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Quantitative Projects

Explore my portfolio in quantitative finance and programming. Witness the modest yet diligent efforts behind each project, blending data analysis and financial insights. Join me on this journey of learning and growth as we navigate the ever-evolving landscape of the financial markets.

We develop a Statistical Arbitrage Strategy to identify and exploit mispricings in financial markets using statistical techniques. Statistical arbitrage involves simultaneously buying and selling related securities to profit from temporary price discrepancies.

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Pairs Trading Strategy for the Stock Market

Pairs trading is a statistical arbitrage strategy used by quantitative traders to exploit temporary price divergences between two related assets. In this project, we'll implement a pairs trading strategy specifically tailored for the Indian stock market.

Volatility Forecasting Model

We develop a Volatility Forecasting Model to predict future volatility in financial markets. Volatility forecasting is crucial for risk management, portfolio optimization, and trading strategy development.

Factor-Based Investing Model

We develop a Factor-Based Investing Model to construct and evaluate portfolios based on fundamental and quantitative factors. Factor-based investing aims to systematically capture specific sources of returns, or "factors," that have historically provided excess returns over the market.

Statistical Arbitrage Strategy

Projects list

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