/ Built for Systematic Investing
The quantitative layer for every portfolio
Explain returns, control risk, and optimize outcomes on one robust SaaS platform.
/ What is Systematic Investing?
A disciplined, data-driven playbook using advanced models to transform market insight into repeatable, risk-aware edge and smarter, consistent investing decisions.
/ What is MethodTech?
MethodTech is a full-stack systematic investing platform for institutional investors and their research teams. Built with a practitioner-first approach, it unifies India-centric structured data, an in-house multi-factor risk model, research and backtesting, portfolio optimization, and advanced analytics into a single, robust SaaS platform.
Risk Model
Built in-house and integrated across the platform
A Risk Model sits at
the Core of Systematic Investing
A statistical framework that converts every position into systematic factor exposures and stock specific (idiosyncratic) risk, letting you gauge future volatility and return drivers before you trade.
Reveal real drivers of risk to size positions with confidence.
Orthogonal factors, full coverage, continuously refreshed.
Demonstrated results across time, markets, and factor styles
Reveal real drivers of risk to size positions with confidence.
Orthogonal factors, full coverage, continuously refreshed.
Demonstrated results across time, markets, and factor styles
Why use a Risk Model?
Decomposes each holding into Factor vs Idiosyncratic Risk.
Quantify risk in a standardised manner.
Adjusts weights in real time to hit your target
IR, instantly reflected on the dashboard.
Lets you size bets, not just rupees, before
they hit the blotter.
Use Cases
Build systematic strategies without the stack. India-first data, a 39-factor risk model, explicit Objectives and Constraints, and point-in-time backtests all in one platform. Understand portfolio risks, decompose to single stocks, and isolate idiosyncratic returns with advanced analytics.
/ From first data pull to live decisions - six ways MethodTech upgrades the workflow.
Data you can defend (point-in-time)
Easily grow your site with a built-in CMS, AI-powered localization,
and maintenance tools, designed to handle projects of any size.
Data you can defend (point-in-time)
Easily grow your site with a built-in CMS, AI-powered localization,
and maintenance tools, designed to handle projects of any size.
Expose Hidden Risks Before They Hit P&L
Real-time factor tilts, ownership metrics, and idiosyncratic flags highlight vulnerabilities early, so managers can neutralise blind spots instead of explaining losses.
Expose Hidden Risks Before They Hit P&L
Real-time factor tilts, ownership metrics, and idiosyncratic flags highlight vulnerabilities early, so managers can neutralise blind spots instead of explaining losses.
Validate Every Strategy with 15 Years of Robust Back-Tests & Stress Scenarios
Event-driven simulations and
point-in-time data let you de-risk concepts long before real capital is deployed, accelerating conviction cycles.
Validate Every Strategy with 15 Years of Robust Back-Tests & Stress Scenarios
Event-driven simulations and
point-in-time data let you de-risk concepts long before real capital is deployed, accelerating conviction cycles.
From idea to mandate-checked portfolio
Optimize under objectives—maximize IR, minimize variance or tracking error, target factors, or cap drawdowns—within constraints for single-name, sector, liquidity, turnover, derivatives, and benchmark bands.
From idea to mandate-checked portfolio
Optimize under objectives—maximize IR, minimize variance or tracking error, target factors, or cap drawdowns—within constraints for single-name, sector, liquidity, turnover, derivatives, and benchmark bands.
Explain performance, fast
Attribution across any period separates factor, sector, and stock contributions; drill from portfolio to position to clearly see which names actually drove each factor.
Explain performance, fast
Attribution across any period separates factor, sector, and stock contributions; drill from portfolio to position to clearly see which names actually drove each factor.
Built for fundamental and quant teams
No-code dashboards for PMs and risk, with Python APIs for quants, so each team works natively while staying aligned through shared data and controls.
Built for fundamental and quant teams
No-code dashboards for PMs and risk, with Python APIs for quants, so each team works natively while staying aligned through shared data and controls.
/ About Us
MethodTech is a practitioner-led fintech firm on a mission to bring hedge-fund-grade systematic investing discipline to Indian asset managers, turning messy market data into transparent, explainable, and repeatable investment processes.
Rachit Parasrampuria, a Computer Science and Economics grad from Cornell University, Rachit led Portfolio Monetization within Citadel’s Equity Quant Research team, building systematic strategies and scalable investment pipelines for multibillion dollar portfolios.
Siddhartha Kochar, an MBA from Columbia University, Siddhartha established and led the India business for a global credit infrastructure firm and previously co-founded an additive manufacturing venture. He brings fundamental investing experience of over a decade.
FAQs
What is Methodtech?
MethodTech is India's first full-stack platform for systematic investing and it combines clean financial data, quant research tools, portfolio optimizers, execution infrastructure, and analytics, all in one modular SaaS platform.
Who is MethodTech built for?
We serve asset managers, PMS/AIF firms, brokers, and distributors looking to modernize their investment processes. Whether you're running complex quant strategies or advising retail clients, MethodTech offers tailored tools to fit your workflow.
Do I need a technical team to use the platform?
Not at all. MethodTech features a no-code/low-code interface designed for portfolio managers, analysts, and advisors. Quant teams can still access deeper control via code and APIs.
Can I use only specific modules of the platform?
Yes. We're built with Indian market regulation in mind. Our execution stack, analytics tools, and audit logs are designed to align with SEBI guidelines from day one.
What is Methodtech?
MethodTech is India's first full-stack platform for systematic investing and it combines clean financial data, quant research tools, portfolio optimizers, execution infrastructure, and analytics, all in one modular SaaS platform.
Who is MethodTech built for?
We serve asset managers, PMS/AIF firms, brokers, and distributors looking to modernize their investment processes. Whether you're running complex quant strategies or advising retail clients, MethodTech offers tailored tools to fit your workflow.
Do I need a technical team to use the platform?
Not at all. MethodTech features a no-code/low-code interface designed for portfolio managers, analysts, and advisors. Quant teams can still access deeper control via code and APIs.
Can I use only specific modules of the platform?
Yes. We're built with Indian market regulation in mind. Our execution stack, analytics tools, and audit logs are designed to align with SEBI guidelines from day one.
Experience MethodTech,
Book a founder demo and
elevate portfolios today.
/ Join Our Newsletter
Join the MethodTech network — be the first to know about product launches,
features, and market intelligence.
/ Use Cases
Quant PMs & Research Teams
Quant PMs & Research Teams
Build and scale systematic strategies end-to-end with clear objectives and real-world constraints using a 39-factor India-first risk model to maintain intentional exposures, validate ideas with point-in-time data and full cost modelling, and monitor exposures, tracking error, and attribution live—making sizing and hedge tweaks with immediate impact visibility. The result: faster idea-to-portfolio cycles, higher IR, lower slippage, and full auditability.
Build and scale systematic strategies end-to-end with clear objectives and real-world constraints using a 39-factor India-first risk model to maintain intentional exposures, validate ideas with point-in-time data and full cost modelling, and monitor exposures, tracking error, and attribution live—making sizing and hedge tweaks with immediate impact visibility. The result: faster idea-to-portfolio cycles, higher IR, lower slippage, and full auditability.
Fundamental PMs & Analysts
Fundamental PMs & Analysts
Identify true stock-specific returns by removing market and style effects, maintain conviction with idiosyncratic controls and tight factor bands, and test hedge or sizing tweaks to see immediate impact on risk and capture—resulting in cleaner alpha, fewer surprises, and sharper single-name decisions.
Identify true stock-specific returns by removing market and style effects, maintain conviction with idiosyncratic controls and tight factor bands, and test hedge or sizing tweaks to see immediate impact on risk and capture—resulting in cleaner alpha, fewer surprises, and sharper single-name decisions.
Wealth & Investment Managers
Wealth & Investment Managers
Separate skill from luck using multi-period diagnostics driven by the multi-factor model, build client-fit baskets with clear objectives and real-world constraints, and set expectations with backtests supported by transparent factor-aware explanations—viewing stocks, mutual funds, and PMS through one consolidated factor lens to strengthen decision-making with clearer attribution and exposures. The result: better manager selection, goal-aligned baskets, and higher client trust.
Separate skill from luck using multi-period diagnostics driven by the multi-factor model, build client-fit baskets with clear objectives and real-world constraints, and set expectations with backtests supported by transparent factor-aware explanations—viewing stocks, mutual funds, and PMS through one consolidated factor lens to strengthen decision-making with clearer attribution and exposures. The result: better manager selection, goal-aligned baskets, and higher client trust.
Product & ETF Teams
Product & ETF Teams
Design and validate factor or thematic products with intentional exposures and minimal overlap, set objectives like Benchmark Tracking or Factor Targeting with real-world constraints, and backtest using point-in-time data and full cost modelling at each rebalance—while monitoring exposures, overlap, and tracking error to maintain product integrity and generating transparent, factor-aware performance narratives for clients. The result: faster launches with intentional exposures and clear, client-ready attribution.
Design and validate factor or thematic products with intentional exposures and minimal overlap, set objectives like Benchmark Tracking or Factor Targeting with real-world constraints, and backtest using point-in-time data and full cost modelling at each rebalance—while monitoring exposures, overlap, and tracking error to maintain product integrity and generating transparent, factor-aware performance narratives for clients. The result: faster launches with intentional exposures and clear, client-ready attribution.
/ Built for Systematic Investing
The quantitative layer for every portfolio
Explain returns, control risk, and optimize outcomes on one robust SaaS platform.
/ What is Systematic Investing?
A disciplined, data-driven playbook using advanced models to transform market insight into repeatable, risk-aware edge and smarter, consistent investing decisions.
/ What is MethodTech?
MethodTech is a full-stack systematic investing platform for institutional investors and their research teams. Built with a practitioner-first approach, it unifies India-centric structured data, an in-house multi-factor risk model, research and backtesting, portfolio optimization, and advanced analytics into a single, robust SaaS platform.
Risk Model
Built in-house and integrated across the platform
A Risk Model sits at the Core of Systematic Investing
A statistical framework that converts every position into systematic factor exposures and stock specific (idiosyncratic) risk, letting you gauge future volatility and return drivers before you trade.
Reveal real drivers of risk to size positions with confidence.
Orthogonal factors, full coverage, continuously refreshed.
Demonstrated results across time, markets, and factor styles
/ Use Cases
Quant PMs & Research Teams
Build and scale systematic strategies end-to-end with clear objectives and real-world constraints. Use a 39-factor India-first risk model to maintain intentional exposures. Validate ideas with point-in-time data and full cost modelling.
Monitor exposures, tracking error, and attribution live.
Make sizing and hedge tweaks with immediate impact visibility.
Result: Faster idea-to-portfolio, higher IR, lower slippage, and full auditability.
Fundamental PMs & Analysts
Identify true stock-specific returns by removing market and style effects, maintain conviction with idiosyncratic controls and tight factor bands, and test hedge or sizing tweaks to see instant impact on risk and capture.
Remove market and style noise to reveal true stock-specific returns and maintain conviction with idiosyncratic controls.
Test hedge or sizing tweaks to see immediate impact on risk and capture.
Result: Cleaner alpha, fewer surprises, and sharper single-name decisions.
Wealth & Investment Managers
Separate skill from luck using multi-period diagnostics driven by the multi-factor model, build client-fit baskets with clear objectives and real-world constraints, and set expectations with backtests supported by factor-aware explanations.
View stocks, mutual funds, and PMS in one consolidated factor lens.
Strengthen decision-making with transparent attribution and exposure clarity.
Result: Better manager selection, goal-aligned baskets, and higher client trust.
Product & ETF Teams
Design and validate factor or thematic products with intentional exposures and minimal overlap, set objectives like Benchmark Tracking or Factor Targeting with real-world constraints, and backtest using point-in-time data and full cost modelling at each rebalance.
Monitor exposures, overlap, and tracking error to maintain product integrity.
Generate transparent, factor-aware performance narratives for client communication.
Result: Faster launches with intentional exposures and clear, client-ready attribution.
/ From first data pull to live decisions - six ways MethodTech upgrades the workflow.
Data you can defend (point-in-time)
We store data exactly as it appears each day, with audit trails and point-in-time snapshots, so backtests and decisions remain fully reproducible and regulator-ready.
See risk before it hits P&L
Live factor and exposure dashboards flag liquidity pockets and stock-specific outliers, with a factor view that shows which stocks load onto which underlying drivers.
From idea to mandate-checked portfolio
Optimize under objectives—maximize IR, minimize variance or tracking error, target factors, or cap drawdowns—within constraints for single-name, sector, liquidity, turnover, derivatives, and benchmark bands.
Validate with history and stress
Re-run every idea on long, audited point-in-time history and event stresses to quantify robustness, reveal hidden sensitivities, and understand outcomes before real capital moves.
Explain performance, fast
Attribution across any period separates factor, sector, and stock contributions; drill from portfolio to position to clearly see which names actually drove each factor.
Built for fundamental and quant teams
No-code dashboards for PMs and risk, with Python APIs for quants, so each team works natively while staying aligned through shared data and controls.
/ About Us
MethodTech is a practitioner-led fintech firm on a mission to bring hedge-fund-grade systematic investing discipline to Indian asset managers, turning messy market data into transparent, explainable, and repeatable investment processes.
Rachit Parasrampuria, a Computer Science and Economics grad from Cornell University, Rachit led Portfolio Monetization within Citadel’s Equity Quant Research team, building systematic strategies and scalable investment pipelines for multibillion dollar portfolios.
Siddhartha Kochar, an MBA from Columbia University, established and led the India business at Nova Credit and co-founded an additive manufacturing venture prior to that. He brings venture building and fundamental investing experience.
FAQs
What is MethodTech?
MethodTech is India’s first full-stack platform for systematic investing. It combines clean financial data, quant research tools, portfolio optimizers, execution infrastructure, and analytics—all in one modular SaaS platform.
Who is MethodTech built for?
We serve asset managers, PMS/AIF firms, brokers, and distributors looking to modernize their investment processes. Whether you're running complex quant strategies or advising retail clients, MethodTech offers tailored tools to fit your workflow.
Do I need a technical team to use the platform?
Not at all. MethodTech features a no-code/low-code interface designed for portfolio managers, analysts, and advisors. Quant teams can still access deeper control via code and APIs.
Can I use only specific modules of the platform?
Our entire platform is modular. We offer each component separately, in two different formats - UI and API.
Experience MethodTech,
Book a founder demo and
elevate portfolios today.
/ Join Our Newsletter
Join the MethodTech network — be the first to know about product launches,
features, and market intelligence.
/ Built for Systematic Investing
The quantitative layer for every portfolio
Explain returns, control risk, and optimize outcomes on one robust SaaS platform.
/ What is Systematic Investing?
A disciplined, data-driven playbook using advanced models to transform market insight into repeatable, risk-aware edge and smarter, consistent investing decisions.
/ What is MethodTech?
MethodTech is a full-stack systematic investing platform for institutional investors and their research teams. Built with a practitioner-first approach, it unifies India-centric structured data, an in-house multi-factor risk model, research and backtesting, portfolio optimization, and advanced analytics into a single, robust SaaS platform.
Risk Model
Built in-house and integrated across the platform
A Risk Model sits at the Core of Systematic Investing
A statistical framework that converts every position into systematic factor exposures and stock specific (idiosyncratic) risk, letting you gauge future volatility and return drivers before you trade.
Risk Model
Built in-house and integrated across the platform
A Risk Model sits at the
Core of Systematic Investing
What is a Risk Model?
A statistical framework that converts every position into systematic factor exposures and stock specific (idiosyncratic) risk, letting you gauge future volatility and return drivers before you trade.
Reveal real drivers of risk to size positions with confidence.
Orthogonal factors, full coverage, continuously refreshed.
Demonstrated results across time, markets, and factor styles
Reveal real drivers of risk to size positions with confidence.
Orthogonal factors, full coverage, continuously refreshed.
Demonstrated results across time, markets, and factor styles
Why use a Risk Model?
Decomposes each holding into Factor vs Idiosyncratic Risk.
Adjusts weights in real time to hit your target IR, instantly reflected on the dashboard.
Quantify risk in a standardised manner.
Lets you size bets, not just rupees, before they hit the blotter.
Use Cases For
/ From first data pull to live decisions - six ways MethodTech upgrades the workflow.
Data you can defend (point-in-time)
We store data exactly as it appears each day, with audit trails and point-in-time snapshots, so backtests and decisions remain fully reproducible and regulator-ready.
Data you can defend (point-in-time)
We store data exactly as it appears each day, with audit trails and point-in-time snapshots, so backtests and decisions remain fully reproducible and regulator-ready.
See risk before it hits P&L
Live factor and exposure dashboards flag liquidity pockets and stock-specific outliers, with a factor view that shows which stocks load onto which underlying drivers.
See risk before it hits P&L
Live factor and exposure dashboards flag liquidity pockets and stock-specific outliers, with a factor view that shows which stocks load onto which underlying drivers.
From idea to mandate-checked portfolio
Optimize under objectives—maximize IR, minimize variance or tracking error, target factors, or cap drawdowns—within constraints for single-name, sector, liquidity, turnover, derivatives, and benchmark bands.
From idea to mandate-checked portfolio
Optimize under objectives—maximize IR, minimize variance or tracking error, target factors, or cap drawdowns—within constraints for single-name, sector, liquidity, turnover, derivatives, and benchmark bands.
Validate with history and stress
Re-run every idea on long, audited point-in-time history and event stresses to quantify robustness, reveal hidden sensitivities, and understand outcomes before real capital moves.
Validate with history and stress
Re-run every idea on long, audited point-in-time history and event stresses to quantify robustness, reveal hidden sensitivities, and understand outcomes before real capital moves.
Explain performance, fast
Attribution across any period separates factor, sector, and stock contributions; drill from portfolio to position to clearly see which names actually drove each factor.
Explain performance, fast
Attribution across any period separates factor, sector, and stock contributions; drill from portfolio to position to clearly see which names actually drove each factor.
Built for fundamental and quant teams
No-code dashboards for PMs and risk, with Python APIs for quants, so each team works natively while staying aligned through shared data and controls.
Built for fundamental and quant teams
No-code dashboards for PMs and risk, with Python APIs for quants, so each team works natively while staying aligned through shared data and controls.
/ About Us
MethodTech is a practitioner-led fintech firm on a mission to bring hedge-fund-grade systematic investing discipline to Indian asset managers, turning messy market data into transparent, explainable, and repeatable investment processes.
Rachit Parasrampuria, a Computer Science and Economics grad from Cornell University, Rachit led Portfolio Monetization within Citadel’s Equity Quant Research team, building systematic strategies and scalable investment pipelines for multibillion dollar portfolios.
Siddhartha Kochar, an MBA from Columbia University, established and led the India business at Nova Credit and co-founded an additive manufacturing venture prior to that. He brings venture building and fundamental investing experience.
FAQs
What is MethodTech?
MethodTech is India’s first full-stack platform for systematic investing. It combines clean financial data, quant research tools, portfolio optimizers, execution infrastructure, and analytics—all in one modular SaaS platform.
Who is MethodTech built for?
We serve asset managers, PMS/AIF firms, brokers, and distributors looking to modernize their investment processes. Whether you're running complex quant strategies or advising retail clients, MethodTech offers tailored tools to fit your workflow.
Do I need a technical team to use the platform?
Not at all. MethodTech features a no-code/low-code interface designed for portfolio managers, analysts, and advisors. Quant teams can still access deeper control via code and APIs.
Can I use only specific modules of the platform?
Our entire platform is modular. We offer each component separately, in two different formats - UI and API.
What is MethodTech?
MethodTech is India’s first full-stack platform for systematic investing. It combines clean financial data, quant research tools, portfolio optimizers, execution infrastructure, and analytics—all in one modular SaaS platform.
Who is MethodTech built for?
We serve asset managers, PMS/AIF firms, brokers, and distributors looking to modernize their investment processes. Whether you're running complex quant strategies or advising retail clients, MethodTech offers tailored tools to fit your workflow.
Do I need a technical team to use the platform?
Not at all. MethodTech features a no-code/low-code interface designed for portfolio managers, analysts, and advisors. Quant teams can still access deeper control via code and APIs.
Can I use only specific modules of the platform?
Our entire platform is modular. We offer each component separately, in two different formats - UI and API.
Experience MethodTech,
Book a founder demo and
elevate portfolios today.
/ Join Our Newsletter
Join the MethodTech network — be the first to know about product launches,
features, and market intelligence.
Quant PMs & Research Teams
Quant PMs & Research Teams
Build and scale systematic strategies end-to-end with clear objectives and real-world constraints. Use a 39-factor India-first risk model to maintain intentional exposures. Validate ideas with point-in-time data and full cost modelling.
Monitor exposures, tracking error, and attribution live.
Make sizing and hedge tweaks with immediate impact visibility.
Result: Faster idea-to-portfolio, higher IR, lower slippage, and full auditability.
Build and scale systematic strategies end-to-end with clear objectives and real-world constraints. Use a 39-factor India-first risk model to maintain intentional exposures. Validate ideas with point-in-time data and full cost modelling.
Monitor exposures, tracking error, and attribution live.
Make sizing and hedge tweaks with immediate impact visibility.
Result: Faster idea-to-portfolio, higher IR, lower slippage, and full auditability.
Fundamental PMs & Analysts
Fundamental PMs & Analysts
Identify true stock-specific returns by removing market and style effects, maintain conviction with idiosyncratic controls and tight factor bands, and test hedge or sizing tweaks to see instant impact on risk and capture.
Remove market and style noise to reveal true stock-specific returns and maintain conviction with idiosyncratic controls.
Test hedge or sizing tweaks to see immediate impact on risk and capture.
Result: Cleaner alpha, fewer surprises, and sharper single-name decisions.
Identify true stock-specific returns by removing market and style effects, maintain conviction with idiosyncratic controls and tight factor bands, and test hedge or sizing tweaks to see instant impact on risk and capture.
Remove market and style noise to reveal true stock-specific returns and maintain conviction with idiosyncratic controls.
Test hedge or sizing tweaks to see immediate impact on risk and capture.
Result: Cleaner alpha, fewer surprises, and sharper single-name decisions.
Wealth & Investment Managers
Wealth & Investment Managers
Separate skill from luck using multi-period diagnostics driven by the multi-factor model, build client-fit baskets with clear objectives and real-world constraints, and set expectations with backtests supported by factor-aware explanations.
View stocks, mutual funds, and PMS in one consolidated factor lens.
Strengthen decision-making with transparent attribution and exposure clarity.
Result: Better manager selection, goal-aligned baskets, and higher client trust.
Separate skill from luck using multi-period diagnostics driven by the multi-factor model, build client-fit baskets with clear objectives and real-world constraints, and set expectations with backtests supported by factor-aware explanations.
View stocks, mutual funds, and PMS in one consolidated factor lens.
Strengthen decision-making with transparent attribution and exposure clarity.
Result: Better manager selection, goal-aligned baskets, and higher client trust.
Product & ETF Teams
Product & ETF Teams
Design and validate factor or thematic products with intentional exposures and minimal overlap, set objectives like Benchmark Tracking or Factor Targeting with real-world constraints, and backtest using point-in-time data and full cost modelling at each rebalance.
Monitor exposures, overlap, and tracking error to maintain product integrity.
Generate transparent, factor-aware performance narratives for client communication.
Result: Faster launches with intentional exposures and clear, client-ready attribution.
Design and validate factor or thematic products with intentional exposures and minimal overlap, set objectives like Benchmark Tracking or Factor Targeting with real-world constraints, and backtest using point-in-time data and full cost modelling at each rebalance.
Monitor exposures, overlap, and tracking error to maintain product integrity.
Generate transparent, factor-aware performance narratives for client communication.
Result: Faster launches with intentional exposures and clear, client-ready attribution.
/ Use Cases
/ Built for Systematic Investing
The quantitative layer for every portfolio
Explain returns, control risk, and optimize outcomes on one robust SaaS platform.
/ What is Systematic Investing?
A disciplined, data-driven playbook using advanced models to transform market insight into repeatable, risk-aware edge and smarter, consistent investing decisions.
/ What is MethodTech?
MethodTech is a full-stack systematic investing platform for institutional investors and their research teams. Built with a practitioner-first approach, it unifies India-centric structured data, an in-house multi-factor risk model, research and backtesting, portfolio optimization, and advanced analytics into a single, robust SaaS platform.
Risk Model
Built in-house and integrated across the platform
A Risk Model sits at the Core of Systematic Investing
A statistical framework that converts every position into systematic factor exposures and stock specific (idiosyncratic) risk, letting you gauge future volatility and return drivers before you trade.
Why use a Risk Model?
Decomposes each holding into Factor vs Idiosyncratic Risk.
Adjusts weights in real time to hit your target IR, instantly reflected on the dashboard.
Quantify risk in a standardised manner.
Lets you size bets, not just rupees, before they hit the blotter.
Reveal real drivers of risk to size positions with confidence.
Orthogonal factors, full coverage, continuously refreshed.
Demonstrated results across time, markets, and factor styles
Reveal real drivers of risk to size positions with confidence.
Orthogonal factors, full coverage, continuously refreshed.
Demonstrated results across time, markets, and factor styles
Use Cases For
/ From first data pull to live decisions - six ways MethodTech upgrades the workflow.
Data you can defend (point-in-time)
We store data exactly as it appears each day, with audit trails and point-in-time snapshots, so backtests and decisions remain fully reproducible and regulator-ready.
Data you can defend (point-in-time)
We store data exactly as it appears each day, with audit trails and point-in-time snapshots, so backtests and decisions remain fully reproducible and regulator-ready.
Expose Hidden Risks before They Hit P&L
Real-time factor tilts, ownership metrics, and idiosyncratic flags highlight vulnerabilities early, so managers can neutralise blind spots instead of explaining losses.
Expose Hidden Risks before They Hit P&L
Real-time factor tilts, ownership metrics, and idiosyncratic flags highlight vulnerabilities early, so managers can neutralise blind spots instead of explaining losses.
From idea to mandate-checked portfolio
Optimize under objectives—maximize IR, minimize variance or tracking error, target factors, or cap drawdowns—within constraints for single-name, sector, liquidity, turnover, derivatives, and benchmark bands.
From idea to mandate-checked portfolio
Optimize under objectives—maximize IR, minimize variance or tracking error, target factors, or cap drawdowns—within constraints for single-name, sector, liquidity, turnover, derivatives, and benchmark bands.
Validate with history and stress
Re-run every idea on long, audited point-in-time history and event stresses to quantify robustness, reveal hidden sensitivities, and understand outcomes before real capital moves.
Validate with history and stress
Re-run every idea on long, audited point-in-time history and event stresses to quantify robustness, reveal hidden sensitivities, and understand outcomes before real capital moves.
Explain performance, fast
Attribution across any period separates factor, sector, and stock contributions; drill from portfolio to position to clearly see which names actually drove each factor.
Explain performance, fast
Attribution across any period separates factor, sector, and stock contributions; drill from portfolio to position to clearly see which names actually drove each factor.
Empower Fundamental Desks without Extra Headcount, while Quants Keep Their APIs
No-code dashboards deliver factor insight to fundamental PMs; Python endpoints slot straight into quant pipelines, everyone works in their native habitat with zero heavy lifting.
Empower Fundamental Desks without Extra Headcount, while Quants Keep Their APIs
No-code dashboards deliver factor insight to fundamental PMs; Python endpoints slot straight into quant pipelines, everyone works in their native habitat with zero heavy lifting.
/ About Us
MethodTech is a practitioner-led fintech firm on a mission to bring hedge-fund-grade systematic investing discipline to Indian asset managers, turning messy market data into transparent, explainable, and repeatable investment processes.
Rachit Parasrampuria, a Computer Science and Economics grad from Cornell University, Rachit led Portfolio Monetization within Citadel’s Equity Quant Research team, building systematic strategies and scalable investment pipelines for multibillion dollar portfolios.
Siddhartha Kochar, an MBA from Columbia University, Siddhartha established and led the India business for a global credit infrastructure firm and previously co-founded an additive manufacturing venture. He brings fundamental investing experience of over a decade.
FAQs
What is MethodTech?
MethodTech is India’s first full-stack platform for systematic investing. It combines clean financial data, quant research tools, portfolio optimizers, execution infrastructure, and analytics—all in one modular SaaS platform.
Who is MethodTech built for?
We serve asset managers, PMS/AIF firms, brokers, and distributors looking to modernize their investment processes. Whether you're running complex quant strategies or advising retail clients, MethodTech offers tailored tools to fit your workflow.
Do I need a technical team to use the platform?
Not at all. MethodTech features a no-code/low-code interface designed for portfolio managers, analysts, and advisors. Quant teams can still access deeper control via code and APIs.
Can I use only specific modules of the platform?
Our entire platform is modular. We offer each component separately, in two different formats - UI and API.
What is MethodTech?
MethodTech is India’s first full-stack platform for systematic investing. It combines clean financial data, quant research tools, portfolio optimizers, execution infrastructure, and analytics—all in one modular SaaS platform.
Who is MethodTech built for?
We serve asset managers, PMS/AIF firms, brokers, and distributors looking to modernize their investment processes. Whether you're running complex quant strategies or advising retail clients, MethodTech offers tailored tools to fit your workflow.
Do I need a technical team to use the platform?
Not at all. MethodTech features a no-code/low-code interface designed for portfolio managers, analysts, and advisors. Quant teams can still access deeper control via code and APIs.
Can I use only specific modules of the platform?
Our entire platform is modular. We offer each component separately, in two different formats - UI and API.
Experience MethodTech,
Book a founder demo and
elevate portfolios today.
/ Join Our Newsletter
Join the MethodTech network — be the first to know about product launches,
features, and market intelligence.
Quant PMs & Research Teams
Quant PMs & Research Teams
Build and scale systematic strategies end-to-end with clear objectives and real-world constraints. Use a 39-factor India-first risk model to maintain intentional exposures. Validate ideas with point-in-time data and full cost modelling.
Monitor exposures, tracking error, and attribution live.
Make sizing and hedge tweaks with immediate impact visibility.
Result: Faster idea-to-portfolio, higher IR, lower slippage, and full auditability.
Build and scale systematic strategies end-to-end with clear objectives and real-world constraints. Use a 39-factor India-first risk model to maintain intentional exposures. Validate ideas with point-in-time data and full cost modelling.
Monitor exposures, tracking error, and attribution live.
Make sizing and hedge tweaks with immediate impact visibility.
Result: Faster idea-to-portfolio, higher IR, lower slippage, and full auditability.
Fundamental PMs & Analysts
Fundamental PMs & Analysts
Identify true stock-specific returns by removing market and style effects, maintain conviction with idiosyncratic controls and tight factor bands, and test hedge or sizing tweaks to see instant impact on risk and capture.
Remove market and style noise to reveal true stock-specific returns and maintain conviction with idiosyncratic controls.
Test hedge or sizing tweaks to see immediate impact on risk and capture.
Result: Cleaner alpha, fewer surprises, and sharper single-name decisions.
Identify true stock-specific returns by removing market and style effects, maintain conviction with idiosyncratic controls and tight factor bands, and test hedge or sizing tweaks to see instant impact on risk and capture.
Remove market and style noise to reveal true stock-specific returns and maintain conviction with idiosyncratic controls.
Test hedge or sizing tweaks to see immediate impact on risk and capture.
Result: Cleaner alpha, fewer surprises, and sharper single-name decisions.
Wealth & Investment Managers
Wealth & Investment Managers
Separate skill from luck using multi-period diagnostics driven by the multi-factor model, build client-fit baskets with clear objectives and real-world constraints, and set expectations with backtests supported by factor-aware explanations.
View stocks, mutual funds, and PMS in one consolidated factor lens.
Strengthen decision-making with transparent attribution and exposure clarity.
Result: Better manager selection, goal-aligned baskets, and higher client trust.
Separate skill from luck using multi-period diagnostics driven by the multi-factor model, build client-fit baskets with clear objectives and real-world constraints, and set expectations with backtests supported by factor-aware explanations.
View stocks, mutual funds, and PMS in one consolidated factor lens.
Strengthen decision-making with transparent attribution and exposure clarity.
Result: Better manager selection, goal-aligned baskets, and higher client trust.
Product & ETF Teams
Product & ETF Teams
Build and scale systematic strategies end-to-end with clear objectives and real-world constraints. Use a 39-factor India-first risk model to maintain intentional exposures. Validate ideas with point-in-time data and full cost modelling.
Monitor exposures, tracking error, and attribution live.
Make sizing and hedge tweaks with immediate impact visibility.
Result: Faster idea-to-portfolio, higher IR, lower slippage, and full auditability.
Build and scale systematic strategies end-to-end with clear objectives and real-world constraints. Use a 39-factor India-first risk model to maintain intentional exposures. Validate ideas with point-in-time data and full cost modelling.
Monitor exposures, tracking error, and attribution live.
Make sizing and hedge tweaks with immediate impact visibility.
Result: Faster idea-to-portfolio, higher IR, lower slippage, and full auditability.
/ Use Cases