Four pillars. Twenty-one modules. One workstation.
Kautilya isn't a tracker, a screener, or a charting tool — those already exist. It's the math layer between your broker and your decisions: pricing, risk, valuation, and pre-trade checkpoint. Built India-first, with Damodaran-style cost-of-equity, RBI rate context, and live SVI vol surfaces calibrated to NSE every minute.
Stop trading blind to your tail.
Most platforms show you P&L. Kautilya shows you how much you can lose, where it'll come from, and which positions hold the most risk you didn't price in.
- ▸Monte Carlo VaR — 10,000 paths, Cholesky correlated, IV-adjusted
- ▸Stress test 5 macro regimes (COVID-19, GFC, taper, INR crisis, oil shock) + custom shocks
- ▸Position-level Greek decomposition for F&O — Δ, Γ, Θ, Vega, Rho per leg
- ▸Correlation matrix updated nightly from 2-year weekly returns
- ▸Risk capacity tracker — your real loss tolerance vs market regime
The DCF you'd build yourself, automated.
Damodaran-style intrinsic value for every NSE 500. Comps, football field, supply chain map, financial health diagnostic. Annual reports parsed and structured — not Anthropic-summarized, real OCR.
- ▸DCF with provenance — every input traceable to BSE annual report or NSE filing
- ▸Comps + football field across 5 valuation methods (EV/EBITDA, P/E, P/B, DCF, SoTP)
- ▸Supply chain graph — upstream/downstream linkages from textual analysis
- ▸Sector KPI orchestrator — 22 sector frameworks (auto, banking, IT, FMCG, pharma...)
- ▸Damodaran India ERP (11.14%) + CRP (4.12%) baked in — no US numbers pretending to fit
Pre-trade math you'd never run by hand.
Connect Zerodha, Dhan, Upstox, Angel, or Fyers. Every order goes through a checkpoint: margin required, tail impact on portfolio, correlation with existing book, suggested hedge. Then you execute.
- ▸5-broker manual API integration (no OAuth flake)
- ▸Pre-trade checkpoint — margin, exposure delta, portfolio Greeks, suggested hedge ratio
- ▸Live tick LTPs via WebSocket (Dhan + Kite + NSE fallback chain)
- ▸Order basket with per-position margin breakdown
- ▸Trade journal — 12 market-context fields auto-captured per fill
SVI calibrated to NSE every minute.
Institutional-grade volatility surface. SVI (a, b, ρ, m, σ) parameters calibrated live across 6 expiries. ATM IV, skew, term structure — the numbers your option desk would want.
- ▸SVI parametric surface — NIFTY, BANKNIFTY, FINNIFTY, top 100 F&O stocks
- ▸Realized vol — 5/10/30/60/180-day rolling HV, Parkinson + Garman-Klass + Yang-Zhang
- ▸Calendar arbitrage check — every expiry pair scored
- ▸Implied dividend curve from put-call parity, persisted nightly
- ▸Macro Pulse — 22 FRED indicators (US + India + commodities) + RBI MPC tracker
Risk Constellation — your whole book in one frame.
Most platforms list positions in rows. Kautilya plots them in a four-dimensional bubble field — fair-value discount on x, momentum on y, weight on size, composite score on color. Click a quadrant to filter. The whole portfolio, one glance.
Sample data. In the live workstation, this is your real book — Kautilya runs DCF + momentum + relative-value on every position you own and plots the result. Click a quadrant to filter. See how scores are computed →
The same data, ten times the context.
A regular broker app vs. what the same trade looks like on Kautilya. Same numbers, surfaced with the context that decides the next move.