PLATFORM
VOL SURFACE·SVI parametric · NIFTY + BANKNIFTY + F&O
EQUITY RESEARCH·DCF · Comps · Football Field
IPO PIPELINE·GMP feed · 5-broker bid placement
SUPPLY CHAIN·Upstream / downstream graph · NSE
TRADE JOURNAL·Greeks attribution · pattern detection
STRESS TESTING·COVID · 2008 · Taper · custom shocks
MONTE CARLO VAR·10k paths · Cholesky correlated
OPTIONS GREEKS·Δ · Γ · Θ · Vega · Rho — full chain
ARTHA AI·multilingual · cited sources · deep mode
DIVIDENDS·Forward calendar · 200+ Indian ex-dates
MPC ANALYSIS·RBI rate decisions · regime detection
5 BROKERS·Zerodha · Dhan · Angel One · Fyers · Groww
FACTOR MODEL·Fama-French 5 + MOM · alpha isolation
ROLLING CURVES·β · Sharpe · vol · correlation · daily
ROOT-CAUSE·Mistake taxonomy · emotion × outcome
VOL SURFACE·SVI parametric · NIFTY + BANKNIFTY + F&O
EQUITY RESEARCH·DCF · Comps · Football Field
IPO PIPELINE·GMP feed · 5-broker bid placement
SUPPLY CHAIN·Upstream / downstream graph · NSE
TRADE JOURNAL·Greeks attribution · pattern detection
STRESS TESTING·COVID · 2008 · Taper · custom shocks
MONTE CARLO VAR·10k paths · Cholesky correlated
OPTIONS GREEKS·Δ · Γ · Θ · Vega · Rho — full chain
ARTHA AI·multilingual · cited sources · deep mode
DIVIDENDS·Forward calendar · 200+ Indian ex-dates
MPC ANALYSIS·RBI rate decisions · regime detection
5 BROKERS·Zerodha · Dhan · Angel One · Fyers · Groww
FACTOR MODEL·Fama-French 5 + MOM · alpha isolation
ROLLING CURVES·β · Sharpe · vol · correlation · daily
ROOT-CAUSE·Mistake taxonomy · emotion × outcome
// Insights

Signal, not noise.

Research briefs from the Kautilya desk — macro shifts, market structure, and what actually moves Indian markets. Every claim is sourced; speculation is labelled as speculation.

Risk Desk·31 Jul 2026

The physics of a blow-up.

A $45 billion AI fund, up 439% through June, unwound in one distressed trade this week — not because the thesis was wrong, but because 4× leverage, one theme and a hedge that wasn't left it no way to be early. Archegos and LTCM died the same death. And the same structure now runs on Indian phones: a record ₹1.44 lakh crore margin book at up to 4× buying power. The four instruments that stop it being you.

$45B → $10B · one month4× reported gross leverage₹1.44 L cr India MTF book · record
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IPO Desk·25 Jul 2026

The premium is a rumour.

India is minting IPOs at a record clip — six SME debuts in one day, a ₹9,813 crore book, SME issues bid 50–300 times over. And the number steering the retail money is the GMP: unofficial, unregulated, unenforceable. Why more than half of 2025's listings broke their grey-market promise, why 2026's median pop is 0.37%, and what an institutional desk reads instead.

56/101 below GMP promise · 2025+0.37% median pop · 202654% flipped in week one · SEBI
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Market Microstructure·02 Jul 2026

The book you can't see.

The price on your screen is the one number they let you see. Inside the order book your broker hides: how a market buy walks the ladder, why the desks get every tick while you get a snapshot, and why 91% of F&O traders lose even when they're right on direction.

91% F&O traders lose · FY25₹1.05L cr net retail losses~19µs colo vs 200ms you
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Macro Desk·30 Jun 2026

Paper out. Physical in.

China's biggest banks are shutting retail paper-gold trading while central banks swap US Treasuries for physical bullion — and gold quietly overtakes Treasuries as the world's largest reserve asset. The map of the great reserve reset: facts first, hype flagged.

863t CB gold · 2025$651B China USTs · 18-yr low57% dollar reserve share
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For informational and educational purposes only — not investment advice. Kautilya is not a SEBI-registered Investment Adviser or Research Analyst.