Equity-derivatives trader, holding the NISM Series XV Research Analyst certification. I built StratLab to solve a problem I faced daily — turning terabytes of options data into clear market context in under 30 seconds. No tips, no black box: just the data, the model, and the reasoning.
Regime, conviction, flow state and OI vectors refreshed every 10 minutes through the session.
Breadth, positioning and IV skew tracked daily across the full universe.
The Market Strength Score and ARQ, read against their own history.
Our own market database — options, prices and indicators back to 2000.
No card needed. Full platform access from day one.