Rigour without rigidity
Theory informs, but markets decide. Every model is a lens — useful until it isn't. We hold assumptions lightly and test them relentlessly.
Shunya — from the Sanskrit śūnya, meaning void, zero, the point from which everything begins. We believe the deepest insights come from first principles: strip a problem to its irreducible core, then build back with precision.
Theory informs, but markets decide. Every model is a lens — useful until it isn't. We hold assumptions lightly and test them relentlessly.
The most important information is what the order book doesn't show. We read the gaps — hidden liquidity, cancelled depth, the absence of a quote — as carefully as the prints.
The Zen of execution: wait for the trade to come to you. Urgency is a cost. Our work is designed to reduce it — in schedules, in models, and in decisions.
Rigorous theory and real-world market practice are not in tension — they are complementary. We work where order books form, where information becomes price, and where execution quality determines performance. Every engagement produces a written artefact: a memo, a specification, or a working paper — not a deck as the sole output.
Founder · Fellow-in-Residence, MAHE Bengaluru
Researcher in market microstructure and quantitative finance. Work spans limit order book dynamics, optimal execution theory (Kyle, Almgren–Chriss), volatility surface calibration, and the pedagogy of quantitative methods. Published in asset pricing and financial econometrics, with research deployed across trading desks and academic institutions in India and Hong Kong.