Independent advisory

Where theory
meets the trade.

Microstructure, execution, and volatility advisory — written down, reproducible, defensible.

Bengaluru, India · Available for engagements

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Services

What we deliver for your desk

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Analysis

Market microstructure advisory

A sharper read on how your liquidity actually behaves.

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Strategy

Optimal execution strategies

Disciplined execution schedules that reduce implementation shortfall.

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Models

Volatility surface calibration

Defensible vol surfaces that hold up under pressure.

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Mentorship

Quantitative mentorship

Intuition that sticks — not formulas that fade after the exam.

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TCA

Execution algorithms & TCA

Clarity on whether your algos perform as expected.

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01Listen first
02Model the mechanism
03Calibrate to reality
04Deliver clarity
Voices

The LOB work brought rigour I had not seen outside top-tier academic research. Derivations are clean; intuition is sharper.

Research collaboratorInstitution withheld

The execution memo was what we needed: assumptions explicit, numbers reproducible — no vendor fairy dust.

Head of tradingBuyside firm withheld
About

Built on first principles.

Aryan Ayyar

Founder

  • Research: limit-order-book dynamics and optimal execution theory
  • Teaching: QF curriculum at MAHE Bengaluru
  • Writing: client memos, working papers, and open derivation notes
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Shrit Shrivastava

Co-founder · Engineering & product development

Started building at 13 · GitHub Grad '23 · 100+ projects

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Writing

Notes & field writing

Contact

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Typical response · Within 48 hours.

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