The risk & researchworkstationfor Indian investors.
Vol surfaces, options Greeks, DCF research, IPO pipeline, supply chain intelligence, behavioral trade journal, and an AI analyst — 21 modules built around the way Indian markets actually behave.
The same outputs you'd ask a quant team to build.
Click into the workstation and these are the screens you land on. Below: a static preview of each module's actual output, rendered live inside Kautilya.
Volatility surface, fitted live.
SVI parametric calibration across NIFTY, BANKNIFTY, and F&O singles. Arbitrage-free smile, IVP percentiles vs 1-year history, vol-of-vol gating to flag regime shifts. ATM, skew, kurtosis — all surfaced in one panel.
- →SVI: w(k) = a + b · (ρ(k − m) + √((k − m)² + σ²))
- →Newton-Raphson IV with bisection fallback
- →Vol-of-Vol Z-score · IVP percentile bands
- →Per-expiry calibration · auto-refresh on close
Stress test before the market does.
Replay COVID '20, 2008 GFC, Taper Tantrum, MPC rate shocks — or define your own (NIFTY ±X%, INR move, oil spike). Beta-adjusted impact across every position. Hedge-aware: see the same scenarios with and without your protective puts.
- →5 historical replays + unlimited custom scenarios
- →Beta-adjusted P&L per position
- →Hedged vs unhedged side-by-side
- →Tail-VaR (CVaR) at 95% / 99% / 99.5%
DCF, comps, football field — with Indian defaults.
Damodaran's India ERP and CRP baked into every WACC. 10-year G-Sec as risk-free. Beta from 2-year weekly OLS, Blume-adjusted. Comparables sourced live from NSE peers. The football field overlays every method on one chart.
- →India ERP: 11.14% · CRP: 4.12% · Risk-Free: 7.20%
- →Beta — 2yr weekly OLS, Blume-adjusted
- →Comps from live NSE/BSE peer set
- →Bear / base / bull scenarios — one chart
IPO pipeline, one click to bid.
Real-time scraper for Mainboard and SME IPOs. Live GMP feed. Subscription tracking by category (RII / NII / QIB). One-click bid placement across all 5 integrated brokers — Dhan, Zerodha, Upstox, Angel, Fyers.
- →Mainboard + SME tracked together
- →Live GMP from grey-market feeds
- →Subscription % by RII / NII / QIB
- →One-click bid · 5 brokers wired
| Issue | Window | Band | GMP | Sub |
|---|---|---|---|---|
▶BAJAJ HSG FIN Mainboard | Sep 09 — 11 | ₹66 — 70 | +₹45 | 12.4× |
▶OLA ELECTRIC Mainboard | Aug 02 — 06 | ₹72 — 76 | +₹16 | 4.2× |
▶EMCURE PHARMA Mainboard | Jul 03 — 05 | ₹960 — 1008 | +₹150 | 67.9× |
▶BANSAL WIRE Mainboard | Jul 03 — 05 | ₹243 — 256 | +₹40 | 8.1× |
▶ALLIED BLENDERS Mainboard | Jun 25 — 27 | ₹267 — 281 | +₹18 | 1.1× |
▶STANLEY LIFESTYLES SME | Jun 21 — 25 | ₹351 — 369 | +₹32 | 9.5× |
Supply chain risk, two tiers deep.
Bloomberg SPLC-style graph for NSE-listed companies. Map upstream and downstream dependencies. Trace contagion paths through your book — when a single supplier weakens, see which positions are at risk before the news breaks.
- →Upstream + downstream graph · 2 tiers
- →Revenue-weighted exposure scoring
- →Concentration alerts (single-supplier risk)
- →NSE/BSE-listed coverage
Three VaR methods, one panel.
Historical, parametric, and Monte Carlo VaR — all three, with the distribution plotted out. 10,000-path MC with Cholesky decomposition for correlation-aware risk. CVaR / Expected Shortfall in the tail. Confidence bands at 95%, 99%, 99.5%.
- →Historical · Parametric · Monte Carlo
- →10,000 paths · Cholesky correlated
- →CVaR / Expected Shortfall in the tail
- →95% · 99% · 99.5% confidence
Risk Constellation — your whole book in one frame.
Other platforms list positions in rows. Kautilya plots them in a 4-dimensional bubble field — fair-value discount, momentum, weight, composite score. Click a quadrant to filter. The whole portfolio, one glance.
Sample data. In the live workstation, this is your real book — Kautilya runs DCF + momentum + relative-value on every position you own and plots the result. Click a quadrant to filter. See how scores are computed →
21 modules. One platform.
Risk decomposition, fundamental research, market microstructure, behavioral analytics — covered end to end.
- →Dashboard
- →Exposure
- →VaR Analysis
- →Scenario
- →Correlation Matrix
- →Stress Test
- →Hedge Impact
- →Hedge Calculator
- →Pricing Engine
- →Supply Chain
- →Equity Research
- →Financial Health
- →Model Validation
- →MPC Analysis
- →Intraday
- →OI Tracker
- →Trade Journal
- →Dividends
- →Events
- →IPO Tracker
- →Vol Surface
- →Macro Pulse
- →Risk Constellation
- →Health Score
- →Quant Signals
- →Artha AI Analyst
Pick the tier that fits your book.
- →1 portfolio · 25 holdings
- →Basic risk dashboard
- →Trade journal (manual)
- →Dividend & IPO tracker
- →Unlimited holdings
- →Auto broker sync · F&O Greeks
- →Options pricing calculator
- →Artha AI · 100 deep queries
- →Everything in Trader
- →Monte Carlo VaR · SVI surface
- →Stress testing (5 scenarios)
- →DCF · supply chain · regime
- →Artha — unlimited deep mode
- →Multi-portfolio · per-source view
- →Wealth manager dashboard
- →Custom stress scenarios
- →API access · Priority support
Annual billing reduces monthly equivalent by 17%. AI credit packs available as add-ons. 7-day refund window from first paid charge.