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Amaanullah Bhatti

Symbiosis International University

SB Road, Lavale

Mulshi

Pune, Maharashtra 411014

India

SCHOLARLY PAPERS

18

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2,371

TOTAL CITATIONS

0

Ideas:
“  Researching macro-financial systems with a focus on FX markets, commodities, and global economic strategy. Open to collaboration in macroeconomics and monetary theory.  ”

Scholarly Papers (18)

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1.

A Regime-Filtered Intraday Trading Framework for Gold: Integrating VWAP Microstructure and EMA-Based Dynamic Exit Mechanisms

Number of pages: 22 Posted: 26 Apr 2026
Amaanullah Bhatti
Symbiosis International University
Downloads 534 (146,261)

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gold trading, XAU/USD, VWAP, exponential moving average, trailing stop, intraday strategy, regime filtering, technical analysis, ATR position sizing, behavioural finance, market microstructure, Commodity Trading, Metals, Mathematics

2.

A Regime-Conditioned Statistical Mean Reversion Framework for Intraday FX Markets

Number of pages: 7 Posted: 28 Jan 2026
Amaanullah Bhatti
Symbiosis International University
Downloads 502 (144,435)

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Algorithmic Trading, Forex, Mean Reversion, Quantitative Finance, Market Microstructure, Financial Engineering, Regime Switching, Statistical Arbitrage, Intraday Trading, Momentum Filter, Z-Score Strategy, Risk Management, Volatility Normalization, MQL5, MetaTrader 5, Liquidity Imbalance, Inventory Management, High-Frequency Trading, Technical Analysis, Systematic Trading, Trading Framework, Currency Markets, ATR Indicators, Position Sizing, Execution Algorithms, Smart Money Concepts, Multi-Timeframe Analysis, Computational Finance, Trading Strategy, Market Efficiency

3.

Momentum Exhaustion and Fair Value Reversion: An ADX-conditioned VWAP Strategy in FX Markets

Number of pages: 20 Posted: 13 Apr 2026
Amaanullah Bhatti
Symbiosis International University
Downloads 363 (216,367)

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Mean Reversion, VWAP, Average Directional Index, Momentum Exhaustion, Foreign Exchange, Regime Conditioning, Market Microstructure

4.

Extending Merton: A Jump-Diffusion Structural Model for Sovereign Default Prediction

Number of pages: 9 Posted: 24 Feb 2025
Amaanullah Bhatti
Symbiosis International University
Downloads 122 (588,531)

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5.

Quantifying Market Resilience: The Hafzan Market Resilience Ratio (HMRR)

Number of pages: 5 Posted: 30 May 2025 Last Revised: 17 Jul 2025
Amaanullah Bhatti
Symbiosis International University
Downloads 102 (679,608)

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Market resilience, volatility, Amihud illiquidity, systemic risk, time-to-recovery, financial stability, Systemic risk measurement, financial shock absorption, crisis recovery metrics, liquidity risk assessment, market stability index, volatility-adjusted metrics, post-drawdown recovery, integrated risk indicator, macroprudential analytics, stress-resilient markets.

6.

A Nonlinear Framework for Dynamic Tail-Risk Hedging Using Conditional VaR, Variance Swaps, and Regime Probabilities

Number of pages: 6 Posted: 06 May 2025
Amaanullah Bhatti
Symbiosis International University
Downloads 98 (699,467)

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Tail-risk Hedging, Conditional VaR, Variance Swaps, Regime Switching, CVaR, NHHR, Risk Management, Nonlinear Hedge Ratio

7.

Hafzan Composite Adaptive Valuation Model (HCAVM): A Comprehensive Framework for Startup and Private Firm Valuation under Uncertainty

Number of pages: 5 Posted: 07 May 2025
Amaanullah Bhatti
Symbiosis International University
Downloads 86 (765,566)

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Startup Valuation, Private firm valuation, Venture capital, Real options, Liquidity discount, Market sentiment adjustment, Probability-weighted scenarios, Composite valuation models

8.

Measuring Market Power with Vertical Control: A Modified Lerner Index Framework

Number of pages: 4 Posted: 11 Aug 2025
Amaanullah Bhatti
Symbiosis International University
Downloads 69 (883,195)

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Market Power, Vertical Integration, Lerner Index, Antitrust Policy, Industrial Organization, Supply Chain Control

9.

Inequality-Adjusted Endogenous Growth: A Theoretical and Empirical Exploration

Number of pages: 13 Posted: 06 May 2025
Amaanullah Bhatti
Symbiosis International University
Downloads 64 (924,743)

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Endogenous Growth, Income Inequality, Human Capital, R&D Investment, Gini Coefficient, Panel Data, Hafzan Growth Model, Economic Development, HEIGE, Inclusive Growth

10.

Hafzan's Tariff-Elasticity Model (HTEM): A Novel Framework for Trade Balance Analysis Under Retaliatory Tariff Dynamics

Number of pages: 14 Posted: 06 May 2025
Amaanullah Bhatti
Symbiosis International University
Downloads 62 (942,565)

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International Trade, Tariff Elasticity, Retaliatory Tariffs, Exchange Rate Pass-Through, Trade Balance Modeling, Marshall-Lerner Condition

11.

The Observable Universe as the Interior of a Schwarzschild Black Hole: A Lemaître-FLRW Correspondence

Number of pages: 2 Posted: 16 Dec 2025
Amaanullah Bhatti
Symbiosis International University
Downloads 56 (1,000,027)

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Black Hole Cosmology, Lemaître Coordinates, FLRW Universe, General Relativity, Cosmic Expansion, Spacetime Curvature, Event Horizon, Relativistic Dynamics, Cosmological Geometry, Higher-Dimensional Physics, Theoretical Cosmology, Big Bang Singularity, Universe Interior Model, Matter-Dominated Expansion, Gravitational Collapse

12.

Introducing the Post-Shock Elastic Recovery Index (PERI): A Novel Metric for Economic Resilience

Number of pages: 5 Posted: 25 Jul 2025
Amaanullah Bhatti
Symbiosis International University
Downloads 53 (1,031,043)

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Economic Resilience, Post-Shock Elastic Recovery Index, GDP Recovery, Fiscal Policy, Institutional Trust, Trade Openness

13.

A Network-Based Model for Predicting Market Impact in Fragmented Markets Using Venue-Level Dynamics

Number of pages: 9 Posted: 06 May 2025
Amaanullah Bhatti
Symbiosis International University
Downloads 52 (1,041,696)

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Market Impact Modeling, Fragmented Markets, Multi-Venue Trading, Hafzan Network Impact Framework (HNIF), Network Theory in Finance, Financial Microstructure

14.

The Hafzan Prosperity Index (HPI): A Multidimensional Human-Centered Framework for National Well-being and Inclusive Growth

Number of pages: 5 Posted: 22 May 2025
Amaanullah Bhatti
Symbiosis International University
Downloads 48 (1,086,013)

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Economic Prosperity Index, Multidimensional Development, Inclusive Economic Growth, Human-Centric Metrics, Sustainable National Progress, Prosperity Index, Economic Equity, Human Development, Well-being Measurement, Sustainability, Alternative Economic Indicators, Socioeconomic Metrics, Holistic Growth Framework, National Performance Index, Social Progress

15.

Dynamic Inflation-Adjusted Bond Pricing: Integrating Real-Time Expectations and Tax Policy

Number of pages: 8 Posted: 06 May 2025
Amaanullah Bhatti
Symbiosis International University
Downloads 45 (1,121,190)

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Bond pricing, inflation persistence, tax-adjusted yields, term structure, monetary policy JEL Codes: E43, E31, G12

16.

The Nexus of Choice and Scarcity: A Conceptual Review of Modern Economics

Number of pages: 8 Posted: 16 Oct 2025
Amaanullah Bhatti
Symbiosis International University
Downloads 43 (1,145,425)

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scarcity, opportunity cost, market systems, macroeconomics, monetary policy, fiscal policy, globalization, behavioral economics, development, economic systems

17.

Lebanon's Economic Reconstruction: Institutional Innovation through Special Jurisdictions for Economic Recovery

Number of pages: 8 Posted: 07 Aug 2025
Amaanullah Bhatti
Symbiosis International University
Downloads 41 (1,170,409)

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Lebanon, Special Economic Jurisdictions, Economic Crisis, BRICS, Foreign Direct Investment O53, F54, R58, economic development, economic growth, Geoeconomic Recovery, Middle East Economics, Trade Hub, Infrastructure Bonds, Institutional Reform, Political Economy, Energy Independence, Diaspora Remittances, Regional Development

18.

Introducing The Hafzan's Stagflation Resilience Index (HSRI): A Composite Measure for Macroeconomic Adaptability

Number of pages: 6 Posted: 06 May 2025
Amaanullah Bhatti
Symbiosis International University
Downloads 31 (1,304,549)

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