• The Finance Lab augmented its physical infrastructure and turned into a world class center of excellence. The current capacity in the Finance Lab can accommodate 78 students at a time.
  • We have procured additional peripherals like, servers, computers, higher capacity lease lines, networking, simulator licenses, software, database and furniture.
  • The Finance Lab also has a video-conferencing facility to facilitate classes/meetings conducted by professors/ financial experts/alumni from different locations.
  • We have set up a small 20-seater meeting-cum-Laboratory room to conduct sponsored research.
  • Have office rooms for the faculty, visiting scholars, and staff.

80-Seater Lab

  • 78 flat screen workstations (plus one for the instructor)
  • 1 Bloomberg terminal
  • Video conferencing system
  • 2 Video Walls, 1 projector, 1 document camera
  • Integrated sound system with collar, hand and button microphones
  • 14 MBPS internet circuit (dedicated)
  • Fully air conditioned classroom

20-Seater Lab

  • 12 flat screen workstations
  • 11 Bloomberg terminals
  • Video conferencing system
  • 1 Video Wall
  • Integrated sound system lapel microphones
  • 14 MBPS internet circuit (dedicated)
  • Fully air conditioned

Research Databases

  • Bloomberg – 12 terminals
  • Thomson Eikon
  • Compustat
  • Execucomp
  • CRSP
  • WRDS
  • Prime Database
  • ACE Equity


  • OMNESYS NEST Trader – an intuitive front-end solution that connects to a robust backend server to fetch market data, execute orders and facilitate trading. This is the trading exchange simulator where we get real time data from six markets NSE- Cash and F&O, CDS, BSE-Cash, NCDEX, MCX


  • Teaching
  • Research
  • Product design and testing
  • Executive education
  • International/national conferences, workshops and seminars


The Financial Research and Trading Lab is managed by the following:

  • Prof. Ashok Banerjee (Faculty-in-charge)
  • Ms. Priyanka Dasgupta (Assistant Manager)
  • Lab Staff


  • The Finance lab started archiving data set at two frequencies: daily and intraday. Daily data are downloaded (at the end of a trading day) from various Indian Markets.
  • Financial markets generate volumes of high frequency data, which are used by practitioners to devise trading strategies, calibrate pricing models and study market properties such as liquidity. Finance lab also archives high frequency data in a user friendly format since May 2010.
  • The Finance Lab has developed certain analytical tool in market microstructure.
  • We have NSE (all segments) data for the year 2011,2012, 2013, 2014 and 2015.