व्यूह — an arrangement built to win.
In the Mahabharata, a vyuha was a battle formation: troops arranged with such precision that only those who understood its geometry could enter, act and exit without being lost inside it.
Markets aren't so different. They reward the trader who sees the structure others miss, and quietly consume the one who wanders in without one.
This is the structure Vyuha builds into capital — a systematic formation, in a market built to overwhelm the undisciplined.
Conviction fades. Evidence compounds.
One process, tested on data it never saw, repeated without exception.
From raw data to a placed order.
One direction. No shortcuts, no discretion. This is the process behind QWORP — Vyuha's quantitative trading engine.
Data
NSE & BSE, timestamped at source. Nothing enters the pipeline unverified.
Features
Raw series broken down into structured, testable signal.
Models
Walk-forward validated — never fit on data it will later be judged on.
Signals
Statistically significant, and bounded by explicit risk limits.
Execution
A validated signal, routed as a disciplined, systematic order.
From signal to execution, in one motion.
A sample look at the interface — illustrative UI, not live account data.
Six systems. One formation.
Every trade routes through the same disciplined core.
Where QWORP's research is focused.
Equity Derivatives
Futures and options across NSE & BSE, from index to single stock.
Volatility & Options
Implied volatility surfaces, skew and term structure, modelled continuously.
Open Interest & Positioning
Reading where the market is leaning, strike by strike.
Market Microstructure
Order-book depth, liquidity and short-term flow.
Cross-Sectional Equity
Ranking hundreds of stocks against each other, not the calendar.
Statistical Arbitrage
Mean-reverting relationships between related instruments, traded systematically.
Portfolio & Risk
Sizing, allocation and drawdown control, bounded by explicit limits.
Systematic Execution
A validated signal, turned into a disciplined order.
Shown, not described.
Signal Discovery
Feature Engineering
Raw series into structured, testable signal.
Statistical Factors
Return drivers, isolated and measured.
Cross-Sectional Ranking
Ranked against peers, not the calendar.
Rolling Window Analysis
Recomputed continuously as data arrives.
Market Behaviour
Mean Reversion
The pull back to equilibrium.
Momentum
The persistence of an existing trend.
Market Regime Detection
Trending, ranging or volatile — classified.
Machine Learning
Pattern recognition, earning its place.
Options & Volatility Intelligence
Volatility Modelling
Forecasting the dispersion of returns.
Open Interest Analysis
Positioning, read across the options chain.
Greeks
Delta, gamma, theta, vega — tracked live.
Dealer Gamma
How hedging flows shape price action.
Portfolio, Validation & Execution
Walk-Forward Validation
Tested only on data never seen.
Portfolio Optimisation
Capital allocated under explicit constraints.
Risk Models
Exposure and drawdown, bounded.
Execution Algorithms
Sequenced to minimise slippage.
"Every Indian trader deserves the statistical rigor institutions have used for decades."— Vyuha, Vision
Research collaboration starts here.
For access requests, research partnerships, or questions about QWORP.