Research on Indian equities through the lens of modern factor investing — size, value, profitability, investment, and momentum — applied to Nifty benchmarks and fund returns. Open a project for context, methodology, and interactive results.
| 1. | Risk Model & Portfolio Optimization — Nifty 50 Research report: daily style and sector risk factors on Nifty 50, rolling WLS covariance, and monthly sector-neutral long-only optimization with turnover costs. | 2026 |
| 2. | Alpha101 Multi-Factor Selection — Nifty 50 Formulaic alphas on Nifty 50: cross-sectional cleaning, IC screening, linear and machine-learning composites, and quintile backtests — full research report with interactive charts. | 2026 |
| 3. | Multi-Factor Strategy — Nifty 50 Nifty 50 Value, Momentum, and Size: Fama–MacBeth premia, IC/IR, and a 20%/20% long–short backtest on NSE data via yfinance — with interactive performance charts. | 2026 |
| 4. | Factor Analysis — Indian Equities Six-factor study of Indian equities: long-run premia, Nifty style-index regressions, momentum crash risk, mutual-fund attribution, and whether quality pays in downturns — with interactive charts. | 2026 |
Global projects (US indices, options, clustering) remain on the main projects page.
