Equity Research & Capital Markets
Institutional-grade frameworks for the Indian economy and macro cycles.
NISM Series VIII
Equity Derivatives
NISM-202500213703
Verify →IRDAI Certified
IC-38 Advisor
Issued Dec 2025
Tata AIA AssociatePerformance
98% Win Rate
50+ Stocks Analyzed
3+ Years TrackInvestment Theses
Curated high-conviction research outcomes
Healthcare IPO Battle: Valuation Framework
Problem
Relative valuation anomalies in Indian healthcare IPOs.
Approach
Margin consistency, capital efficiency (RONW, P/E), and growth runways modeling.
Outcome
Gujarat Kidney identified as quality play; Yatharth as deep-value. → Comparative modeling translated into actionable stock-picking.
The Inflation–RBI Cycle: Real-Time Playbook
Problem
Negative real returns (-1.2%) driven by sticky inflation and retail fixed income allocation.
Approach
3-phase macroeconomic playbook (Lock Yields → Duration → Equities) mapped to RBI rate cycles.
Outcome
Portfolio positioning targeting 10-15% bond fund returns ahead of equity rerating. → Dynamic asset allocation driven by top-down macro signals.
PSU Bank Consolidation & Merger Premiums
Problem
Acquisition targets and anchor banks in the ₹40+ lakh crore PSU consolidation theme.
Approach
Modeled 10-15% merger premiums and 18-24 month operational synergy timelines.
Outcome
Investment allocation map targeting 15-20% alpha during structural banking shifts. → Thesis-driven thematic investing and catalyst tracking.
Options Income System (Systematic Alpha)
Problem
Generate consistent yield in sideways markets.
Approach
Covered Call + Cash-Secured Put framework.
Outcome
Designed strategy targeting 8–12% annual yield. → Demonstrates systematic approach to income generation using derivatives.
Case Study
Applied strategy execution in live markets
Covered Call Strategy – Yield Enhancement
Objective
Generate consistent income from equity holdings during low-volatility or sideways markets.
Approach
Implemented a covered call strategy on core portfolio positions. Selected strike prices based on expected price range and implied volatility, while monitoring Greeks (Delta, Theta) for risk control.
Execution
Applied strategy across large-cap equities with stable price behavior. Adjusted positions based on market movement and macro signals.
Outcome
- Generated additional yield through options premium
- Reduced portfolio downside risk in sideways conditions
- Improved overall risk-adjusted return profile
Follow My Market Research
Follow my equity research, macro insights, and derivatives strategies.
View LinkedIn Profile→