Fund Manager
Quantitative Investment Strategies at Upstox
Ex CRISIL | Barclays | SBI | CLSA | Nirmal Bang | Edelweiss | AngelOne
Professional Journey
CA, CFA (USA) & CS
Strong foundation in finance and quantitative analysis
Fundamental & Quantitative Research
9+ years across top financial institutions
Derivatives Trading
Specialised in options structures, with deep expertise in calendar strategies
Key Skills
Quantitative Research
Statistical modeling & factor analysis
Portfolio Construction
Risk-aware, diversified strategies
Fundamental Research
Sector-agnostic, bottom-up company analysis
Python
Quantitative libraries & backtesting
Risk Management
VaR, drawdown control, stress testing
Option Strategies
Systematic calendar spread strategies
The Mathematics of Systematic Investing
"We don't predict markets. We design disciplined frameworks that allow value to compound over time."
Our Approach
Objective Decisions
Systems are designed to operate independently of sentiment, relying on predefined rules and objective signals rather than discretionary judgment.
Compound Growth
Returns are approached as a geometric process, where small, repeatable edges—applied consistently over time—drive long-term outcomes.
Signal Extraction
Markets contain a high degree of noise. The focus is on building robust filters that isolate persistent signals and reduce unnecessary variability.
"Consistency of process matters more than precision of prediction."
"Markets reward patience when it is paired with structure and discipline."
Quantitative Discipline
Every decision is guided by our STEADY Framework™, ensuring consistency and minimizing behavioral bias across the investment process
The STEADY Framework™
Our six-pillar approach to systematic investing
Systematic
Every investment action follows predefined rules. No discretion, no deviation, no emotion.
Rule-Based Execution
Time-Tested
Our algorithms are designed to perform across market cycles, not just in specific conditions.
Cycle-Agnostic Design
Evidence-Led
Every hypothesis is tested against historical data before implementation.
Data-Backed Hypotheses
Adaptive
Our systems evolve with market regimes while maintaining core principles.
Regime-Aware Adjustments
Data-Driven
Quantitative rigor in every aspect, from signal generation to risk management.
Quantitative Precision
Your Capital, Our Discipline
We apply the same discipline to managing capital as we do to my mathematical models.
Aligned Stewardship
Quantitative Strategies
Rule-based portfolios with transparent performance tracking