Our proprietary desk trades internal capital using a diversified suite of quantitative models across:
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- Indian equities and index derivatives
- Mid-frequency algorithmic systems
- Systematic volatility and derivatives strategies
- Market microstructure-driven intraday models
All models are researched, built and executed in-house on our own technology stack.
Research:
Our research work underpins everything we trade. We focus on:
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- Alpha discovery
- Statistical modelling
- Signal generation
- Market behaviour studies
- Model robustness testing
- Execution optimization
Research outputs feed directly into our proprietary trading systems, and into the technology we build for institutional clients.
Working with Brightstar Research:
We are always looking for bright, curious minds in research, technology and financial markets: quantitative researchers, traders, developers and data engineers. We are a small team, so ideas are tested rather than argued about and the work you do is visible. Our research runs in live markets, where the feedback is immediate and results set the standard. If that sounds like you, send your CV and a short note about what you have built to hr@brightstar-research.com.