Where Quantitative Analysis Meets Fundamental Research

About Us

Quantimental Capital Research is an independent research firm focused on quantitative and fundamental investment analysis. We produce data-driven research across equities, derivatives, and other market instruments — with a particular focus on systematic options strategies and volatility-based approaches.

The firm is registered with SEBI as a Research Analyst (Registration No. INH000027964; BSE Enlistment No. 7283) under the SEBI (Research Analysts) Regulations, 2014.

Rohan Swar
Rohan Swar
Founder & Principal Research Analyst  ·  SEBI Reg. No. INH000027964  ·  BSE Enlistment No. 7283
MBA with High Honors, The University of Chicago Booth School of Business  ·  B.Tech, IIT Madras

Fintech and wealth product leader with 15+ years across Amazon Pay, Capital One, and global technology organizations. At Amazon, he founded and led the Wealth & Investments category — bringing mutual fund and fixed deposit access to Amazon Pay customers, with ownership of product strategy, P&L, and financial partnerships. Prior to that, he led business banking customer strategy and digitization at Capital One.

Over the past three years, he has operated as a systematic quantitative trader, building proprietary trading infrastructure across Indian equity and derivatives markets.


What We Do

Our research covers two core offerings:

Research is generated using proprietary quantitative frameworks, drawing on a combination of in-house tools and selected external platforms, integrated and maintained by our own team. Additional coverage includes quantitative equity analysis, sector research, and macro-economic context.

All research is published simultaneously to all subscribers on a non-discretionary, non-personalized basis in compliance with SEBI (Research Analysts) Regulations, 2014.

Where to Find Us

Connect

💬
Community & Updates
Market insights, research notes and support — join us on Telegram or WhatsApp.
📊
Live Strategy Portal
View QMCR strategy listings, platform-reported backtests and live platform metrics on AlgoTest.
View on AlgoTest →

Our Strategy Portfolios

Primarily Intraday Selling

3.5L Intraday Options Portfolio
₹3.5L Margin
9 Strategies Updated v2 · 11 Jul 2026 Intraday DTE0 / DTE1 Mon – Thu Primarily Selling NIFTY + SENSEX
A rule-based intraday portfolio primarily focused on option selling to capture theta decay, with selective option buying for directional or gamma-driven opportunities. Strategies are spread across intraday windows to limit margin overlap and keep peak margin within allocated capital.
View 9 strategies → Test & Subscribe on AlgoTest →
6L Balanced Hedged Portfolio
₹6L Margin
26 Strategies Intraday DTE0 / DTE1 / DTE4 Mon – Thu Hedged NIFTY + SENSEX
A balanced intraday mix of 26 NIFTY & SENSEX strategies — option selling for theta plus selective buying for directional/gamma opportunities, with 8 protective hedges (NIFTY & SENSEX call/put each expiry) that cut margin and cushion extreme moves.
View 26 strategies → Test & Subscribe on AlgoTest →
7L Intraday Options Portfolio
₹7L Margin
19 Strategies Updated v2 · 11 Jul 2026 Intraday DTE0 / DTE1 / DTE4 Mon – Thu Primarily Selling NIFTY + SENSEX
An expanded intraday options portfolio combining 19 DTE0/DTE1/DTE4 NIFTY and SENSEX strategies, including two protective NIFTY hedge legs. Primarily option-selling focused with selective buying for directional or gamma opportunities. Some strategies are India VIX range-based — trades may not trigger every day.
View 19 strategies → Test & Subscribe on AlgoTest →
20L Intraday Balanced Portfolio
₹20L Margin
37 Strategies New · 3 Aug 2026 Intraday DTE0 / DTE1 / DTE4 Mon – Thu Primarily Selling NIFTY + SENSEX
A ₹20L balanced intraday portfolio of 37 NIFTY & SENSEX components — rule-based option selling to capture theta, with selective option buying for directional and gamma opportunities, plus two protective NIFTY hedge legs. Spans DTE0/DTE1/DTE4 setups across morning, midday and last-hour windows. Some components are India VIX range-based, so not every strategy trades every day.
View 37 strategies → Test & Subscribe on AlgoTest →
18L Intraday Balanced Hedged Portfolio
₹18L Margin
43 Strategies New · 3 Aug 2026 Intraday DTE0 / DTE1 / DTE4 Mon – Thu Hedged NIFTY + SENSEX
The hedged sibling of the 20L book — the same rule-based selling-and-buying core wrapped in eight protective NIFTY & SENSEX hedge legs (call & put, both expiry cycles) that cap tail risk and reduce margin so the book runs within ₹18L. 43 components across DTE0/DTE1/DTE4. Some are India VIX range-based, so not every strategy trades every day.
View 43 strategies → Test & Subscribe on AlgoTest →

Pure Intraday Buying

50K Intraday Options Portfolio
₹50K Margin
6 Strategies Intraday DTE0 / DTE1 Mon – Thu Option Buying India VIX 12–18 NIFTY + SENSEX
A rule-based intraday option-buying portfolio targeting directional and gamma-driven opportunities during expiry and near-expiry sessions. Strategies run across intraday windows with both upside and downside setups. Entry is condition-based — the portfolio may not trade every day.
View 6 strategies → Test & Subscribe on AlgoTest →
60K Intraday Opportunistic Buying
₹60K Margin
10 Strategies Intraday DTE0 / DTE1 / DTE4 Mon – Thu India VIX 10–18 NIFTY + SENSEX
A rule-based intraday option-BUYING portfolio targeting directional and gamma-driven opportunities across NIFTY & SENSEX, including same-day and near-expiry setups. Entry is condition-based and India-VIX gated — the portfolio may not trade every day.
View 10 strategies → Test & Subscribe on AlgoTest →

Built to work as a portfolio. The strategies are designed to run together across different market setups and intraday windows, keeping peak margin within the allocated capital (subject to broker/exchange margin changes). Please review each strategy's risks, capital needs and your own suitability before subscribing to the full portfolio or any single strategy.
Backtested
Win ratio (days)
Reward : risk

Hypothetical backtested results, net of modelled costs — not indicative of future results. Full assumptions and disclosures in View backtested performance below.

Subscribe on AlgoTest →
Strategy Day of Week Operating Window In Portfolio Margin / Lot Key Assumptions
How risk is managed (option selling): positions are strictly intraday with no overnight exposure, every strategy runs predefined stop-losses, and the book is diversified across multiple strategy rules, instruments and intraday windows. That said, in the event of a large, instantaneous intraday move, stop-losses may be skipped and executed at worse-than-intended levels — so losses can occasionally exceed the planned stop.
How risk is managed (option buying): entries are taken only within a defined option-premium range, and every position runs predefined stop-losses. For long-option positions, loss is generally limited to the premium paid plus charges, subject to execution, liquidity, gap/slippage and platform/order risks; there is no short or margin exposure. Positions are designed to be intraday with no planned overnight exposure; operational, execution and platform risks can still occur.

The “On AlgoTest” line under each strategy shows its existing internal name on AlgoTest and is provided for mapping only. DTE = Days to Expiry — 0DTE strategies trade on the option expiry day; 1DTE trade one trading day before expiry. Days of the week reflect the current weekly options expiry calendar — NIFTY expires Tuesday (1DTE Monday, 0DTE Tuesday) and SENSEX expires Thursday (1DTE Wednesday, 0DTE Thursday). In weeks with market holidays, the expiry day — and therefore these days — may shift. Strategy names link to the live listing on AlgoTest, a third-party platform whose metrics are subject to its own data, assumptions and execution model. Margins shown are indicative only and vary by broker, exchange/SPAN rules, instrument price, lot size and market conditions. All strategies are intraday and exited the same trading day. Backtested or past performance does not guarantee future results.

Important Disclosure

Stay Informed

Contact

For general or administrative enquiries:

📧 General enquiries: info@qmcr.in
📧 Research & services: research@qmcr.in
📧 Support: support@qmcr.in
📧 Compliance & grievances: compliance@qmcr.in
📍 E1 502, SNN Raj Greenbay, Electronic City Phase 2, Bengaluru 560100, India

Regulatory Disclosures & Investor Grievance Redressal

Quantimental Capital Research · SEBI Research Analyst Reg. No. INH000027964 · BSE Enlistment No. 7283 · Investor Charter. Grievances: write to compliance@qmcr.in (resolution within 21 days); if unresolved, escalate to SEBI SCORES and SMART ODR. Investor complaints (month ending 30 June 2026): Nil.

Research Analyst Details
Registered NameQuantimental Capital Research
TypeIndividual Research Analyst (Sole Proprietor)
Proprietor / Principal OfficerRohan Swar
SEBI Registration No.INH000027964
Registration Type / ValidityResearch Analyst · Perpetual (subject to compliance)
RAASB Enlistment (BSE)BSE Enlistment No. 7283 · enlisted 22 June 2026
Supervisory BodySEBI · Research Analyst Administration and Supervisory Body (RAASB), administered by BSE Limited
Registered AddressE1 502, SNN Raj Greenbay, Electronic City Phase 2, Bengaluru 560100, Karnataka, India
Emailresearch@qmcr.in
Phone+91 79809 99588
Compliance / Grievance OfficerRohan Swar · compliance@qmcr.in

Registration granted by SEBI, enlistment with the RAASB and certification from NISM in no way guarantee the performance of the Research Analyst or provide any assurance of returns to investors. Investment in securities market is subject to market risks; read all related documents carefully before investing.

Disclosures & Conflicts of Interest

Third-party platform (AlgoTest): Quantimental Capital Research lists its strategies on AlgoTest, a third-party execution and marketplace platform. QMCR pays AlgoTest a platform/listing fee and has a revenue-sharing arrangement with AlgoTest in respect of subscriptions taken up through the platform. This commercial relationship is disclosed in the interest of transparency. It does not affect the independence of our research, which is published on a non-discretionary, non-preferential basis to all entitled subscribers; backtested or past performance shown on the platform does not guarantee future results.

Research independence: As on the date of this disclosure, except for the AlgoTest commercial arrangement disclosed above, the Research Analyst, its proprietor and associates have no financial interest, ownership interest, actual or beneficial holding, material conflict of interest, or compensation arrangement with issuers or intermediaries relevant to the research, unless specifically disclosed in the relevant research report.

Investor Charter for Research Analysts

Vision: Invest with knowledge & safety.

Mission: Every investor should be able to invest in right investment products based on their needs, manage and monitor them to meet their goals, access reports and enjoy financial wellness.

The complete Investor Charter for Research Analysts is reproduced verbatim, as prescribed by SEBI (circular SEBI/HO/MIRSD/MIRSD-PoD/P/CIR/2025/81 dated 2 June 2025), on our Investor Charter page.

Services we provide: publication of research reports and research recommendations on a non-discretionary, non-binding basis; the same research is distributed to all entitled subscribers without preferential treatment; disclosure of any financial interest or conflict of interest in our research; and maintenance of confidentiality of subscriber information.

Investors' Do's: deal only with SEBI-registered Research Analysts; verify our SEBI registration and details above; read the research report, risk factors and disclosures carefully; pay only the agreed research fee through traceable banking channels.

Investors' Don'ts: do not transfer funds for investment to the Research Analyst; do not share trading account credentials or OTPs; do not act on assured-return or guaranteed-profit claims (none are made or permitted).

Use of Artificial Intelligence (AI): AI/ML-based tools are used to a limited extent (approximately 30%) within our research process — for example, data processing, screening and pattern analysis — while strategy design, final research conclusions and recommendations are driven by the Research Analyst's own judgment. AI-based tools are also used to a greater extent (approximately 80%) in the development and maintenance of this website. These proportions are estimates and may vary over time. The Research Analyst remains fully responsible for all research output, including any AI-assisted components, and for the confidentiality and security of investor data.

The complete Investor Charter is available here: View the full Investor Charter →, and is displayed at our office premises.

Investor Grievance Redressal

If you have a grievance, please follow this escalation process:

  1. Contact us directly at compliance@qmcr.in or +91 79809 99588. We shall strive to redress your grievance immediately, and in any case not later than 21 days of receipt.
  2. SEBI SCORES — if not satisfied, lodge your complaint on SEBI's online grievance portal scores.sebi.gov.in (SCORES 2.0), or via the SEBI SCORES mobile app.
  3. SMART ODR — disputes may also be referred to the SEBI Online Dispute Resolution portal for conciliation and arbitration at smartodr.in.

Grievance Redressal / Escalation Matrix — you may approach the following before escalating to SEBI:

Details ofContact PersonAddressContact No.Email IDWorking Hours
Customer CareNot ApplicableNot ApplicableNot ApplicableNot ApplicableNot Applicable
Head of Customer CareNot ApplicableNot ApplicableNot ApplicableNot ApplicableNot Applicable
Compliance OfficerNot ApplicableNot ApplicableNot ApplicableNot ApplicableNot Applicable
CEONot ApplicableNot ApplicableNot ApplicableNot ApplicableNot Applicable
Principal OfficerRohan SwarE1 502, SNN Raj Greenbay, Electronic City Phase 2, Bengaluru 560100, Karnataka, India+91 79809 99588compliance@qmcr.inMon–Sat, 9:30 AM – 6:00 PM (excluding public holidays)

Quantimental Capital Research is an individual (sole proprietor) Research Analyst; accordingly, only the Principal Officer level is applicable and the remaining levels are marked "Not Applicable". If your grievance is not redressed satisfactorily, you may escalate to SEBI on SCORES.

Beware of impersonation: QMCR communicates only through the official channels listed above. Complaints involving impersonation or fraudulent use of our name are handled separately under SEBI-prescribed processes — please report them to us and on SCORES immediately.

Investor Complaints Data

Data for the month ending 30 June 2026.

Received fromPending (end of last month)ReceivedResolvedTotal PendingPending > 3 monthsAvg. Resolution (days)
Directly from Investors000000
SEBI (SCORES)000000
Other Sources (if any)000000
Grand Total000000

Number of complaints received during the month against the RA due to impersonation by some other entity: 0.

Trend of monthly disposal of complaints & annual disposal:

PeriodCarried forwardReceivedResolvedPending
April 20260000
May 20260000
June 20260000
FY 2026–27 (to date)0000

All figures are Nil as on the date of this disclosure. Includes complaints received directly and through SEBI SCORES, with impersonation cases reported separately.

Disclaimer

Quantimental Capital Research is registered with SEBI as a Research Analyst (Reg. No. INH000027964; BSE Enlistment No. 7283). Registration granted by SEBI and certification from NISM in no way guarantee performance of the intermediary or provide any assurance of returns to investors. Investment in securities markets is subject to market risks; read all related documents carefully before investing. The information on this page is for informational purposes only and does not constitute investment advice.