Research preview

The Indian benchmark has broken through a key technical barrier, falling to its lowest level in a year and a half. This move raises immediate questions about risk, valuation, and the appropriate adjustments for quantitative trading strategies that rely on modern finance theory. Why the Drop Matters for Quant Strategies A sharp market decline tests the assumptions embedded in most quantitative models. Many systematic approaches assume that asset returns are roughly stationary and that correlations are relatively stable. When a major index like Nifty50 plunges, volatility spikes, and cross‑asset relationships can shift dramatically....