NIFTY 50
—
0.00%
SENSEX
—
0.00%
BANKNIFTY
—
0.00%
RELIANCE
—
0.00%
TCS
—
0.00%
HDFCBANK
—
0.00%
INFY
—
0.00%
ICICI
—
0.00%
AAPL
—
0.00%
MSFT
—
0.00%
BTC
—
0.00%
NIFTY 50
—
0.00%
SENSEX
—
0.00%
BANKNIFTY
—
0.00%
RELIANCE
—
0.00%
TCS
—
0.00%
HDFCBANK
—
0.00%
INFY
—
0.00%
ICICI
—
0.00%
AAPL
—
0.00%
MSFT
—
0.00%
BTC
—
0.00%
Quant Lab
[EXPERIMENTAL]
1. Universe
Nifty 50
50 large-cap symbols
Nifty 100
100 large + mid-cap symbols
Custom
2. Factors
Weight mode:
Equal
IC-weighted
Manual
12-1M Momentum
12-month return minus last month (avoids reversal)
Low Volatility
Inverse 252-day realized vol (low vol premium)
Quality (ROE)
Return on equity, cross-sectionally z-scored
Low Leverage
Inverse debt-to-equity ratio
Small Cap
Inverse log market cap (size premium)
Short-term Reversal
Inverse 1-month return (contrarian)
+ Add custom factor
3. Configuration
Lookback period
1Y
3Y
5Y
10Y
Rebalance
Monthly
Quarterly
Transaction cost
0.1%
0.2%
0.5%
Portfolio type
Long only
Long/Short
Position sizing
Equal weight
Factor weight
+ Show Advanced
Estimated: ~1 seconds
Run Backtest
Select at least one factor to run
Roadmap
✓
v0.1
Factor model construction + walk-forward backtest
○
v0.2
Custom factor formula builder with live IC preview
○
v0.3
LSTM sequence model on OHLCV (optional GPU endpoint)
○
v0.4
Alternative data: NSE options OI, FII/DII bulk deals
○
v0.5
Paper trading: deploy model to live data, track P&L
○
v0.6
Genetic algorithm factor discovery
○
v1.0
Multi-model ensemble with live signal generation
Build with us →