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.

9.
Nifty 50 Multi-Factor Risk Model & Sector-Neutral Optimization thumbnail
Nifty 50 Multi-Factor Risk Model & Sector-Neutral Optimization (2026 · India)
Research report: daily style and sector risk factors on Nifty 50, rolling WLS covariance, and monthly sector-neutral long-only optimization with turnover costs.
Risk model · Optimization · Backtest
10.
Nifty 50 Discounted Cash Flow Valuation thumbnail
Nifty 50 Discounted Cash Flow Valuation (2026 · India)
Discounted cash flow valuation for every Nifty 50 name: shared India macro assumptions, WACC, terminal value, and model upside versus market price.
DCF · WACC · FCFF · Nifty 50
11.
Nifty 50 ML-Enhanced Portfolio Optimization thumbnail
Nifty 50 ML-Enhanced Portfolio Optimization (2026 · India)
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.
MVO · XGBoost · Black-Litterman
12.
Cross-section shrinkage lab (ETF panel) thumbnail
Cross-section shrinkage lab (ETF panel) (2026 )
Yahoo Finance ETF panel: PCA spectrum, cross-sectional R² vs K, pseudo-OOS folds, ridge diagnostics. JSON from npm run data:shrinking-cross-section.
Python, Recharts, PCA, shrinkage, cross-sectional R²
13.
Portfolio Stress Lab thumbnail
Portfolio Stress Lab (2026 )
Institutional portfolio stress laboratory: historical crisis replay, univariate and compound parametric shocks, historical/parametric/Monte Carlo tail risk, Fully Flexible Probability reweighting, forward GARCH simulation, and cross-study tail-risk attribution.
Crisis replay · compound stress · VaR/ES suite · FFP reweighting · regime correlation
14.
Emerging Markets Fundamental Portfolio thumbnail
Emerging Markets Fundamental Portfolio (2026 )
Multi-country EM equity framework: value/quality/risk/stability composite scoring, country–sector neutralization, constrained mean-variance optimization, correlation analytics, quintile monotonicity, and quarterly backtests vs EEM.
EM fundamentals · MVO · correlation matrix · hypothesis tests · quintile analysis
15.
Market Homogeneity from Correlation Networks thumbnail
Market Homogeneity from Correlation Networks (2026 )
Empirical US study of market-wide co-movement: monthly homogeneity index from correlation networks, regime analysis, SPY conditioning, and interactive network graphs.
Correlation networks · homogeneity index · regime analysis · SPY overlay · network graphs
16.
Global Capital Flow Intelligence System thumbnail
Global Capital Flow Intelligence System (2026 )
Multi-asset framework inferring global capital allocation from Yahoo Finance ETFs: eight flow engines, composite scores, regime detection, correlation networks, and flow-based portfolio backtests.
Capital flow inference · 8 analytical layers · regime detection · flow portfolios · hypothesis tests

Showing 9–16 of 40 projects

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