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.
| 33. | Fundamental Stock Analysis
(2026 )
US large-cap fundamental analytics dashboard with deep cross-sectional ranking, distribution diagnostics, sector structure, risk/return mapping, and multi-factor composite interpretation. Python, fundamental screening, interactive charts |
| 34. | Optimal Execution with RL Agent (DQN)
(2026 )
Deep Q-Learning execution agent for slicing large orders under microstructure-style market impact. Compared against TWAP, passive, aggressive, and random baselines. Python, Gymnasium, Stable-Baselines3, execution simulation |
| 35. | Statistical Analysis of Trading Strategies
(2026 )
Research guide to rigorous backtesting, overfitting detection, and data-snooping correction — White's RC, Hansen SPA, PBO, CPCV, DSR, and Monte Carlo validation. Research, statistical validation, backtesting methodology |
| 36. | Adaptive Portfolio Strategies: Sequential Allocation Methods
(2025 )
Comprehensive analysis of 14 sequential portfolio allocation strategies on diversified ETF portfolio. Includes momentum-based, reversion-based, and pattern-learning approaches with transaction cost analysis. Python, sequential optimization, backtesting |
| 37. | Relative Rotation Graph (RRG) — US Equity
(2025 )
Dynamic RRG for US stocks vs S&P 500. JdK RS-Ratio and RS-Momentum with animation. Python, yfinance, Recharts |
| 38. | Diversified Stock Portfolio Using Clustering Analysis
(2024 )
S&P 500 portfolio construction using K-means clustering on risk/return features (correlation, beta, returns, volatility, Sharpe ratio). Backtested vs index. Python, K-means, backtesting |
| 39. | Risk Reports & Stop / Take-Profit Analysis
(2026 )
Interactive risk–return maps for 71 equity index strategies and 54 options ETF backtests, plus a stop-loss / take-profit sensitivity lab on ^GSPC. Recharts, backtest aggregation, SL/TP experiment |
| 40. | Hierarchical PCA and Modeling Asset Correlations
(2026 )
Dynamic clustering with Hierarchical PCA for sector-based equity portfolio management: statistical sign-pattern clusters and K-means on PCA loadings, following Avellaneda and Serur (2020). HPCA · statistical clustering · K-means · Avellaneda & Serur (2020) |
Showing 33–40 of 40 projects