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.

33.
Fundamental Stock Analysis thumbnail
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) thumbnail
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 thumbnail
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 thumbnail
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 thumbnail
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 thumbnail
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 thumbnail
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 thumbnail
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

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