Using univariate and multivariate time series modeling such as ARCH, GARCH, VAR we forecast

• Stock Market Indices
• Prices of individual stocks
• Volatility in indices
• Prices of Commodities
• Relationship between different Indices
• Net Asset Value of Mutual Funds

We have advanced statistical skills to develop complex and dynamic models to simulate future path of each stock and predict

We develop pair trading strategies using statistical theory of Co -Integration. Identification of pairs and formation of trigger systems are purely based on statistical parameters.