Research preview

Indian equities have lagged their emerging‑market peers by roughly 45 % over the last twelve months – the widest gap recorded in three decades. For systematic traders this divergence is a data point that demands a fresh look at factor exposures, risk models, and portfolio construction. The following article dissects the statistical backdrop of the underperformance, links it to core quantitative concepts taught in top‑tier finance programmes, and offers a concrete framework for translating the insight into actionable trading ideas....