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.

17.
Global Multi-Asset Portfolio for the Next Decade thumbnail
Global Multi-Asset Portfolio for the Next Decade (2026 )
Institutional-style strategic asset allocation across 50+ global ETFs: eight frameworks from 60/40 to risk parity and max Sharpe, with factor attribution, regime splits, Monte Carlo paths, and crisis stress replay.
Global ETFs · 60/40 vs diversified · risk parity · hypothesis tests · Monte Carlo
18.
Climate BMG Factor Lab thumbnail
Climate BMG Factor Lab (2026 )
Market-implied carbon risk: six nested factor models (CAPM through Carhart+BMG) on 30 US stocks with live Ken French factors and XOP−SMOG BMG from yfinance.
BMG factor · climate beta · sector exposure · Carhart+BMG OLS
19.
CAPM vs Fama–French vs Carhart thumbnail
CAPM vs Fama–French vs Carhart (2026 )
Goncharov (2023) replication: CAPM, FF3, and Carhart four-factor OLS on 30 US stocks (2018–2021) with Ken French factors.
CAPM · FF3 · Carhart · adjusted R² · RSE tests
20.
US IV Asset Pricing Lab thumbnail
US IV Asset Pricing Lab (2026 )
Jegadeesh-style IV asset pricing on US stocks: split-sample betas, Dimson adjustment, OLS vs. IV Fama–MacBeth premia (CAPM–FF5) with characteristic controls.
IV · EIV bias · Ken French · individual stocks
21.
Smart Beta: Factor-Tilted Portfolio Construction thumbnail
Smart Beta: Factor-Tilted Portfolio Construction (2026 )
One-year rolling study on a sector-balanced U.S. equity panel: equal weight, min variance, value tilt, and value–momentum blend with full risk and factor analytics.
Factor models, portfolio construction, risk analytics
22.
US Monte Carlo Portfolio Simulation (GARCH) thumbnail
US Monte Carlo Portfolio Simulation (GARCH) (2026 )
Multi-asset Monte Carlo paths with GARCH(1,1) volatility, Student-t shocks, and correlated residuals. Default 50/50 S&P 500 and Dow Jones vs realized performance.
GARCH · Student-t · VaR/CVaR · US indices
23.
US ML-Enhanced Portfolio Optimization thumbnail
US ML-Enhanced Portfolio Optimization (2026 )
ML-enhanced portfolio optimization on a 30-stock US panel: quarterly walk-forward backtests using mean-variance (MVO) with XGBoost return forecasts blended via Black-Litterman, evaluated against SPY with return, risk, and SPY-relative analytics (drawdowns, beta/alpha, VaR/CVaR, tracking error/capture, sector concentration, and ranked signals).
MVO · XGBoost · Black-Litterman · SPY-relative risk · VaR/CVaR · Sector allocation
24.
Optimal Portfolio Rebalancing via Dynamic Programming thumbnail
Optimal Portfolio Rebalancing via Dynamic Programming (2026 )
Sun et al. (MIT) optimal rebalancing on S&P 500 GICS sector sleeves — certainty-equivalent tracking error, Bellman partial rebalancing, and Monte Carlo comparison versus calendar and tolerance-band policies.
Bellman DP · certainty equivalent · partial λ-rebalance · sector ETFs · Tables IV & VI

Showing 17–24 of 40 projects

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