iRage Research

iRage Research

Research from
inside the
order book

We have been building high-frequency trading systems for Indian markets since 2009. The quantitative work that sits underneath them is published here, and released to desks and institutional clients one dashboard at a time.

Render
IV surface
Model
SVI raw
Axes
k · τ · σ
Params
a b ρ m σ

What you get

Live dashboards and written research.

Part of what we publish is a dashboard you open to read the market as it stands this morning, refreshing on its own schedule and telling you when it last did. The rest is written — reports on what the desk has found worth writing down. Both land in the same place, and you are told when something new arrives.

Thematic Radar

/thematic-radar

Which themes are leading, which are rolling over, and what the tape says about each constituent.

Live Sign in to view

Volatility Surface

/vol

Implied surface, term structure and realised-versus-implied across the listed book.

In development Sign in to view

Microstructure

/micro

Queue dynamics, spread regimes and execution quality by venue.

In development Sign in to view

Access

Talk to the iRage Research team.

Accounts here are opened with a code we issue by hand. If you need a code, or a dashboard that is not on your hub yet, your iRage Research contact will set it up.