Projects

India and global projects in quantitative finance, portfolio construction, and systematic investing — sorted by newest first.

Each project applies quantitative methods to a specific problem in finance — from clustering-based portfolio construction and market regime detection to adaptive portfolio strategies and RRG-based rotation analysis.

Projects include interactive visualizations, source code links, and methodology explanations. Data is updated periodically via automated pipelines.

1.
Nifty 50 Graph-Constrained Portfolio Optimization thumbnail
Nifty 50 Graph-Constrained Portfolio Optimization (2026 · India)
MST and TMFG networks on Nifty 50 with average-centrality and neighborhood constraints inside mean–variance programs, compared with HRP, HERC, and NCO.
MST · TMFG · Centrality · Neighborhood MIP
2.
Detecting Overfitting in Momentum Strategies thumbnail
Detecting Overfitting in Momentum Strategies (2026 )
Multi-stage overfitting diagnostics for S&P 500 J/K/N winners-only momentum: DSR, disparity, sensitivity, block bootstrap, CSCV/PBO, walk-forward CV, and stress-tested selection.
J/K/N · Deflated Sharpe · CSCV/PBO · walk-forward · stress tests
3.
US Equity vs US Multi-Asset Risk-Adjusted Study thumbnail
US Equity vs US Multi-Asset Risk-Adjusted Study (2026 )
Comparative allocation study of US equity-only versus US multi-asset portfolios (stocks, bonds, REITs) with hypothesis testing, frontier diagnostics, and interactive risk-adjusted analytics.
US equity · US bonds · REITs · Sharpe tests · drawdown tests · interactive diagnostics
4.
India Six-Factor Premia, Attribution & Regime Analysis thumbnail
India Six-Factor Premia, Attribution & Regime Analysis (2026 · India)
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.
FF6 · Nifty indices · Fund attribution
5.
Momentum Cadence and Portfolio Design in Indian Equities thumbnail
Momentum Cadence and Portfolio Design in Indian Equities (2026 · India)
A systematic grid study of long-only 12-1 momentum on Indian equities: how rebalance interval, universe breadth, holdings count, and weighting scheme interact — with overlapping portfolios, transaction costs, and six-factor attribution.
12-1 momentum · 144 configurations · net of costs
6.
NIFTY 50 Seasonal Analysis by Industry & SARIMA thumbnail
NIFTY 50 Seasonal Analysis by Industry & SARIMA (2026 · India)
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.
Sector baskets · Industry cycle · SARIMA
7.
Nifty 50 Value-Momentum-Size Long-Short Strategy thumbnail
Nifty 50 Value-Momentum-Size Long-Short Strategy (2026 · India)
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.
Nifty 50 · Fama–MacBeth · L/S
8.
Nifty 50 Alpha101 Selection & Composite Factor Research thumbnail
Nifty 50 Alpha101 Selection & Composite Factor Research (2026 · India)
Formulaic alphas on Nifty 50: cross-sectional cleaning, IC screening, linear and machine-learning composites, and quintile backtests — full research report with interactive charts.
Alpha101 · IC · L/S quintiles

Showing 1–8 of 40 projects

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