Trade Smarter.
Systematically.
Quant Market Lab focuses on educational trading content, quantitative analysis, and algorithmic trading systems. Build robust trading structure with disciplined risk management.
Markets Covered
- 🇮🇳 Indian Markets — NSE / Bank Nifty / India VIX
- 🇺🇸 US Markets — SPY / QQQ / VIX
- 🇦🇺 Australian Markets — ASX / A-VIX
- 📊 Options Strategies
- 🤖 Algorithmic Trading
- 📐 Quantitative Analysis
What You'll Learn
Six pillars covering everything from reading company financials to deploying systematic algos in production.
Fundamental Analysis
Financials, valuation, sector context, earnings setup.
Stock Analysis
Finding quality names worth trading, peer comps, screeners.
Technical Analysis
RSI, MACD, Stochastic, divergence, candlestick patterns.
Options Strategies
Bear Call, Bull Put, Iron Condor, Calendar — defined risk.
Algo Trading
Python automation, backtesting, IBKR paper-to-live workflows.
Quantitative Analysis
IV filters, statistical edge, position sizing, risk caps.
Latest Research
Backtests and write-ups with the assumptions stated — including the results that got weaker on a bigger sample.
Research and Execution Are Not the Same Program
A systematic trading workflow is really two programs sharing one codebase. What breaks when the boundary between them blurs — and the rule that keeps it enforced.
Read Post →Your Position Size Is a Number in a YAML File
A one-line currency check meant a live strategy sized every position from a hardcoded capital figure instead of the real account balance — and it failed silently for months. What the bug was, why it was invisible, and the validator that now sits between signal and submission.
Read Post →15-Minute Divergence — The 1-Year Refresh on 5,073 Trades
Two months after the first intraday backtest, the same strategy re-run on a 4.5× larger sample: 5,073 trades across 144 symbols. The noise-stop fix worked, the profit factor held at 1.50× — and the data says this is not a day-trading strategy at all.
Read Post →Join The Community
Follow market analysis, educational content, algo trading research, and options strategies.