Quantitative Trading Models & Systematic Alpha Framework | KoshX Learning
Explore 5 empirical mathematical alpha models engineered for Indian equity swing trading: EMA 20/50 Pullbacks, Residual Momentum, Kinematics, Ornstein-Uhlenbeck, and Hurst Regimes.
Empirical Quantitative Methodology
The KoshX quantitative learning curriculum provides systematic, peer-reviewed mathematical methodologies adapted specifically for the National Stock Exchange of India (NSE) and SEBI-regulated Margin Trading Facility (MTF).
\text{Portfolio Alpha} = \sum_{m=1}^{5} w_m \cdot \text{Model}_m(X_t)
Frequently Asked Questions
What are the 5 quantitative models in KoshX?
Model 01: EMA Pullback (Trend-following mean reversion), Model 02: Residual Momentum (Beta-neutral alpha isolation), Model 03: Kinematic Phase Space (Velocity & acceleration vectors), Model 04: Ornstein-Uhlenbeck (Stochastic mean reversion half-life), and Model 05: Hurst Exponent (Fractal market regime classification).
Can these quantitative models be traded with Margin Trading Facility (MTF)?
Yes. All models are specifically optimized for Indian equity swing trading with 3.5x to 4x MTF leverage, with holding periods between 3 and 15 trading days.