Quantitative Analysis

Time-of-Day Contribution to Intraday High–Low Formation

Price gaps are critical discontinuities in Indian equity markets, reflecting overnight information assimilation and session-to-session market microstructure effects. This article presents a Python-centric framework for rigorously classifying partial and full gaps, covering formal definitions, mathematical measures, reproducible algorithms, data pipelines, volatility normalization, and event-aware analysis across trading horizons.

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Price-Based Market Data

Adjusted vs Unadjusted Prices in Indian Historical Data

Price Truth, Economic Continuity, and the Foundations of Indian Market Data In Indian equity markets, price data is not merely a time series of numbers—it is a historical record shaped by regulation, corporate decisions, and exchange mechanics. For Python developers building analytics platforms, data pipelines, or financial products, the distinction between adjusted and unadjusted prices

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Price-Based Market Data
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