LynqVerse Research operates at the intersection of data analytics, quantitative finance, and market microstructure. Founded by Anupam Dutta, we transform raw financial data into actionable intelligence through proprietary quantitative frameworks.
Anupam Dutta — engineer, trader, and quant researcher — founded LynqVerse Research with the conviction that markets reward data-driven discipline over speculation. The lab blends engineering precision with market expertise to build repeatable, research-backed trading frameworks.
An advanced quantitative research laboratory developing and validating proprietary models, stress-testing assumptions, and translating research into systematized execution.
Not a tip service or signal vendor. Our commitment is to quantitative rigor, evidence, and repeatability.
Volatility is structured information about positioning, liquidity, and risk transfer — not chaos.
We study order-flow footprints and hedging mechanics to understand how markets actually move.
We emphasize risk sizing, expectancy, and drawdown containment over direction guessing.
Work on volatility surfaces, clustering, and contraction–expansion regimes that precede price moves.
Proprietary algorithms that convert raw data into probability-weighted setups with risk controls.
Liquidity maps, institutional hedging footprints, and execution-aware modeling for realistic implementation.
Modulus NCP40 is our proprietary quant engine that processes large-scale end-of-day market data to derive fair valuations, detect institutional hedging flows, and surface next-session trade setups. NCP40 remains private, preserving our research edge.
By quantifying dislocations between fair value and traded price, NCP40 reveals systematic opportunities within institutional flows.
The Modulus NCP40 algorithm is not licensed or sold. Its alpha remains exclusive to LynqVerse Research.
👨💼 Anupam Dutta
📩 anupam.dutta@lynqverse.com
📩 point125options@gmail.com
☎️ +91-8240775462