Founder & Chief Derivatives Strategist
From running institutional proprietary options books to mentoring over 45,000 retail and HNIs across India, I help traders transition from emotional speculation to disciplined, delta-neutral quantitative execution.
Every trading morning, I deconstruct institutional order flows, volatility skews, and deploy real-world Large Language Models to automate market analysis before the opening bell rings.
Daily technical analysis on Nifty & BankNifty, high-probability options selling & hedging frameworks, and modern AI workflows engineered for serious retail & proprietary traders.
Unfiltered, institutional order flow analysis and quantitative options playbooks to plan your trading session before the opening bell rings.
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42mDownload the exact intraday liquidity zone indicator used in today's market video.
From options mathematics to disciplined execution—join intense offline bootcamps and live cohort programs designed to build robust risk architecture.
Supercharge your market research, sentiment analysis, and strategy backtesting using generative AI and quantitative models engineered for Indian derivative markets.
Comprehensive prompts for querying SEC/BSE filings, earnings call transcripts, and RBI/Fed macro statements using Claude 3.5 & GPT-4o.
Complete code walkthrough: streaming live Open Interest shifts into Anthropic API webhooks to generate instant breakout sentiment alerts on Telegram.
How to run Ollama/Llama 3 locally to auto-parse Zerodha/Groww trade books, detecting behavioral leaks without exposing your private financial data.
See how structured prompt architecture converts raw NSE open interest and volatility telemetry into an unambiguous trading plan in seconds.
▶ BIAS: Bullish Consolidation with High Put Base
1. Support confirmed at 50,900 with 4.8M contracts open interest at 51,000 PE.
2. Resistance pivot: 51,550. Low call additions signal lack of aggressive shorting.
▶ SUGGESTED PLAYBOOK: Sell 50,800 PE / Buy 50,500 PE Bull Put Spread (Risk/Reward: 1:2.4).
Institutional commentary, mathematical options architectures, and algorithmic trading breakdowns written for disciplined risk managers.
FEATURED ESSAYWhy standard indicator-based strategies fail against algorithmic execution algorithms and how to identify institutional stop hunts at swing highs.
DERIVATIVES DESKA quantitative breakdown of extreme institutional short positions, historical rollover stats, and the statistical probability of violent short covering rallies.
PORTFOLIO DEFENSELocking in multi-year gains during election and budget uncertainty without triggering capital gains taxes using systematic covered calls and OTM puts.
With over 12 years of navigating volatile Indian equity and derivative cycles, Romit Kumar has transitioned from proprietary trading desk operations to spearheading modern options quantitative education across India.
He has mentored more than 8,500 active traders, pioneered the deployment of local LLMs for institutional market structure analysis, and championed delta-neutral risk strategies that survive black-swan volatility events.
"Risk management is not an ingredient of trading—it is the entire recipe. Our edge lies at the intersection of mathematical discipline and modern machine intelligence."
"Before Romit's workshop, I was blowing accounts every time India VIX surged above 18. His mechanical rules for gamma adjustments and ratio spreads completely shifted my P&L from emotional gambling to systematic business execution."
"The integration of custom AI prompts for scanning earnings call sentiment alongside the options Greeks module cut our desk research time by 70%. Romit's curriculum is institutional grade without the fluff."
"The weekly risk audit completely cured my over-trading habit. We instituted maximum drawdown limits and quantitative hedge overlays that let me trade stress-free even during volatile central bank announcements."
Join over 45,000 disciplined derivative traders receiving high-conviction key levels, options flow breakdowns, and actionable market structure analysis before 09:15 AM.