Research preview

Indian equity markets have opened the day with a 4.6 percentage‑point lead over their Asian peers, the widest intraday gap in 18 months. Such a rapid divergence invites a quantitative examination: can high‑dimensional models and modern machine‑learning tools help explain, predict, and exploit this outperformance? The Data Landscape Behind the Gap The first step in any quantitative analysis is to assemble a rich feature set. For a cross‑regional comparison one would gather daily returns, volatility, volume, order‑flow imbalance, macro variables (interest rates, commodity prices, FX rates) and sentiment indicators for each market....