India Research

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.

Projects

1.
Nifty 50 ML-Enhanced Portfolio Optimization

Mean-variance and machine-learning return views blended via Black-Litterman on Nifty 50: walk-forward backtest versus cap-weight and the index, with sector allocation and cross-sectional signals.

 2026
2.
Nifty 50 Discounted Cash Flow Valuation

Discounted cash flow valuation for every Nifty 50 name: shared India macro assumptions, WACC, terminal value, and model upside versus market price.

 2026
3.
Nifty 50 Multi-Factor Risk Model & Sector-Neutral Optimization

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
4.
Nifty 50 Alpha101 Selection & Composite Factor Research

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
5.
Nifty 50 Value-Momentum-Size Long-Short Strategy

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
6.
NIFTY 50 Seasonal Analysis by Industry & SARIMA

Report on NIFTY 50 calendar seasonality by industry: equal-weight sector baskets, cyclical vs defensive cycle spreads, benchmark-relative correlation, and SARIMA index diagnostics with full mathematical framework.

 2026
7.
India Six-Factor Premia, Attribution & Regime Analysis

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.

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