Institutional-grade
data infrastructure.
44 curated data sources. 292M+ data points. Every signal computed with strict no-lookahead discipline and Friday-close observation.
Real-time market monitoring.
NSE F&O sector heatmap.
Real-time sector-level market structure across all F&O-active symbols. Color intensity maps to move magnitude, the exact signal our model tracks.
44 sources across 6 categories.
Every data point is validated, timestamped, and stored with full lineage tracking. No lookahead bias. No survivorship bias.
Derivatives
- ●Chain Analytics
- ●Futures Positioning
- ●Sentiment Ratios
- ●Surface Modeling
- ●Participant Profiling
- ●Strike Distribution
Equities
- ●Daily Price Data (F&O)
- ●Delivery Patterns
- ●Block & Bulk Activity
- ●Range Extremes
- ●Corporate Events
- ●Sector Benchmarks
Volatility
- ●Implied Vol Surface
- ●Multi-scale Realized Vol
- ●Vol Decomposition
- ●Econometric Estimates
- ●Variance Modeling
- ●Term Structure
Institutional
- ●Net Institutional Flow
- ●Position Limit Utilization
- ●Promoter Activity
- ●Fund Flow Analytics
- ●Ownership Tracking
- ●Large Transaction Monitor
Macro & Rates
- ●Policy Decisions
- ●Economic Releases
- ●Fixed Income
- ●Currency Markets
- ●Commodity Signals
- ●Global Rate Tracking
Alternative
- ●Flow Exposure Analytics
- ●Quantitative Signals
- ●Persistence Models
- ●Sentiment Indicators
- ●Cross-Asset Models
- ●Event Catalysts
Data Source Network
Interactive force-directed graph. Every node is a live data pipeline feeding the prediction engine.
Option chain architecture.
The foundation of our signal pipeline: a 5-minute rolling option chain grid capturing every dimension of derivatives microstructure.
ATM Implied Volatility
Interpolated at-the-money IV level for each symbol and tenor.
25-Delta Skew
IV difference between 25-delta put and 25-delta call. Directional fear gauge.
Butterfly Spread
Wing IV average minus ATM. Measures tail-risk premium and smile curvature.
OI-Weighted IV
Implied volatility weighted by open interest at each strike. Reveals where real money is positioned.
Catalyst awareness.
Scheduled events drive outsized moves. Our model encodes proximity to every known catalyst, enabling anticipatory positioning.
Earnings
34,772 recordsQuarterly results dates across all F&O symbols
Macro Events
242 recordsCentral bank decisions, inflation, GDP, trade data
Corporate Actions
505 recordsSplits, bonuses, dividends, rights issues
Holidays
97 recordsMarket closure proximity features
Each event type generates temporal proximity features: days until the next event, days since the last event, and a binary “event window” flag. Earnings proximity is the single strongest feature concept for predicting outsized weekly moves.
Research-lab precision.
σ²ₔ = ω + α·ε²ₔ−₁ + γ·I(ε<0)·ε²ₔ−₁ + β·σ²ₔ−₁
Structural volatility features from rolling 252-day windows. The asymmetric γ term captures the leverage effect: negative shocks amplify volatility more than positive shocks.