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Notes on research, market microstructure, and the systems we build.

All Markets Research Software
Research

🔍 Decoding Nifty’s Implied Risk: Why the 63-Day Realized Trend Challenges a Calm Options Market

🔍 Decoding Nifty’s Implied Risk: Why the 63-Day Realized Trend Challenges a Calm Options Market

ALPresi Quants · Jun 6, 2026
Software

🌊 What the Volatility Surface Whispered Before Nifty’s 02 June 0-DTE Expiry ?

🌊 What the Volatility Surface Whispered Before Nifty’s 02 June 0-DTE Expiry ?

ALPresi Quants · Jun 3, 2026
Research

Spot Up. Vol Up. 🔥 The Rare Vanna Regime That’s Completely Breaking the Market Rules in Nifty & S&P 500

Spot Up. Vol Up. 🔥 The Rare Vanna Regime That’s Completely Breaking the Market Rules in Nifty & SPX

ALPresi Quants · Jun 1, 2026
Markets

Nifty Gamma Squeeze & Volatility Surface Uplift on MSCI Rebalancing Day: Parallel Shift with Skew Intact – A Textbook Event Response

Nifty Volatility Surface Uplift on MSCI Rebalancing Day: Parallel Shift with Skew Intact – A Textbook Event Response May 29, 2026 | …

ALPresi Quants · May 29, 2026
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