QIM is developed by Ashwin Vaidyanathan as a research‑driven framework for interpreting market structure. The approach focuses on clarity, behaviour, and non‑prediction, offering a clean institutional method for understanding index movements. This site documents the framework and its applied dashboards.
Founder’s Note
QIM began six years ago as a simple set of formulas inside an Excel sheet.
No code. No AI. Just structure, behaviour, and curiosity.
Over time, those formulas evolved into a multi‑sheet analytical calculator. More recently, through AI‑assisted Python development and extensive debugging, QIM became a fully automated deterministic Python engine with over 700 lines of logic.
Today, QIM sits at the intersection of Data Analytics, Data Science, and domain knowledge.
One principle shaped its journey:
Simplicity supersedes complexity. Domain knowledge supersedes everything.
As a non‑software engineer, building a framework that grew from Excel to Python and into a complete analytical system has been one of the most meaningful engineering experiences of my career.
QIM continues to evolve. So, do I.
Ashwin Vaidyanathan