Normalised price, ₹ per gram of fine gold
Price ÷ quote grams ÷ purity. Contracts with the same delivery date as GOLDTEN.
Signals today
A pair is only flagged when it is unusual (|z| above threshold) and the gap clears the round-trip cost hurdle.
Premium vs GOLDTEN, same expiry (bps)
The carry trap: GOLDM vs GOLDTEN (bps)
Naive gap → purity-adjusted → purity + carry adjusted along the GOLDTEN curve.
Walk-forward backtest, net of all costs
Parameters picked on the development period only; the holdout was never used for tuning.
Cumulative net P&L (₹)
Contract lifecycle
Liquid = carries at least half its symbol's open interest. Delivery window = final 5 sessions before expiry.