|
|
0
|
204
|
December 22, 2025
|
|
Can Dual Momentum Really Beat the Index? A Multi-Cap Study on Indian Markets (2020–2025)
|
|
0
|
32
|
December 20, 2025
|
|
Sectoral + Factor Rotation
|
|
0
|
30
|
December 19, 2025
|
|
ATR Volatility Breakout
|
|
2
|
21
|
December 19, 2025
|