NIFTY 500.00%SENSEX0.00%BANKNIFTY0.00%RELIANCE0.00%TCS0.00%HDFCBANK0.00%INFY0.00%ICICI0.00%AAPL0.00%MSFT0.00%BTC0.00%NIFTY 500.00%SENSEX0.00%BANKNIFTY0.00%RELIANCE0.00%TCS0.00%HDFCBANK0.00%INFY0.00%ICICI0.00%AAPL0.00%MSFT0.00%BTC0.00%

Quant Lab

[EXPERIMENTAL]

1. Universe

2. Factors

Weight mode:
12-1M Momentum12-month return minus last month (avoids reversal)
Low VolatilityInverse 252-day realized vol (low vol premium)
Quality (ROE)Return on equity, cross-sectionally z-scored
Low LeverageInverse debt-to-equity ratio
Small CapInverse log market cap (size premium)
Short-term ReversalInverse 1-month return (contrarian)

3. Configuration

Estimated: ~1 seconds
Select at least one factor to run

Roadmap

  • v0.1Factor model construction + walk-forward backtest
  • v0.2Custom factor formula builder with live IC preview
  • v0.3LSTM sequence model on OHLCV (optional GPU endpoint)
  • v0.4Alternative data: NSE options OI, FII/DII bulk deals
  • v0.5Paper trading: deploy model to live data, track P&L
  • v0.6Genetic algorithm factor discovery
  • v1.0Multi-model ensemble with live signal generation