MSA Indicator is the output of the Market Statistical Arbitrage Model (MSA Model) that has been developed from a group of quantitative algorithmic investment strategies aimed at exploiting the relative price moments over varying time frame. The MSA Model can generate robust indicators based on the well-established financial principles of mean reversal and divergence in trends. The MSA model has enough leverage and adaptability for all segments of the Financial Markets.

MH Indicator is the output of the Market Hedge Model (MH Model) that can capture the movements arising from the inefficient pricing of the assets that are cointegrated over varying time frame. Further, the MH Model considers the well-established financial principles of mean reversal under normality and quantifies the error correction mechanism (ECM) in cointegration relationship across all segments of the Financial Markets.