Quant Portfolio
17+ years of enterprise IT expertise combined with a personal passion for quantitative finance — independently building algorithmic trading systems, backtesting engines, and research tools as a learning journey.
Independent research project — no real trades, no financial advice, purely for learning. Disclaimer
Deep enterprise IT background fused with self-taught quantitative finance — spanning data engineering, SAP ecosystems, web development, and algorithmic trading.
Quant & Python
Enterprise IT
Real-world systems built from scratch — combining rigorous quantitative methods with production-quality Python engineering.
Multi-factor portfolio optimiser for NSE stocks — scoring 55 instruments across fundamentals, technicals, momentum & macro. Runs daily pipeline with HTML report generation.
11-module AI-assisted decision engine for loss-making positions. Determines Hold / Average Down / Partial Exit using fundamentals, GARCH volatility, FinBERT sentiment & governance analysis.
Interactive strategy backtester with 4 live strategies — MA Crossover, RSI Mean Reversion, Bollinger Bands & Momentum. Real NSE data, Plotly charts, parameter optimisation.
Run real backtests, explore market data, analyse risk metrics and simulate multi-asset portfolios — all powered by publicly available market data.
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