AION·ANALYTICS / India

Published research · SSRN · 2026

Signal Provenance in Retail Algorithmic Trading

An Architectural Gap in SEBI's 2026 Framework and Its General Form

SEBI's algorithmic trading framework closes the order chain but not the signal chain: a fully compliant order reaches the broker while what caused it remains invisible. This paper evidences that gap from primary regulatory sources across India, the EU, and the UAE, demonstrates that origin capture is feasible in production, and states the finding in general form for any framework that anchors accountability at an intermediary while the conduct of interest occurs upstream.

Published 14 July 2026·SSRN ID 7118421·Provisional patent filed 5 July 2026 — Application No. IN202621086466

Indian market infrastructure · founded by Lokesh Gupta

A guiding light.
Not a guiding hand.

AION Analytics builds India-native market-intelligence and execution-integrity infrastructure — measured, published together with its failures, and built so people stay informed, never instructed.

The mission is narrow and it is the whole point: keep people from being harvested — in markets, and in their data.

Indian Market Intelligence · flagship

One event in. Structured sector impact out.

macro · policy · weather · geopolitics
event → sector → evidence
EXAMPLE — "Strait of Hormuz shut; crude tops $110; rupee at record low" structured JSON · explainable
Aviation -0.85 Chemicals -0.56 IT +0.60 Energy +0.50 confidence 0.80
IMI reads one financial or macro event and returns how it propagates across Indian market sectors — with the causal reasoning, temporal lag, and a confidence attached. It informs; it does not instruct. Try the API →

Veritas · opening-range model

What the model published this morning — and what the market did.

23 JUL 2026 · 08:46 IST
3 / 3 bands held
NIFTY 50 ✓ opening print inside band · midpoint error 0.26%
open
direction: bearish, reliability strong VIX
NIFTY BANK ✓ opening print inside band · midpoint error 0.48%
open
direction: bearish, low conviction VIX
SENSEX ✓ opening print inside band · midpoint error 0.20%
open
direction: bearish, low conviction VIX
Direction was low-conviction on two of the three — and the model said so before the open. We score the range and the direction separately, and we publish the weak reads next to the good ones. A day the band holds but the direction is unsure is still a day we report in full.
Capture-friction note: this layer deters casual redistribution through non-selectable rendering and watermarking. Browser pages cannot prevent screenshots.
3 / 3
bands held
0.312%
average midpoint error
avg band width (pts)
news inputs processed

What we build

Four pieces of infrastructure, one mandate.

Each is real and in use. None of them tells anyone what to do.

Indian Market Intelligence flagship

Macro-event and sector-impact analysis for Indian financial markets — structured, explainable output covering how policy, economic, weather, and geopolitical events move Indian market sectors: event, sector impact, stakeholder impact, confidence, and evidence, as JSON. Try the API →

Veritas information, not advice

Pre-open probability bands for NIFTY 50, NIFTY BANK and SENSEX — a range to position around, never a call to act. Published daily with its own scorecard, including the misses.

Aion Order Execution Agent patent filed

A device-resident layer that records the full chain of custody from a trading signal through to order execution. The capture method is the subject of a filed patent application and remains deliberately undocumented.

Indian Market Calendar open source

NSE, MCX, BSE, and CDS session and holiday validation for Indian exchange segments — market-times agnostic. Covers equity, derivatives, currency, commodity, and Muhurat sessions. View on PyPI →

The argument underneath

AION began as a thesis, then became the infrastructure.

Financial power no longer guarantees industrial or resource control. The world is rebalancing unevenly — and that is precisely why a country needs market infrastructure it owns, rather than rents.

2026 The Uncodified Margin: Human Relational Intelligence as a Structural Complement to Algorithmic Systems in Five Emerging Markets Lokesh Gupta · SSRN · DOI 10.2139/ssrn.7235801 · read →
2026 Signal Provenance in Retail Algorithmic Trading: An Architectural Gap in SEBI's 2026 Framework and Its General Form Lokesh Gupta · SSRN · DOI 10.2139/ssrn.7118421 · read →
2026 The Great Indian Illusion: Unpacking the Gap Between Growth Statistics and Citizen Well-Being Lokesh Gupta · SSRN · DOI 10.2139/ssrn.6973958 · read →
2026 Asymmetric Multipolarity: Financial, Industrial, Resource, and Strategic Power in the Post-Unipolar Global Order Lokesh Gupta · SSRN · DOI 10.2139/ssrn.6449739 · read →
2025 Beyond the Mirror: Systemic Vulnerabilities in LLM Safeguards Exposed Through Intentional Conditioning Lokesh Gupta · SSRN · DOI 10.2139/ssrn.5232429 · read →
2025 Bridging the Gap: Blending Human Insights and Digital Tools to Master Emerging Markets (superseded by The Uncodified Margin) Lokesh Gupta · SSRN · read →

The Enki Protocol

How the research is governed.

Enki was the protector. The protocol that carries his name is the standard every model here is held to.

Evidence first
Zero heuristics. A claim is shown or it is not made.
Re-validate always
Regimes change. Every model is re-checked against the market it actually faces, not the one it was trained on.
Output over operator
The work stands on its results. The individual behind it is secondary.

Privacy is an entitlement, not a setting.

Start with the intelligence.

Indian Market Intelligence turns any policy, economic, weather, or geopolitical event into structured, explainable sector impact. Try the API — or explore Veritas and the rest of the stack.