Systematic Trading Research Lab

Macrobot Research develops robust algorithmic trading strategies designed to remain resilient across market regimes through disciplined research, realistic execution modelling, and portfolio-level risk control.

Our Approach

Research Engine

We develop systematic trading strategies using structured quantitative research focused on robustness and adaptability. Each model is validated across multiple market conditions to ensure stability beyond historical backtests.

Portfolio Discipline

Macrobot builds diversified portfolios of complementary strategies designed to reduce dependence on any single market condition. Focus is on correlation control, capital allocation efficiency, and drawdown stability.

Research Philosophy

IDEA → TEST → VALIDATE → STRESS TEST → PORTFOLIO FIT → DEPLOY

Each strategy must demonstrate logical consistency, robustness across instruments, realistic execution assumptions, and portfolio contribution value. Our objective is to build a library of independent trading edges capable of generating consistent risk-adjusted performance.

Institutional Strategy Validation

Forensic Risk Audit

  • Look-ahead bias detection
  • Repainting identification
  • Overfitting diagnostics
  • Walk forward validation
  • Execution cost modelling

Regime Stress Testing

  • Monte Carlo simulation
  • Drawdown distribution
  • Volatility regime testing
  • Tail risk scenarios
  • Strategy stability analysis

Strategy Categories

Trend Models
Mean Reversion
Volatility Breakouts
Price Action Systems
Multi Timeframe Models
Regime Adaptive Strategies

Leadership

Surya Kanta Brahma

Founder – Strategy & Technology

IIT Kanpur alumnus with extensive experience in technology development and systematic trading research. Focused on building robust algorithmic frameworks capable of adapting to changing market regimes.

Sandeep Gupta

Founder – Risk & Governance

IIT Kanpur alumnus, IIM Bangalore, CFA Charterholder with leadership experience in global corporations. Ensures institutional discipline in portfolio construction, governance, and risk management framework.

Institutional Enquiries

Research collaboration
Strategy validation
Investor discussion


surya@macrobotresearch.in

sandeep@macrobotresearch.in

235, 2nd & 3rd Floor, 13th Cross Rd, Indira Nagar II Stage, Hoysala Nagar, Indiranagar, Bengaluru, Karnataka 560038